This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research.
Algebraic K-theory encodes important invariants for several mathematical disciplines, spanning from geometric topology and functional analysis to number theory and algebraic geometry.
Matrix transforms are ubiquitous within the world of computer graphics, where they have become an invaluable tool in a programmer's toolkit for solving everything from 2D image scaling to 3D rotation about an arbitrary axis.
This volume is the result of two international workshops; Infinite Analysis 11 - Frontier of Integrability - held at University of Tokyo, Japan in July 25th to 29th, 2011, and Symmetries, Integrable Systems and Representations held at Universite Claude Bernard Lyon 1, France in December 13th to 16th, 2011.
Probabilistic Group Theory, Combinatorics and Computing is based on lecture courses held at the Fifth de Brun Workshop in Galway, Ireland in April 2011.
Mathematical Logic for Computer Science is a mathematics textbook with theorems and proofs, but the choice of topics has been guided by the needs of students of computer science.
This textbook provides an engaging and motivational introduction to traditional topics in discrete mathematics, in a manner specifically designed to appeal to computer science students.
Stochastic Averaging and Extremum Seeking treats methods inspired by attempts to understand the seemingly non-mathematical question of bacterial chemotaxis and their application in other environments.
Iterative Methods for Queuing and Manufacturing Systems introduces the recent advances and developments in iterative methods for solving Markovian queuing and manufacturing problems.
Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives.
Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives.
An extended survey of methods for the control and systems identification in gas turbines, this book reviews current methods and presents a number of new perspectives.
Learning and Generalization provides a formal mathematical theory addressing intuitive questions of the type: How does a machine learn a concept on the basis of examples?
We hope this book will make the bewildering variety of methods for estimat- ing the abundance of animal populations more accessible to the uninitiated and more coherent to the cogniscenti.
Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice.
This book provides an introduction to the ideas and methods of linear func- tional analysis at a level appropriate to the final year of an undergraduate course at a British university.
H-infinity control theory deals with the minimization of the H-infinity-norm of the transfer matrix from an exogenous disturbance to a pertinent controlled output of a given plant.
Written by Nick Bingham, Chairman and Professor of Statistics at Birkbeck College, and Rudiger Kiesel, an "e;up-and-coming"e; academic, Risk Neutrality will benefit the Springer Finance Series in many ways.
This work is aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control sys- tems, signal processing, and linear algebra.
A workshop to look at strategies, methods of implementation and evaluation of vocational training and Continuing Medical Education in General Practice was held in June 1990 in London.