This book provides a hands-on guide to how financial models are actually implemented and used in practice, on a daily basis, for pricing and risk-management purposes.
This book uses Ludwig Wittgenstein's philosophical methodology to solve a problem that has perplexed thinkers for thousands of years: 'how come (abstract) mathematics applies so wonderfully well to the (concrete, physical) world?
This book focuses on novel reduced cell and stack models for proton exchange membrane fuel cells (PEMFCs) and planar solid oxide fuel cells (P-SOFCs) that serve to reduce the computational cost by two orders of magnitude or more with desired numerical accuracy, while capturing both the average properties and the variability of the dependent variables in the 3D counterparts.
This book is devoted to studies of unsteady heat and mass exchange processes taking into account thermochemical destruction of thermal protective materials, research of transpiration cooling systems, thermal protection of composite materials exposed to low-energy disturbances, as well as the numerical solution of heat and mass transfer of the exchange.
Dynamic programming (DP) has a relevant history as a powerful and flexible optimization principle, but has a bad reputation as a computationally impractical tool.
This book develops a morphodynamical approach to linguistic and sign structures as an integrated response to multilevel and interrelated problems in semiolinguistic research.
This volume collects papers associated with lectures that were presented at the BAIL 2016 conference, which was held from 14 to 19 August 2016 at Beijing Computational Science Research Center and Tsinghua University in Beijing, China.
The book collects the most relevant results from the INdAM Workshop "e;Shocks, Singularities and Oscillations in Nonlinear Optics and Fluid Mechanics"e; held in Rome, September 14-18, 2015.
This book gathers papers presented at the 13th International Conference on Mesh Methods for Boundary-Value Problems and Applications, which was held in Kazan, Russia, in October 2020.
This volume provides an overview of applications of conceptual spaces theory, beginning with an introduction to the modeling tool that unifies the chapters.
The volume covers most of the topics addressed and discussed during the Workshop INdAM "e;Recent advances in kinetic equations and applications"e;, which took place in Rome (Italy), from November 11th to November 15th, 2019.
This textbook takes a strategic approach to the broad-reaching subject of experimental design by identifying the objectives behind an experiment and teaching practical considerations that govern design and implementation, concepts that serve as the basis for the analytical techniques covered.
This interdisciplinary reference and guide provides an introduction to modeling methodologies and models which form the starting point for deriving efficient and effective solution techniques, and presents a series of case studies that demonstrate how heuristic and analytical approaches may be used to solve large and complex problems.
A variety of modern research in analysis and discrete mathematics is provided in this book along with applications in cryptographic methods and information security, in order to explore new techniques, methods, and problems for further investigation.
This book provides a comprehensive methodology to measure systemic risk in many of its facets and dimensions based on state-of-the-art risk assessment methods.
This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16-20, 2015.
This book presents the proceedings of the 19th International Conference of the Indian Society of Ergonomics (HWWE), held in Guwahati, India, on December 1-3, 2021.
This book is the second volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation.
This contributed volume collects talks originally given at the 18th International Symposium on Dynamic Games and Applications, held in Grenoble, France from July 9-12, 2018.
This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities.
This concise and up-to-date textbook provides an accessible introduction to the core concepts of nonlinear dynamics as well as its existing and potential applications.
This book aims to gather the insight of leading experts on corruption and anti-corruption studies working at the scientific frontier of this phenomenon using the multidisciplinary tools of data and network science, in order to present current theoretical, empirical, and operational efforts being performed in order to curb this problem.
Focusing on applications to science and engineering, this book presents the results of the ITN-FP7 SADCO network's innovative research in optimization and control in the following interconnected topics: optimality conditions in optimal control, dynamic programming approaches to optimal feedback synthesis and reachability analysis, and computational developments in model predictive control.
This textbook provides a comprehensive overview of noncooperative and cooperative dynamic games involving uncertain parameter values, with the stochastic process being described by an event tree.
The aim of this textbook (previously titled SAS for Data Analytics) is to teach the use of SAS for statistical analysis of data for advanced undergraduate and graduate students in statistics, data science, and disciplines involving analyzing data.
This text provides essential modeling skills and methodology for the study of infectious diseases through a one-semester modeling course or directed individual studies.
This book describes the solution of contact problems with an emphasis on idealized (mainly linear) elastic problems that can be treated with elementary analytical methods.
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.
This volume gathers the proceedings of the Joint International Conference of the XIII International Conference on Mechanisms and Mechanical Transmissions (MTM) and the XXIV International Conference on Robotics (Robotics), held in Timisoara, Romania.
This book comprises nine selected works on numerical and computational methods for solving multiobjective optimization, game theory, and machine learning problems.
This volume collects ten surveys on the modeling, simulation, and applications of active particles using methods ranging from mathematical kinetic theory to nonequilibrium statistical mechanics.
This book presents important contributions to modern theories concerning the distribution theory applied to convex analysis (convex functions, functions of lower semicontinuity, the subdifferential of a convex function).
This book offers an accessible introduction to random walk and diffusion models at a level consistent with the typical background of students in the life sciences.
The purpose of this book is to present the current state of the art of the Virtual Element Method (VEM) by collecting contributions from many of the most active researchers in this field and covering a broad range of topics: from the mathematical foundation to real life computational applications.
