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Stochastic Analysis for Finance with Simulations
This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena, numerical solutions of the Black–Scholes–Merton equation, Monte Carlo methods, and time seri…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-25589-7
- Collation
- -
- Series Title
- 82 b/w illustrations, 107 illustrations in colour
- Call Number
- XXXII, 657
Advances in Mathematical Modeling, Optimization and Optimal Control
This book contains extended, in-depth presentations of the plenary talks from the 16th French-German-Polish Conference on Optimization, held in Kraków, Poland in 2013. Each chapter in this book exhibits a comprehensive look at new theoretical and/or application-oriented results in mathematical modeling, optimization, and optimal control. Students and researchers involved in image processing, p…
- Edition
- Ed. 1
- ISBN/ISSN
- 978-3-319-30785-5
- Collation
- V, 201
- Series Title
- Springer Optimization and Its Applications
- Call Number
- 515.4 ADV a
Advances in Global Optimization
This proceedings volume addresses advances in global optimization—a multidisciplinary research field that deals with the analysis, characterization and computation of global minima and/or maxima of nonlinear, non-convex and nonsmooth functions in continuous or discrete forms. The volume contains selected papers from the third biannual World Congress on Global Optimization in Engineering & Sci…
- Edition
- Ed. 1
- ISBN/ISSN
- 978-3-319-08377-3
- Collation
- XIII, 537
- Series Title
- Springer Proceedings in Mathematics & Statistics
- Call Number
- 515.64 ADV a
Existence and Regularity Results for Some Shape Optimization Problems
We study the existence and regularity of optimal domains for functionals depending on the spectrum of the Dirichlet Laplacian or of more general Schrödinger operators. The domains are subject to perimeter and volume constraints; we also take into account the possible presence of geometric obstacles. We investigate the properties of the optimal sets and of the optimal state functions. In par…
- Edition
- -
- ISBN/ISSN
- 978-88-7642-527-1
- Collation
- XVI, 349
- Series Title
- -
- Call Number
- -
Active Calculus
In Active Calculus, we endeavor to actively engage students in learning the subject through an activity-driven approach in which the vast majority of the examples are completed by students. Where many texts present a general theory of calculus followed by substantial collections of worked examples, we instead pose problems or situations, consider possibilities, and then ask students to investi…
- Edition
- 1
- ISBN/ISSN
- -
- Collation
- -
- Series Title
- -
- Call Number
- 515 BOE a
Turnpike Theory of Continuous-Time Linear Optimal Control Problems
Individual turnpike results are of great interest due to their numerous applications in engineering and in economic theory; in this book the study is focused on new results of turnpike phenomenon in linear optimal control problems. The book is intended for engineers as well as for mathematicians interested in the calculus of variations, optimal control and in applied functional analysis. Two…
- Edition
- -
- ISBN/ISSN
- 978-3-319-19141-6
- Collation
- IX, 296
- Series Title
- -
- Call Number
- -
Advanced Methods in the Fractional Calculus of Variations
This brief presents a general unifying perspective on the fractional calculus. It brings together results of several recent approaches in generalizing the least action principle and the Euler–Lagrange equations to include fractional derivatives. The dependence of Lagrangians on generalized fractional operators as well as on classical derivatives is considered along with still more general …
- Edition
- Ed. 1
- ISBN/ISSN
- 978-3-319-14756-7
- Collation
- XII, 135
- Series Title
- SpringerBriefs in Applied Sciences and Technology
- Call Number
- 515.4 MAL a
Advanced Calculus of a Single Variable
This advanced undergraduate textbook is based on a one-semester course on single variable calculus that the author has been teaching at San Diego State University for many years. The aim of this classroom-tested book is to deliver a rigorous discussion of the concepts and theorems that are dealt with informally in the first two semesters of a beginning calculus course. As such, students are exp…
- Edition
- Ed. 1
- ISBN/ISSN
- 978-3-319-27807-0
- Collation
- XII, 382
- Series Title
- -
- Call Number
- 515.4 GEV a
Optimization in the Real World
This book clearly shows the importance, usefulness, and powerfulness of current optimization technologies, in particular, mixed-integer programming and its remarkable applications. It is intended to be the definitive study of state-of-the-art optimization technologies for students, academic researchers, and non-professionals in industry. The chapters of this book are based on a collection of se…
- Edition
- 1
- ISBN/ISSN
- 978-4-431-55419-6
- Collation
- XII, 194
- Series Title
- Mathematics for Industry
- Call Number
- -
Optimal Transport for Applied Mathematicians
This monograph presents a rigorous mathematical introduction to optimal transport as a variational problem, its use in modeling various phenomena, and its connections with partial differential equations. Its main goal is to provide the reader with the techniques necessary to understand the current research in optimal transport and the tools which are most useful for its applications. Full proof…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-20827-5
- Collation
- XXVII, 353
- Series Title
- Progress in Nonlinear Differential Equations and Their Applications
- Call Number
- -
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