From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts.
From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts.
The mathematical theory of Krylov subspace methods with a focus on solving systems of linear algebraic equations is given a detailed treatment in this principles-based book.
The description of emerging collective phenomena and self-organization in systems composed of large numbers of individuals has gained increasing interest from various research communities in biology, ecology, robotics and control theory, as well as sociology and economics.
The description of emerging collective phenomena and self-organization in systems composed of large numbers of individuals has gained increasing interest from various research communities in biology, ecology, robotics and control theory, as well as sociology and economics.
In July 2009, many experts in the mathematical modelling of biological sciences gathered in Les Houches for a 4-week summer school on the mechanics and physics of biological systems.
This pioneering graduate textbook provides readers with the concepts and practical tools required to understand the maximum entropy principle, and apply it to an understanding of ecological patterns.
In July 2009, many experts in the mathematical modelling of biological sciences gathered in Les Houches for a 4-week summer school on the mechanics and physics of biological systems.
This pioneering graduate textbook provides readers with the concepts and practical tools required to understand the maximum entropy principle, and apply it to an understanding of ecological patterns.
Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities.
Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques.
Generalized dynamic thermoelasticity is a vital area of research in continuum mechanics, free of the classical paradox of infinite propagation speeds of thermal signals in Fourier-type heat conduction.
Small scale features and processes occurring at nanometer and femtosecond scales have a profound impact on what happens at a larger scale and over an extensive period of time.
Membrane systems are a new class of distributed and parallel model of computation inspired by the subdivision of living cells into compartments delimited by membranes.
Biological Diversity provides an up to date, authoritative review of the methods of measuring and assessing biological diversity, together with their application.
Despite the wealth of natural historical research conducted on migration over decades, there is still a dearth of hypothesis-driven studies that fully integrate theory and empirical analyses to understand the causes and consequences of migration, and a taxonomic bias towards birds in much migration research.
The fields of computational fluid dynamics (CFD) and optimal shape design (OSD) have received considerable attention in the recent past, and are of practical importance for many engineering applications.
Generalized dynamic thermoelasticity is a vital area of research in continuum mechanics, free of the classical paradox of infinite propagation speeds of thermal signals in Fourier-type heat conduction.
Small scale features and processes occurring at nanometer and femtosecond scales have a profound impact on what happens at a larger scale and over an extensive period of time.
Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques.
There is a continuing growth of interest in the computer simulation of materials at the atomic scale, using a variety of academic and commercial computer programs.
Macroeconometric models, in many ways the flagships of the economist's profession in the 1960s, came under increasing attack from both theoretical economist and practitioners in the late 1970s.
This collection of selected papers presented at the 11th International Conference on Scientific Computing in Electrical Engineering (SCEE), held in St.
This text, based on the author's teaching at Ecole Polytechnique, introduces the reader to the world of mathematical modelling and numerical simulation.
Covering a broad range of topics, this text provides a comprehensive survey of the modelling of chaotic dynamics and complexity in the natural and social sciences.
This book provides a practical, comprehensive and up-to-date overview of the use of spatial statistics in epidemiology - the study of the incidence and distribution of diseases.
This book provides a detailed introduction to maintenance policies and the current and future research in these fields, highlighting mathematical formulation and optimization techniques.
While the significance of networks in various human behavior and activities has a history as long as human's existence, network awareness is a recent scientific phenomenon.