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Stochastic Processes Finance And Control

Author: Samuel N. Cohen
Publisher: World Scientific
ISBN: 9814383317
Size: 17.52 MB
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This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.

Stochastic Processes Finance And Control

Author: Robert J. Elliot
Publisher: World Scientific
ISBN: 9814383309
Size: 51.24 MB
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This Festschrift is dedicated to Robert J Elliott on the occasion of his 70th birthday It brings together a collection of chapters by distinguished and eminent scholars in the fields of stochastic processes, filtering and control, as well as their applications to mathematical finance It presents cutting edge developments in these fields and is a valuable source of references for researchers, graduate students and market practitioners in mathematical finance and financial engineering Topics include the theory of stochastic processes, differential and stochastic games, mathematical finance, filtering and control.

Commodities Energy And Environmental Finance

Author: René Aïd
Publisher: Springer
ISBN: 1493927337
Size: 13.81 MB
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This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013. The authors include applied mathematicians, economists and industry practitioners, providing for a multi-disciplinary spectrum of perspectives on the subject. The volume consists of four sections: Electricity Markets; Real Options; Trading in Commodity Markets; and Oligopolistic Models for Energy Production. Taken together, the chapters give a comprehensive summary of the current state of the art in quantitative analysis of commodities and energy finance. The topics covered include structural models of electricity markets, financialization of commodities, valuation of commodity real options, game-theory analysis of exhaustible resource management and analysis of commodity ETFs. The volume also includes two survey articles that provide a source for new researchers interested in getting into these topics.

Partielle Differentialgleichungen

Author: Walter A. Strauss
Publisher: Springer-Verlag
ISBN: 366312486X
Size: 68.42 MB
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Dieses Buch ist eine umfassende Einführung in die klassischen Lösungsmethoden partieller Differentialgleichungen. Es wendet sich an Leser mit Kenntnissen aus einem viersemestrigen Grundstudium der Mathematik (und Physik) und legt seinen Schwerpunkt auf die explizite Darstellung der Lösungen. Es ist deshalb besonders auch für Anwender (Physiker, Ingenieure) sowie für Nichtspezialisten, die die Methoden der mathematischen Physik kennenlernen wollen, interessant. Durch die große Anzahl von Beispielen und Übungsaufgaben eignet es sich gut zum Gebrauch neben Vorlesungen sowie zum Selbststudium.

Facettenreiche Mathematik

Author: Katrin Wendland
Publisher: Springer-Verlag
ISBN: 3834881732
Size: 49.33 MB
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Dieser Band versammelt zweiundzwanzig spannende Beiträge, in denen verschiedene Mathematikerinnen ihre Forschungsgebiete vorstellen. Dabei werden nur Schulkenntnisse in Mathematik vorausgesetzt, und der Bogen wird von klassischen Resultaten bis zur aktuellen Forschung gespannt. Das Buch vermittelt eindrucksvoll den Facettenreichtum der modernen Mathematik und lädt dazu ein, sich von der Faszination der Mathematikerinnen für ihre Forschungsgebiete anstecken zu lassen.

Anatomie Des Sozialen Prinzipien Der Analytischen Soziologie

Author: Peter Hedström
Publisher: Springer-Verlag
ISBN: 9783531153971
Size: 78.15 MB
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Einer der weltweit führenden Soziologen, Peter Hedström, zeichnet die Grundlagen einer analytischen Soziologie nach. Er argumentiert für eine erklärende Soziologie, die Theorie und Empirie miteinander verbindet.