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Books in Mathematical and quantitative methods

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71-80 of 96 results in All results

The Nuts and Bolts of Proofs

  • 3rd Edition
  • August 1, 2005
  • Antonella Cupillari
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 5 3 7 9 0 - 0
The Nuts and Bolts of Proof instructs students on the basic logic of mathematical proofs, showing how and why proofs of mathematical statements work. It provides them with techniques they can use to gain an inside view of the subject, reach other results, remember results more easily, or rederive them if the results are forgotten.A flow chart graphically demonstrates the basic steps in the construction of any proof and numerous examples illustrate the method and detail necessary to prove various kinds of theorems.

Quantitative Finance for Physicists

  • 1st Edition
  • December 10, 2004
  • Anatoly B. Schmidt
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 4 9 2 2 0 - 9
With more and more physicists and physics students exploring the possibility of utilizing their advanced math skills for a career in the finance industry, this much-needed book quickly introduces them to fundamental and advanced finance principles and methods. Quantitative Finance for Physicists provides a short, straightforward introduction for those who already have a background in physics. Find out how fractals, scaling, chaos, and other physics concepts are useful in analyzing financial time series. Learn about key topics in quantitative finance such as option pricing, portfolio management, and risk measurement. This book provides the basic knowledge in finance required to enable readers with physics backgrounds to move successfully into the financial industry.

Supply Chain Management

  • 1st Edition
  • Volume 11
  • December 5, 2003
  • Dekok
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 5 1 3 2 8 - 1
  • eBook
    9 7 8 - 0 - 0 8 - 0 5 7 5 0 6 - 3
This handbook contains chapters covering a broad range of supply chain management issues written by leading experts in the field. It is aimed at researchers, students, engineers, economists and managers involved in supply chain management.

Handbook of Heavy Tailed Distributions in Finance

  • 1st Edition
  • Volume 1
  • March 1, 2003
  • S.T Rachev
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 5 5 7 7 3 - 1
The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series.This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.

Handbook of Game Theory with Economic Applications

  • 1st Edition
  • Volume 3
  • August 19, 2002
  • R.J. Aumann + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 9 4 2 8 - 1
This is the third volume of the Handbook of Game Theory with Economic Applications. Since the publication of multi-Volume 1 a decade ago, game theory has continued to develop at a furious pace, and today it is the dominant tool in economic theory. The three volumes together cover the fundamental theoretical aspects, a wide range of applications to economics, several chapters on applications to political science and individual chapters on applications to disciplines as diverse as evolutionary biology, computer science, law, psychology and ethics. The authors are the most eminent practitioners in the field, including three Nobel Prize winners.The topics covered in the present volume include strategic ("Nash") equilibrium; incomplete information; two-person non-zero-sum games; noncooperative games with a continuum of players; stochastic games; industrial organization; bargaining, inspection; economic history; the Shapley value and its applications to perfectly competitive economies, to taxation, to public goods and to fixed prices; political science; law mechanism design; and game experimentation.

An Introduction to High-Frequency Finance

  • 1st Edition
  • April 30, 2001
  • Ramazan Gençay + 4 more
  • English
  • Hardback
    9 7 8 - 0 - 1 2 - 2 7 9 6 7 1 - 5
  • eBook
    9 7 8 - 0 - 0 8 - 0 4 9 9 0 4 - 8
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.

Data Reconciliation and Gross Error Detection

  • 1st Edition
  • November 29, 1999
  • Shankar Narasimhan + 1 more
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 5 0 3 7 1 - 4
This book provides a systematic and comprehensive treatment of the variety of methods available for applying data reconciliation techniques. Data filtering, data compression and the impact of measurement selection on data reconciliation are also exhaustively explained.Data errors can cause big problems in any process plant or refinery. Process measurements can be correupted by power supply flucutations, network transmission and signla conversion noise, analog input filtering, changes in ambient conditions, instrument malfunctioning, miscalibration, and the wear and corrosion of sensors, among other factors. Here's a book that helps you detect, analyze, solve, and avoid the data acquisition problems that can rob plants of peak performance. This indispensable volume provides crucial insights into data reconciliation and gorss error detection techniques that are essential fro optimal process control and information systems. This book is an invaluable tool for engineers and managers faced with the selection and implementation of data reconciliation software, or for those developing such software. For industrial personnel and students, Data Reconciliation and Gross Error Detection is the ultimate reference.

Handbook of Computational Economics

  • 1st Edition
  • June 13, 1996
  • H.M. Amman + 2 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 9 8 5 7 - 9
The aim of this volume is to provide an introduction and selective overview of the rapidly emerging field of computational economics. Computational economics provides an important set of tools that an increasing number of economists will need to acquire in order to understand and do state-of-the-art research in virtually all areas of economics. Articles in the volume range from very applied, policy oriented applications of computational methods, to highly theoretical and mathematically complex analyses of algorithms and numerical methods. The book emphasizes the unique contributions of computational methods in economics, and focuses on problems for which well developed solutions are not already available from the literature in operations research, numerical methods, and computer science. As well as covering relatively mature areas in the field, a number of chapters are included which cover more speculative "frontier topics", in particular recently discovered computational innovations and research results.For more information on the Handbooks in Economics series, please see our homepage on http://www.elsevier.nl/locate/hes

Handbook of Game Theory with Economic Applications

  • 1st Edition
  • Volume 2
  • December 21, 1994
  • R.J. Aumann + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 9 4 2 7 - 4
This is the second of three volumes surveying the state of the art in Game Theory and its applications to many and varied fields, in particular to economics. The chapters in the present volume are contributed by outstanding authorities, and provide comprehensive coverage and precise statements of the main results in each area. The applications include empirical evidence. The following topics are covered: communication and correlated equilibria, coalitional games and coalition structures, utility and subjective probability, common knowledge, bargaining, zero-sum games, differential games, and applications of game theory to signalling, moral hazard, search, evolutionary biology, international relations, voting procedures, social choice, public economics, politics, and cost allocation. This handbook will be of interest to scholars in economics, political science, psychology, mathematics and biology.For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes

Handbook of Econometrics

  • 1st Edition
  • Volume 4
  • December 13, 1994
  • Robert Engle + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 8 7 6 6 - 5

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