Safari Books Online is a digital library providing on-demand subscription access to thousands of learning resources.
Collapse
Featured Categories
Math & Science
261. |  Discrete Models of Financial Markets By: Marek Capi ski; Ekkehard Kopp Publisher: Cambridge University Press Publication Date: 23-FEB-2012 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: Discrete Models of Financial Markets
This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models...
|
262. |  Introduction to Orthogonal Transforms By: Ruye Wang Publisher: Cambridge University Press Publication Date: 08-MAR-2012 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: Introduction to Orthogonal Transforms
A systematic, unified treatment of orthogonal transform methods for signal processing, data analysis and communications, this book guides the reader from mathematical theory to problem solving in practice. It examines each transform method in depth, emphasizing the common mathematical principles and essential properties of each method in terms of signal decorrelation and energy compaction. The different forms of Fourier transform, as well as the Laplace, Z-, WalshHadamard, Slant, Haar, KarhunenLove and wavelet transforms, are all covered, with discussion of how each transform method can...
|
263. |  Probability, Random Processes, and Statistical Analysis By: Hisashi Kobayashi; Brian L. Mark; William Turin Publisher: Cambridge University Press Publication Date: 15-DEC-2011 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: Probability, Random Processes, and Statistical Analysis
Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itv process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and BaumWelch algorithms, algorithms for machine learning, Wiener and Kalman...
|
264. |  By: Imre Csiszár; János Körner Publisher: Cambridge University Press Publication Date: 30-JUN-2011 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: Information Theory
Csiszr and Krner's book is widely regarded as a classic in the field of information theory, providing deep insights and expert treatment of the key theoretical issues. It includes in-depth coverage of the mathematics of reliable information transmission, both in two-terminal and multi-terminal network scenarios. Updated and considerably expanded, this new edition presents unique discussions of information theoretic secrecy and of zero-error information theory, including the deep connections of the latter with extremal combinatorics. The presentations of all core subjects are self...
|
265. |  Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives By: Jean-Pierre Fouque; George Papanicolaou; Ronnie Sircar Publisher: Cambridge University Press Publication Date: 29-SEP-2011 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedging of financial derivatives under stochastic volatility in equity, interest-rate, and credit markets. They present and analyze multiscale stochastic volatility models and asymptotic approximations. These can be used in equity markets, for instance, to link the prices of path-dependent exotic instruments to market implied volatilities. The methods are also used for interest rate and credit derivatives. Other applications considered...
|
266. |  By: Richard F. Bass Publisher: Cambridge University Press Publication Date: 06-OCT-2011 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: Stochastic Processes
This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black-Scholes formula for the pricing of derivatives in financial mathematics, the...
|
267. |  Entropy of Hidden Markov Processes and Connections to Dynamical Systems By: Brian Marcus; Karl Petersen; Tsachy Weissman Publisher: Cambridge University Press Publication Date: 26-MAY-2011 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: Entropy of Hidden Markov Processes and Connections to Dynamical Systems
Hidden Markov processes (HMPs) are important objects of study in many areas of pure and applied mathematics, including information theory, probability theory, dynamical systems and statistical physics, with applications in electrical engineering, computer science and molecular biology. This collection of research and survey papers presents important new results and open problems, serving as a unifying gateway for researchers in these areas. Based on talks given at the Banff International Research Station Workshop, 2007, this volume addresses a central problem of the subject: computation...
|
268. |  Actuarial Mathematics for Life Contingent Risks By: Howard R. Waters; David C. M. Dickson; Mary R. Hardy Publisher: Cambridge University Press Publication Date: 24-SEP-2009 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: Actuarial Mathematics for Life Contingent Risks
How can actuaries best equip themselves for the products and risk structures of the future? Using the powerful framework of multiple state models, three leaders in actuarial science give a modern perspective on life contingencies, and develop and demonstrate a theory that can be adapted to changing products and technologies. The book begins traditionally, covering actuarial models and theory, and emphasizing practical applications using computational techniques. The authors then develop a more contemporary outlook, introducing multiple state models, emerging cash flows and embedded...
|
269. |  By: H. Vincent Poor; Olympia Hadjiliadis Publisher: Cambridge University Press Publication Date: 20-NOV-2008 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: Quickest Detection
The problem of detecting abrupt changes in the behavior of an observed signal or time series arises in a variety of fields, including climate modeling, finance, image analysis, and security. Quickest detection refers to real-time detection of such changes as quickly as possible after they occur. Using the framework of optimal stopping theory, this book describes the fundamentals underpinning the field, providing the background necessary to design, analyze, and understand quickest detection algorithms. For the first time the authors bring together results which were previously scattered...
|
270. |  By: Oded Goldreich Publisher: Cambridge University Press Publication Date: 28-APR-2008 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: Computational Complexity
Complexity theory is a central field of the theoretical foundations of computer science. It is concerned with the general study of the intrinsic complexity of computational tasks; that is, it addresses the question of what can be achieved within limited time (and/or with other limited natural computational resources). This book offers a conceptual perspective on complexity theory. It is intended to serve as an introduction for advanced undergraduate and graduate students, either as a textbook or for self-study. The book will also be useful to experts, since it provides expositions of...
|
271. |  By: Tom Richardson; Ruediger Urbanke Publisher: Cambridge University Press Publication Date: 17-MAR-2008 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: Modern Coding Theory
Having trouble deciding which coding scheme to employ, how to design a new scheme, or how to improve an existing system? This summary of the state-of-the-art in iterative coding makes this decision more straightforward. With emphasis on the underlying theory, techniques to analyse and design practical iterative coding systems are presented. Using Gallager's original ensemble of LDPC codes, the basic concepts are extended for several general codes, including the practically important class of turbo codes. The simplicity of the binary erasure channel is exploited to develop analytical...
|
272. |  The Perfect Swarm: The Science of Complexity in Everyday Life By: Len Fisher Publisher: Basic Books Publication Date: 17-NOV-2009 Insert Date: 28-AUG-2012 Slots: 1.0 | Overview: The Perfect Swarm: The Science of Complexity in Everyday Life
One of the greatest discoveries of recent times is that the complex patterns we find in life are often produced when all of the individuals in a group follow the same simple rule. This process of “self-organization” reveals itself in the inanimate worlds of crystals and seashells, but as Len Fisher shows, it is also evident in living organisms, from fish to ants to human beings. The coordinated movements of fish in shoals, for example, arise from the simple rule: “Follow the fish in front.” Traffic flow arises from simple rules: “Keep your distance” and “Keep to the right.” Now, in his...
|
273. |  Pricing the Future: Finance, Physics, and the 300-year Journey to the Black-Scholes Equation By: George Szpiro Publisher: Basic Books Publication Date: 08-NOV-2011 Insert Date: 22-AUG-2012 Slots: 1.0 | Overview: Pricing the Future: Finance, Physics, and the 300-year Journey to the Black-Scholes Equation
Options have been traded for hundreds of years, but investment decisions were based on gut feelings until the Nobel Prize–winning discovery of the Black-Scholes options pricing model in 1973 ushered in the era of the “quants.” Wall Street would never be the same. In Pricing the Future, financial economist George G. Szpiro tells the fascinating stories of the pioneers of mathematical finance who conducted the search for the elusive options pricing formula. From the broker’s assistant who published the first mathematical explanation of financial markets to Albert Einstein and other...
|
274. |  By: Robert Laughlin Publisher: Basic Books Publication Date: 06-SEP-2011 Insert Date: 22-AUG-2012 Slots: 1.0 |
In Powering the Future, Nobel laureate Robert B. Laughlin transports us two centuries into the future, when we’ve ceased to use carbon from the ground—either because humans have banned carbon burning or because fuel has simply run out. Boldly, Laughlin predicts no earth-shattering transformations will have taken place. Six generations from now, there will still be soccer moms, shopping malls, and business trips. Firesides will still be snug and warm. How will we do it? Not by discovering a magic bullet to slay our energy problems, but through a slew of fascinating technologies, drawing...
|
275. |  A First Course in Applied Mathematics By: Jorge Rebaza Publisher: John Wiley & Sons Publication Date: 17-APR-2012 Insert Date: 21-AUG-2012 Slots: 1.0 | Overview: A First Course in Applied Mathematics
This book details how applied mathematics involves predictions, interpretations, analysis, and mathematical modeling to solve real-world problems. Due to the broad range of applications, mathematical concepts and techniques and reviewed throughout, especially those in linear algebra, matrix analysis, and differential equations. Some classical definitions and results from analysis are also discussed and used. Some applications (postscript fonts, information retrieval, etc.) are presented at the end of a chapter as an immediate application of the theory just covered, while those...
|
276. |  The Creative Destruction of Medicine: How the Digital Revolution Will Create Better Health Care By: Eric Topol Publisher: Basic Books Publication Date: 10-JAN-2012 Insert Date: 21-AUG-2012 Slots: 1.0 | Overview: The Creative Destruction of Medicine: How the Digital Revolution Will Create Better Health Care
What if your cell phone could detect cancer cells circulating in your blood or warn you of an imminent heart attack? Mobile wireless digital devices, including smartphones and tablets with seemingly limitless functionality, have brought about radical changes in our lives, providing hyper-connectivity to social networks and cloud computing. But the digital world has hardly pierced the medical cocoon. Until now. Beyond reading email and surfing the Web, we will soon be checking our vital signs on our phone. We can already continuously monitor our heart rhythm, blood glucose levels, and...
|
277. |  Crashes, Crises, and Calamities: How We Can Use Science to Read the Early-Warning Signs By: Len Fisher Publisher: Basic Books Publication Date: 08-MAR-2011 Insert Date: 21-AUG-2012 Slots: 1.0 | Overview: Crashes, Crises, and Calamities: How We Can Use Science to Read the Early-Warning Signs
Why do certain civilizations, societies, and ecosystems collapse? How does the domino effect relate to the credit crunch? When can mathematics help explain marriage? And how on earth do toads predict earthquakes? The future is uncertain. But science can help foretell what lies ahead. Drawing on ecology and biology, math and physics, Crashes, Crises, and Calamities offers four fundamental tools that scientists and engineers use to forecast the likelihood of sudden change: stability, catastrophe, complexity, and game theories. In accessible prose, Len Fisher demonstrates how we can foresee...
|
278. |  Micro-Drops and Digital Microfluidics By: Jean Berthier Publisher: William Andrew Publication Date: 05-FEB-2008 Insert Date: 17-AUG-2012 Slots: 1.0 | Overview: Micro-Drops and Digital Microfluidics
After spending over 12 years developing new microsystems for biotechnology û especially concerned with the microfluidic aspects of these devices û Jean Berthier is considered a leading authority in the field. Now, following the success of his book, Microfluidics for Biotechnology, Dr. Berthier returns to explain how new miniaturization techniques have dramatically expanded the area of microfluidic applications and microsystems into microdrops and digital microfluidics. Engineers interested in designing more versatile microsystems and students who seek to learn the fundamentals of...
|
279. |  Characterization of Tribological Materials By: William A Glaeser Publisher: Momentum Press Publication Date: 01-JAN-2010 Insert Date: 16-AUG-2012 Slots: 1.0 | Overview: Characterization of Tribological Materials Understanding the composition and structure of a surface is essential in understanding its frictional (Tribological) properties. This volume in the Materials Characterization series will focus on surface characterization, including roughness, hardness, coating thickness and bond strength. Advanced characterization methods are also covered for applications in magnetic recording media, rolling contact bearings and other high-tech systems. -- Reviews major physical principles of tribology, including adhesion, friction, abrasion and surface boundary conditions -- Special section on surface...
|
280. |  Acoustic High-Frequency Diffraction Theory By: Frédéric Molinet Publisher: Momentum Press Publication Date: 15-MAY-2011 Insert Date: 16-AUG-2012 Slots: 1.0 | Overview: Acoustic High-Frequency Diffraction Theory Covering analytical research in aerial and underwater acoustics, this new scholarly work treats the interaction of acoustic waves with obstacles which may be rigid, soft, elastic, or characterized by an impedance boundary condition. The approach is founded on asymptotic high frequency methods which are based on the concept of rays. For despite the progress in numerical methods for diffraction problems, ray methods still remain the most useful method of approximation for analyzing wave motions. They provide not only considerable physical insight and understanding of diffraction mechanisms but...
|
©2013 Safari Books Online