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    • Stochastic Calculus for Quantitative Finance

      • 1st Edition
      • August 19, 2015
      • Alexander A Gushchin
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 0 3 4 8
      • eBook
        9 7 8 0 0 8 1 0 0 4 7 6 0
      In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus.Mathematica... Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the theory of stochastic integration in Mathematical Finance, in particular, the arbitrage theory. The exposition follows the traditions of the Strasbourg school. This book covers the general theory of stochastic processes, local martingales and processes of bounded variation, the theory of stochastic integration, definition and properties of the stochastic exponential; a part of the theory of LĂ©vy processes. Finally, the reader gets acquainted with some facts concerning stochastic differential equations.

    • Contagion Phenomena with Applications in Finance

      • 1st Edition
      • August 19, 2015
      • Serge Darolles + 1 more
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 0 3 5 5
      • eBook
        9 7 8 0 0 8 1 0 0 4 7 8 4
      Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) or due to certain types of transmission of shocks between markets (contagion)? Darolles and Gourieroux explain that an attempt to convey contagion and causality in a static framework can be flawed due to identification problems; they provide a more precise definition of the notion of shock to strengthen the solution within a dynamic framework.This book covers the standard practice for defining shocks in SVAR models, impulse response functions, identitification issues, static and dynamic models, leading to the challenges of measurement of systematic risk and contagion, with interpretations of hedge fund survival and market liquidity risks

    • Agent-Based Spatial Simulation with NetLogo Volume 1

      • 1st Edition
      • August 19, 2015
      • Arnaud Banos + 2 more
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 0 5 5 3
      • eBook
        9 7 8 0 0 8 1 0 0 7 2 3 5
      Agent-based modeling is a flexible and intuitive approach that is close to both data and theories, which gives it a special position in the majority of scientific communities. Agent models are as much tools of understanding, exploration and adaptation as they are media for interdisciplinary exchange. It is in this kind of framework that this book is situated, beginning with agent-based modeling of spatialized phenomena with a methodological and practical orientation. Through a governing example, taking inspiration from a real problem in epidemiology, this book proposes, with pedagogy and economy, a guide to good practices of agent modeling. The reader will thus be able to understand and put the modeling into practice and acquire a certain amount of autonomy.

    • Ecocatalysis

      • 1st Edition
      • August 19, 2015
      • Claude Grison + 2 more
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 0 3 0 0
      • eBook
        9 7 8 0 0 8 1 0 0 4 7 5 3
      Reconquest of biodiversity; remediation of degraded and anthropic areas, prevention of environmental health risks; eco-innovation; Green industry ... The current French ambitions are closely related to an interdisciplinary approach to scientific ecology, all of which participate in the expected industrial renewal.Ecocatalysis explores the unusual combination of phytotechnologies adapted to pollution, ecological rehabilitation of polluted sites and enhancement of these processes through innovative green chemistry, all of which contribute to the development of scientific priorities; economic, ecological innovation and current environmental, of biomass conversion and transition from fossil fuels to renewable.

    • Bio-inspired Networking

      • 1st Edition
      • August 19, 2015
      • Daniel Câmara
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 0 2 1 8
      • eBook
        9 7 8 0 0 8 1 0 0 4 6 5 4
      Bio-inspired techniques are based on principles, or models, of biological systems. In general, natural systems present remarkable capabilities of resilience and adaptability. In this book, we explore how bio-inspired methods can solve different problems linked to computer networks.Future networks are expected to be autonomous, scalable and adaptive. During millions of years of evolution, nature has developed a number of different systems that present these and other characteristics required for the next generation networks. Indeed, a series of bio-inspired methods have been successfully used to solve the most diverse problems linked to computer networks. This book presents some of these techniques from a theoretical and practical point of view.

    • Embedded Mechatronic Systems, Volume 1

      • 1st Edition
      • July 16, 2015
      • Abdelkhalak El Hami + 1 more
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 0 1 3 3
      • eBook
        9 7 8 0 0 8 1 0 0 4 8 4 5
      In operation, mechatronics embedded systems are stressed by loads of different causes: climate (temperature, humidity), vibration, electrical and electromagnetic. These stresses in components which induce failure mechanisms should be identified and modeled for better control. AUDACE is a collaborative project of the cluster Mov'eo that address issues specific to mechatronic reliability embedded systems. AUDACE means analyzing the causes of failure of components of mechatronic systems onboard. The goal of the project is to optimize the design of mechatronic devices by reliability. The project brings together public sector laboratories that have expertise in analysis and modeling of failure, major groups of mechatronics (Valeo and Thales) in the automotive and aerospace and small and medium enterprises that have skills in characterization and validation tests

    • Embedded Mechatronic Systems, Volume 2

      • 1st Edition
      • July 16, 2015
      • Abdelkhalak El Hami + 1 more
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 0 1 4 0
      • eBook
        9 7 8 0 0 8 1 0 0 4 6 9 2
      In operation, mechatronics embedded systems are stressed by loads of different causes: climate (temperature, humidity), vibration, electrical and electromagnetic. These stresses in components induce failure mechanisms should be identified and modeled for better control. AUDACE is a collaborative project of the cluster Mov'eo that address issues specific to mechatronic reliability embedded systems. AUDACE means analyzing the causes of failure of components of mechatronic systems onboard. The goal of the project is to optimize the design of mechatronic devices by reliability. The project brings together public sector laboratories that have expertise in analysis and modeling of failure, major groups of mechatronics (Valeo and Thales) in the automotive and aerospace and small and medium enterprises that have skills in characterization and validation tests.

    • Power Electronics Applied to Industrial Systems and Transports, Volume 4

      • 1st Edition
      • May 6, 2015
      • Nicolas Patin
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 0 0 3 4
      • eBook
        9 7 8 0 0 8 1 0 0 4 6 0 9
      If the operation of electronic components switching scheme to reduce congestion and losses (in power converters in general and switching power supplies in particular), it also generates electromagnetic type of pollution in its immediate environment. Power Electronics for Industry and Transport, Volume 4 is devoted to electromagnetic compatibility. It presents the sources of disturbance and the square wave signal, spectral modeling generic perturbation. Disturbances propagation mechanisms called "lumped" by couplings such as a common impedance, a parasitic capacitance or a mutual and "distributed constant", for which the spatial-temporal character must be taken into account, are also covered. This book also provides spectral analysis among other items that contain inequality Heisenberg-Gabor, very useful for understanding the spread spectrum PWM type signals.

    • Abstract Domains in Constraint Programming

      • 1st Edition
      • May 6, 2015
      • Marie Pelleau
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 0 1 0 2
      • eBook
        9 7 8 0 0 8 1 0 0 4 6 4 7
      Constraint Programming aims at solving hard combinatorial problems, with a computation time increasing in practice exponentially. The methods are today efficient enough to solve large industrial problems, in a generic framework. However, solvers are dedicated to a single variable type: integer or real. Solving mixed problems relies on ad hoc transformations. In another field, Abstract Interpretation offers tools to prove program properties, by studying an abstraction of their concrete semantics, that is, the set of possible values of the variables during an execution. Various representations for these abstractions have been proposed. They are called abstract domains. Abstract domains can mix any type of variables, and even represent relations between the variables. In this work, we define abstract domains for Constraint Programming, so as to build a generic solving method, dealing with both integer and real variables. We also study the octagons abstract domain, already defined in Abstract Interpretation. Guiding the search by the octagonal relations, we obtain good results on a continuous benchmark. We also define our solving method using Abstract Interpretation techniques, in order to include existing abstract domains. Our solver, AbSolute, is able to solve mixed problems and use relational domains.

    • Events of Increased Biodiversity

      • 1st Edition
      • May 6, 2015
      • Pascal Neige
      • English
      • Hardback
        9 7 8 1 7 8 5 4 8 0 2 9 4
      • eBook
        9 7 8 0 0 8 1 0 0 4 7 4 6
      The fossil record offers a surprising image: that of evolutionary radiations characterized by intense increases in cash or by the sudden diversification of a single species group, while others stagnate or die out. In a modern world, science carries an often pessimistic message, surrounded by studies of global warming and its effects, extinction crisis, emerging diseases and invasive species. This book fuels frequent "optimism" of the sudden increase in biodiversity by exploring this natural phenomenon.Events of Increased Biodiversity: Evolutionary Radiations in the Fossil Record explores this natural phenomenon of adaptive radiation including its effect on the increase in biodiversity events, their contribution to the changes and limitations in the fossil record, and examines the links between ecology and paleontology’s study of radiation.

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