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Mathematical Finance with Applications
Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.
Computational Science – ICCS 2009
“There is something fascinating about science. One gets such wholesale returns of conjecture out of such a tri?ing investment of fact. ” Mark Twain, Life on the Mississippi The challenges in succeeding with computational science are numerous and deeply a?ect all disciplines. NSF’s 2006 Blue Ribbon Panel of Simulation-Based 1 Engineering Science (SBES) states ‘researchers and educators [agree]: com- tational and simulation engineering sciences are fundamental to the security and welfare of the United States. . . We must overcome di?culties inherent in multiscale modeling, the development of next-generation algorithms, and the design. . . of dynamic data-driven application systems. . ....
Optimizing Optimization
The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell's nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitative finance. - Presents a unique "confrontation" between software engineers and academics - Highlights a global view of common optimization issues - Emphasizes the research and market challenges of optimization software while avoiding sales pitches - Accentuates real applications, not laboratory results
Euro Bonds
This presents the most recent developments in the Euro bond market. It discusses the problems of the Euro countries, the proposed solutions advocated by European as well as international institutions and investors. Particular emphasis is given to systemic risk and contagion as well as to specific innovative instruments such as structured financial products which protect various classes of investors.
Intelligent Data Engineering and Automated Learning - IDEAL 2007
This book constitutes the refereed proceedings of the 8th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2007, held in Birmingham, UK, in December 2007. The papers include topical sections on learning and information processing, data mining and information management, bioinformatics and neuroinformatics, agents and distributed systems, financial engineering and modeling, and agent-based approach to service sciences.
Intertemporal Choice and Its Anomalies
This Research Topic of the journals Frontiers in Applied Mathematics and Statistics and Frontiers in Psychology on “Intertemporal choice and its anomalies” has collected ten manuscripts on several fields, which demonstrates that this topic is of interest for many important research activities outside of traditional domains of economics and finance. In effect, the concepts of time preference, rationality and time-inconsistency in intertemporal choice can be applied to a wide variety of social problems such as addictions, retirement plans, and health, among others. On the other hand, the main anomalies or paradoxes in intertemporal choice (such as delay effect, sign effect, magnitude effect, delay-speedup asymmetry, and sequence effect) have been considered, as manifestations of many problematic behaviors of self-control in intertemporal choice.
Handbook of Computational and Numerical Methods in Finance
The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. The book is designed for the academic community and will also serve professional investors.
Intelligent Data Engineering and Automated Learning - IDEAL 2006
This book constitutes the refereed proceedings of the 7th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2006. The 170 revised full papers presented were carefully selected from 557 submissions. The papers are organized in topical sections on learning and information processing, data mining, retrieval and management, bioinformatics and bio-inspired models, agents and hybrid systems, financial engineering, as well as a special session on nature-inspired date technologies.
Control Applications of Optimisation 2003 (CAO 2003)
A Proceedings volume from the IFAC Workshop on Control Applications of Optimisation, Visegrad, June-July 2003. Presents the findings of experts and practitioners in the field, provides an overview of the theory and applications, and documentation of the scientific activities of the workshop.
IBSS: Economics: 2002 Vol.51
First published in 1952, the International Bibliography of the Social Sciences (anthropology, economics, political science, and sociology) is well established as a major bibliographic reference for students, researchers and librarians in the social sciences worldwide. Key features * Authority: Rigorous standards are applied to make the IBSS the most authoritative selective bibliography ever produced. Articles and books are selected on merit by some of the world's most expert librarians and academics. *Breadth: today the IBSS covers over 2000 journals - more than any other comparable resource. The latest monograph publications are also included. *International Coverage: the IBSS reviews schol...
