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Paris-Princeton Lectures on Mathematical Finance 2013
The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The Paris-Princeton Lecture Notes on Mathematical Finance, of which this is the fifth volume, publish cutting-edge research in self-contained, expository articles from renowned specialists. The aim is to produce a series of articles that can serve as an introductory reference source for research in the field.
A Forward-Backward SDEs Approach to Pricing in Carbon Markets
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to the risk of Climate Change, carbon markets are currently being implemented in regions worldwide and already represent more than $30 billion. However, scientific, and particularly mathematical, studies of these carbon markets are needed in order to expose their advantages and shortcomings, as well as allow their most efficient implementation. This Brief reviews mathematical properties such as the exis...
Managing Risk in Virtual Enterprise Networks: Implementing Supply Chain Principles
"This book deals with risk management in enterprise network formations, stressing the importance of risk management in enterprises organized in networks followed by the presentation of the researcher suggested approaches which most of the time emphasizes in a supply chain"--Provided by publisher.
Fundamentals of Stochastic Filtering
This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. Exercises and solutions are included.
Stochastic Differential Equations
The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.
Emergency Medicine, Trauma and Disaster Management
The number of natural and man-made disasters has risen dramatically over the last decade. Natural disasters, industrial accidents and terrorist attacks represent major incidents, often involving multiple casualties. In such cases, health professionals face multiple challenges because the type of medical care required differs from what is taught and provided in their everyday hospital duties. The aim of this book is to inform and prepare healthcare professionals for the challenges posed by major incidents, so that they can act effectively in medical teams sent on humanitarian missions or into conflict zones. It offers a holistic and horizontal approach covering all stages of the disaster mana...
The Science and Technology of Industrial Water Treatment
Mineral scale deposits, corrosion, suspended matter, and microbiological growth are factors that must be controlled in industrial water systems. Research on understanding the mechanisms of these problems has attracted considerable attention in the past three decades as has progress concerning water treatment additives to ameliorate these concerns.
Mineral Scales and Deposits
Mineral Scales and Deposits: Scientific and Technological Approaches presents, in an integrated way, the problem of scale deposits (precipitation/crystallization of sparingly-soluble salts) in aqueous systems, both industrial and biological. It covers several fundamental aspects, also offering an applications' perspective, with the ultimate goal of helping the reader better understand the underlying mechanisms of scale formation, while also assisting the user/reader to solve scale-related challenges. It is ideal for scientists/experts working in academia, offering a number of crystal growth topics with an emphasis on mechanistic details, prediction modules, and inhibition/dispersion chemistr...
The Oxford Handbook of Nonlinear Filtering
A comprehensive, interdisciplinary resource for nonlinear (or stochastic) filtering, this Handbook explores the classical theory, the recent advances, and the application of nonlinear filtering to mathematical finance. With contributions from 58 leading experts, it will prove invaluable to anyone working in, or wishing to know more about, the area.
Stochastic Analysis and Applications 2014
Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice...
