Mathematical Modelling and Numerical Methods in Finance PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Mathematical Modelling and Numerical Methods in Finance PDF full book. Access full book title Mathematical Modelling and Numerical Methods in Finance by . Download full books in PDF and EPUB format.
Author: Publisher: Elsevier ISBN: 0080931006 Category : Mathematics Languages : en Pages : 684
Book Description
Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains. Coverage of all aspects of quantitative finance including models, computational methods and applications Provides an overview of new ideas and results Contributors are leaders of the field
Author: Publisher: Elsevier ISBN: 0080931006 Category : Mathematics Languages : en Pages : 684
Book Description
Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains. Coverage of all aspects of quantitative finance including models, computational methods and applications Provides an overview of new ideas and results Contributors are leaders of the field
Author: WILLIAM P.. WEST FOX (RICHARD D.) Publisher: ISBN: 9781032697239 Category : Mathematics Languages : en Pages : 0
Book Description
What sets this book apart is the modeling aspects utilizing numerical analysis (methods) to obtain solutions. The authors cover the basic numerical analysis methods first with simple examples to illustrate the techniques and discuss possible errors. The modeling prospective reveals the practical relevance of the numerical methods in context to real world problems. At the core of this text are the real-world modeling projects. Chapters are introduced and techniques are discussed with common examples. A modeling scenario is introduced that will be solved with these techniques later in the chapter. Often the modeling problems require more than one previously covered technique presented in the book. Fundamental exercises to practice the techniques are included. Multiple modeling scenarios per numerical methods illustrate the applications of the techniques introduced. Each chapter has several modeling examples that are solved by the methods described within the chapter. The use of technology is instrumental in numerical analysis and numerical methods. In our text, we illustrate MAPLE, EXCEL, R, and Python. Our goal is not to teach technology but illustrate its power and limitations to perform algorithms and reach conclusions. This book fulfills a need in the education of all students who plan to use technology to solve problems whether using physical models or true creative mathematical modeling, like discrete dynamical systems.
Author: Grégoire Allaire Publisher: OUP Oxford ISBN: 0191525529 Category : Mathematics Languages : en Pages : 472
Book Description
This text, based on the author's teaching at École Polytechnique, introduces the reader to the world of mathematical modelling and numerical simulation. Covering the finite difference method; variational formulation of elliptic problems; Sobolev spaces; elliptical problems; the finite element method; Eigenvalue problems; evolution problems; optimality conditions and algorithms and methods of operational research, and including a several exercises throughout, this is an ideal text for advanced undergraduate students and graduates in applied mathematics, engineering, computer science, and the physical sciences.
Author: Harendra Singh Publisher: CRC Press ISBN: 1000381080 Category : Mathematics Languages : en Pages : 336
Book Description
Mathematical models are used to convert real-life problems using mathematical concepts and language. These models are governed by differential equations whose solutions make it easy to understand real-life problems and can be applied to engineering and science disciplines. This book presents numerical methods for solving various mathematical models. This book offers real-life applications, includes research problems on numerical treatment, and shows how to develop the numerical methods for solving problems. The book also covers theory and applications in engineering and science. Engineers, mathematicians, scientists, and researchers working on real-life mathematical problems will find this book useful.
Author: National Research Council Publisher: National Academies Press ISBN: 030904930X Category : Technology & Engineering Languages : en Pages : 142
Book Description
This book describes fruitful past collaborations between the mathematical and materials sciences and indicates future challenges. It seeks both to encourage mathematical sciences research that will complement vital research in materials science and to raise awareness of the value of quantitative methods. The volume encourages both communities to increase cross-disciplinary collaborations, emphasizing that each has much to gain from such an increase, and it presents recommendations for facilitating such work. This book is written for both mathematical and materials science researchers interested in advancing research at this interface; for federal and state agency representatives interested in encouraging such collaborations; and for anyone wanting information on how such cross-disciplinary, collaborative efforts can be accomplished successfully.
Author: Ian Turner Publisher: CRC Press ISBN: 148229219X Category : Science Languages : en Pages : 696
Book Description
Offers information necessary for the development of mathematical models and numerical techniques to solve specific drying problems. The book addresses difficult issues involved with the drying equations of numerical analysis, including mesh generation, discretinization strategies, the nonlinear equation set and the linearized algebraic system, convergance criteria, time step control, experimental validation, optimum methods of visualization results, and more.
Author: Grégoire Allaire Publisher: Oxford University Press ISBN: 0199205213 Category : Mathematics Languages : en Pages : 472
Book Description
This work familiarises students with mathematical models (PDEs) and methods of numerical solution and optimisation. Including numerous exercises and examples, this is an ideal text for advanced students in Applied Mathematics, Engineering, Physical Science and Computer Science.
Author: Gerard Olivar Tost Publisher: Springer ISBN: 3319125834 Category : Mathematics Languages : en Pages : 371
Book Description
This book highlights recent compelling research results and trends in various aspects of contemporary mathematics, emphasizing applicabilitions to real-world situations. The chapters present exciting new findings and developments in situations where mathematical rigor is combined with common sense. A multi-disciplinary approach, both within each chapter and in the volume as a whole, leads to practical insights that may result in a more synthetic understanding of specific global issues as well as their possible solutions. The volume will be of interest not only to experts in mathematics, but also to graduate students, scientists, and practitioners from other fields including physics, biology, geology, management, and medicine.
Author: Anne Greenbaum Publisher: Princeton University Press ISBN: 1400842670 Category : Mathematics Languages : en Pages : 471
Book Description
A rigorous and comprehensive introduction to numerical analysis Numerical Methods provides a clear and concise exploration of standard numerical analysis topics, as well as nontraditional ones, including mathematical modeling, Monte Carlo methods, Markov chains, and fractals. Filled with appealing examples that will motivate students, the textbook considers modern application areas, such as information retrieval and animation, and classical topics from physics and engineering. Exercises use MATLAB and promote understanding of computational results. The book gives instructors the flexibility to emphasize different aspects—design, analysis, or computer implementation—of numerical algorithms, depending on the background and interests of students. Designed for upper-division undergraduates in mathematics or computer science classes, the textbook assumes that students have prior knowledge of linear algebra and calculus, although these topics are reviewed in the text. Short discussions of the history of numerical methods are interspersed throughout the chapters. The book also includes polynomial interpolation at Chebyshev points, use of the MATLAB package Chebfun, and a section on the fast Fourier transform. Supplementary materials are available online. Clear and concise exposition of standard numerical analysis topics Explores nontraditional topics, such as mathematical modeling and Monte Carlo methods Covers modern applications, including information retrieval and animation, and classical applications from physics and engineering Promotes understanding of computational results through MATLAB exercises Provides flexibility so instructors can emphasize mathematical or applied/computational aspects of numerical methods or a combination Includes recent results on polynomial interpolation at Chebyshev points and use of the MATLAB package Chebfun Short discussions of the history of numerical methods interspersed throughout Supplementary materials available online
Author: 
Author: 
Author: WILLIAM P.. WEST FOX (RICHARD D.)
Author: Grégoire Allaire
Author: Harendra Singh
Author: National Research Council
Author: L. C. G. Rogers
Author: Ian Turner
Author: Grégoire Allaire
Author: Gerard Olivar Tost
Author: Anne Greenbaum