Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options.
The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process.
The mathematical study of games is an intriguing endeavor with implications and applications that reach far beyond tic-tac-toe, chess, and poker to economics, business, and even biology and politics.
In this textbook the authors introduce the important concepts of the financial software domain, and motivate the use of an agile software engineering approach for the development of financial software.
This book is devoted to the study of multivariate discrete q-distributions, which is greatly facilitated by existing multivariate q-sequences and q-functions.
Dieses Arbeitsbuch mit Anwendungsbeispielen aus der Ingenieurmathematik (vormals "Übungen") folgt in Aufbau und Stoffauswahl dem bewährten dreibändigen Lehrbuch Mathematik für Ingenieure und Naturwissenschaftler und enthält ausschließlich anwendungsorientierte Aufgaben aus Naturwissenschaft und Technik.
This book addresses smoke management in enclosures and provides a platform for understanding the principles of smoke propagation and spread, heat release rate, and the effect of sprinklers on suppression.
This book contains a selection of revised and extended research articles written by prominent researchers participating in the international conference on Advances in Engineering Technologies and Physical Science, held in Hong Kong, October 20-22, 2021.
This volume of Lecture Notes in Statistics consists of the published proceedings of the first international conference to be held on the topic of generalised linear models.
Functional analysis and operator theory are widely used in the description, understanding and control of dynamical systems and natural processes in physics, chemistry, medicine and the engineering sciences.
The volume reports on interdisciplinary discussions and interactions between theoretical research and practical studies on geometric structures and their applications in architecture, the arts, design, education, engineering, and mathematics.
Mathematical and Physical Fundamentals of Climate Change is the first book to provide an overview of the math and physics necessary for scientists to understand and apply atmospheric and oceanic models to climate research.
This book focuses on software fault detection and correction processes, presenting 5 different paired models introduced over the last decade and discussing their applications, in particular to determining software release time.
This book collects contributions presented at the INdAM Workshop "e;Mathematical modeling and Analysis of degradation and restoration in Cultural Heritage-MACH2021"e;, held in Rome, Italy in September 2021.
The focus of these conference proceedings is on research, development, and applications in the fields of numerical geometry, scientific computing and numerical simulation, particularly in mesh generation and related problems.
Stability and Stabilization is the first intermediate-level textbook that covers stability and stabilization of equilibria for both linear and nonlinear time-invariant systems of ordinary differential equations.
These lecture notes are based on the theory of experimental design for courses given by Valerii Fedorov at a number of places, most recently at the University of Minnesota, the Vienna of University, and the University of Economics and Business Administra- tion in Vienna.
These lecture notes are the contents of a two-term course given by me during the 1970-1971 academic year as Morgan Ward visiting professor at the California Institute of Technology.
Modelling Transitions shows what computational, formal and data-driven approaches can and could mean for sustainability transitions research, presenting the state-of-the-art and exploring what lies beyond.
This edited volume collects six surveys that present state-of-the-art results on modeling, qualitative analysis, and simulation of active matter, focusing on specific applications in the natural sciences.
This book examines a system of parabolic-elliptic partial differential eq- tions proposed in mathematical biology, statistical mechanics, and chemical kinetics.
The 5th edition of this classic textbook covers the central concepts of practical optimization techniques, with an emphasis on methods that are both state-of-the-art and popular.
Dieser Buchtitel ist Teil des Digitalisierungsprojekts Springer Book Archives mit Publikationen, die seit den Anfängen des Verlags von 1842 erschienen sind.
Stochastic elasticity is a fast developing field that combines nonlinear elasticity and stochastic theories in order to significantly improve model predictions by accounting for uncertainties in the mechanical responses of materials.
This thesis presents an accurate and advanced numerical methodology to remedy difficulties such as direct numerical simulation of magnetohydrodynamic (MHD) flow in computational fluid dynamics (CFD), grid generation processes in tokamak fusion facilities, and the coupling between the surface tension force and Lorentz force in the metallurgical industry.
This volume provides a good understanding of the binary fluid system, highlighting new dimensions of the existing Kalina cycle system, a thermodynamic process for converting thermal energy into usable mechanical power.
