Skip to main content
Elsevier
View Cart

Iste Press Elsevier

    • Stochastic Models of Financial Mathematics

      • 1st Edition
      • October 12, 2016
      • Vigirdas Mackevicius
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 1 9 8 7
      • eBook
        9 7 8 0 0 8 1 0 2 0 8 6 9
      This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black–Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox−Ingersoll−Ross, and Heath–Jarrow–Morton interest rate models are also explored.The author presents practitioners with a basic introduction, with more rigorous information provided for mathematicians. The reader is assumed to be familiar with the basics of probability theory. Some basic knowledge of stochastic integration and differential equations theory is preferable, although all preliminary information is given in the first part of the book. Some relatively simple theoretical exercises are also provided.

    • Microwave Remote Sensing of Land Surfaces

      • 1st Edition
      • October 12, 2016
      • Nicolas Baghdadi + 1 more
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 1 5 9 8
      • eBook
        9 7 8 0 0 8 1 0 1 7 6 8 5
      Microwave Remote Sensing of Land Surface: Techniques and Methods brings essential coverage of the space techniques of observation on continental surfaces. The authors explore major applications and provide detailed chapters on physical principles, physics of measurement, and data processing for each technique, bringing readers up-to-date descriptions of techniques used by leading scientists in the field of remote sensing and Earth observation.

    • Land Surface Remote Sensing

      • 1st Edition
      • October 10, 2016
      • Mehrez Zribi
      • Nicolas Baghdadi
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 1 0 5 5
      • eBook
        9 7 8 0 0 8 1 0 1 2 6 5 9
      Land Surface Remote Sensing: Environment and Risks explores the use of remote sensing in applications concerning the environment, including desertification and monitoring deforestation and forest fires. The first chapter covers the characterization of aerosols and gases by passive remote sensing. The next chapter presents the correlation of optical images for quantifying the deformation of the Earth's surface and geomorphological processes. The third chapter is examines remote sensing applications in the mining environment. The fourth chapter depicts the strong potential of radar imagery for volcanology and urban and mining subsidence studies. The next two chapters deal respectively with the use of remote sensing in locust control and the contribution of remote sensing to the epidemiology of infectious diseases. In the last ten years, spatial observation of the Earth—particularly continental surfaces—has expanded considerably with the launch of increasing numbers of satellites covering various applications (hydrology, biosphere, flow of surface, snow, ice, landslide, floods). This has paved the way for an explosion in the use of remote sensing data. This book offers essential coverage of space-based observation techniques for continental surfaces. The authors explore major applications and provide a corresponding detailed chapter for the physical principles, physics of measurement, and data processing requirements for each technique, bringing you up-to-date descriptions of techniques used by leading scientists in the field of remote sensing and Earth observation.

    • Ruin Probabilities

      • 1st Edition
      • October 10, 2016
      • Yuliya Mishura + 1 more
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 2 1 8 2
      • eBook
        9 7 8 0 0 8 1 0 2 0 9 8 2
      Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities for different risk models. Next, it gives some possible applications of the results concerning the smoothness of the survival probabilities. Additionally, the book introduces the supermartingale approach, which generalizes the martingale one introduced by Gerber, to get upper exponential bounds for the infinite-horizon ruin probabilities in some generalizations of the classical risk model with risky investments.

    • Modeling Gravity Hazards from Rockfalls to Landslides

      • 1st Edition
      • September 23, 2016
      • Vincent Richefeu + 1 more
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 0 7 6 8
      • eBook
        9 7 8 0 0 8 1 0 1 1 9 7 3
      Gravity hazards are a major concern to those living in mountainous areas. To protect infrastructure and human life in these areas, engineers require numerical tools for trajectory analysis, for application from fragmental rockfalls to large-scale avalanches or landslides.This book explores state-of-the-art methods to model the propagation (flows and stops) of masses, using the discrete element method (DEM) to study the evolution of kinetics during an event. Taking into account the shape of the blocks and the topology of the terrain provides an explicit and sophisticated consideration of geometries, eliminating the need for stochastic inputs to rockfall simulations. This method is validated experimentally, before the authors apply it to real case studies. The book ends with an introduction to and comparison with the material point method (MPM), a new and promising approach able to bridge the gap between cases dominated by discreteness and those involving a very large number of elements.Engineering consulting firms, researchers and students should find the approaches outlined in this book useful, whether designing prevention and protection systems for gravity hazards, or exploring new ways to model gravity hazards.

    • Fluid Transport

      • 1st Edition
      • September 23, 2016
      • Jean-Paul Duroudier
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 1 8 4 0
      • eBook
        9 7 8 0 0 8 1 0 1 7 7 9 1
      Fluid Transport: Pipes, part of the Industrial Equipment for Chemical Engineering set, provides a description and calculation of the essential equipment used for fluid transport. Gas-liquid flows are studied with regard to the nature of this type of flow, along with the pressure drop that they may trigger. Many numerical examples are offered, and the calculation of a fluid transport line is detailed. The vacuum technique and the behavior of non-Newtonian liquids is thoroughly presented, and the author also provides the methods needed for understanding the equipment used in applied thermodynamics to encourage students and engineers to self build the programs they need. Chapters are complemented with appendices that provide additional information and associated references.

    • Reliability, Robustness and Failure Mechanisms of LED Devices

      • 1st Edition
      • September 23, 2016
      • Yannick Deshayes + 1 more
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 1 5 2 9
      • eBook
        9 7 8 0 0 8 1 0 1 0 8 8 4
      The rapid growth of the use of optoelectronic technology in Information and Communications Technology (ICT) has seen a complementary increase in the performance of such technologies. As a result, optoelectronic technologies have replaced the technology of electronic interconnections. However, the control of manufacturing techniques for optoelectronic systems is more delicate than that of microelectronic technologies.This practical resource, divided into four chapters, examines several methods for determining the reliability of infrared LED devices. The primary interest of this book focuses on methods of extracting fundamental parameters from the electrical and optical characterization of specific zones in components. Failure mechanisms are identified based on measured performance before and after aging tests. Knowledge of failure mechanisms allows formulation of degradation laws, which in turn allow an accurate lifetime distribution for specific devices to be proposed.

    • Size Reduction of Divided Solids

      • 1st Edition
      • September 22, 2016
      • Jean-Paul Duroudier
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 1 8 5 7
      • eBook
        9 7 8 0 0 8 1 0 1 7 8 3 8
      Size Reduction of Divided Solids, part of the Industrial Equipment for Chemical Engineering set, presents a practical guide for choosing devices and flow and rate parameters in the size reduction of divided solids. The size reducing principles are presented, with their application to plant products used as examples, also taking into account the influences of heat and humidity. The author also provides the methods needed for understanding the equipment used in applied thermodynamics to encourage students and engineers to self build the programs they need. Chapters are complemented with appendices that provide additional information and associated references.

    • Divided Solids Mechanics

      • 1st Edition
      • September 22, 2016
      • Jean-Paul Duroudier
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 1 8 7 1
      • eBook
        9 7 8 0 0 8 1 0 1 7 7 7 7
      Divided Solids Mechanics, part of the Industrial Equipment for Chemical Engineering set, defines how to perform the selection and calculation of equipment needed in the basic operations of process engineering, offering reliable and simple methods, with this volume providing a comprehensive focus divided solids mechanics. Throughout these concise and easy-to-use books, the author uses his vast practical experience and precision knowledge of global research to present an in-depth study of a variety of aspects within the field of chemical engineering.

    • Land Surface Remote Sensing in Continental Hydrology

      • 1st Edition
      • September 15, 2016
      • Nicolas Baghdadi + 1 more
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 1 0 4 8
      • eBook
        9 7 8 0 0 8 1 0 1 1 8 1 2
      The continental hydrological cycle is one of the least understood components of the climate system. The understanding of the different processes involved is important in the fields of hydrology and meteorology.In this volume the main applications for continental hydrology are presented, including the characterization of the states of continental surfaces (water state, snow cover, etc.) using active and passive remote sensing, monitoring the Antarctic ice sheet and land water surface heights using radar altimetry, the characterization of redistributions of water masses using the GRACE mission, the potential of GNSS-R technology in hydrology, and remote sensing data assimilation in hydrological models.This book, part of a set of six volumes, has been produced by scientists who are internationally renowned in their fields. It is addressed to students (engineers, Masters, PhD) , engineers and scientists, specialists in remote sensing applied to hydrology. Through this pedagogical work, the authors contribute to breaking down the barriers that hinder the use of Earth observation data.

Browse by Publisher

Academic Press

Butterworth-Heinemann

Chandos

Elsevier

Morgan Kaufmann

Newnes

Syngress