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A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
A fundamentally new approach to the problems of fault-tolerant routing and memory management in parallel computation.
Mathematics of the Financial Markets Financial Instruments and Derivatives Modeling, Valuation and Risk Issues "Alain Ruttiens has the ability to turn extremely complex concepts and theories into very easy to understand notions. I wish I had read his book when I started my career!" Marco Dion, Global Head of Equity Quant Strategy, J.P. Morgan "The financial industry is built on a vast collection of financial securities that can be valued and risk profiled using a set of miscellaneous mathematical models. The comprehension of these models is fundamental to the modern portfolio and risk manager in order to achieve a deep understanding of the capabilities and limitations of these methods in the...
The Annual International Computing and Combinatorics Conference is an annual forum for exploring research, development, and novel applications of computing and combinatorics. It brings together researchers, professionals and industrial practitioners to interact and exchange knowledge, ideas and progress. Thetopics covermost aspects oftheoreticalcomputer scienceand combinatorics related to computing. The 13th Annual International Computing and Com- natorics Conference (COCOON 2007) was held in Ban?, Alberta during July 16–19, 2007. This was the ?rst time that COCOON was held in Canada. We received 165 submissions, among which 11 were withdrawn for various reasons. The remaining 154 submissi...
This book constitutes the refereed proceedings of the 7th International Conference on Algorithms and Computation, CIAC 2010, held in Rome, Italy, in May 2010. The 30 revised full papers presented together with 3 invited papers were carefully reviewed and selected from 114 submissions. Among the topics addressed are graph algorithms I, computational complexity, graph coloring, tree algorithms and tree decompositions, computational geometry, game theory, graph algorithms II, and string algorithms.
The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout.
This book constitutes the thoroughly refereed post-proceedings of the 5th International Conference on Information Security and Cryptology, ICISC 2002, held in Seoul, Korea in November 2002. The 35 revised full papers presented together with an invited paper were carefully selected from 142 submissions during two rounds of reviewing and improvement. The papers are organized in topical sections on digital signatures, Internet security, block ciphers and stream ciphers, stream ciphers and other primitives, efficient implementations, side-channel attacks, cryptographic protocols and biometrics.
Three speakers at the Second Workshop on Network Management and Control nostalgically remembered the INTEROP Conference at which SNMP was able to interface even to CD players and toasters. We agreed this was indeed a major step forward in standards, but wondered if anyone noticed whether the toast was burned, let alone, would want to eat it. The assurance of the correct operation of practical systems under difficult environments emerged as the dominant theme of the workshop with growth, interoperability, performance, and scalability as the primary sub-themes. Perhaps this thrust is un surprising, since about half the 100 or so attendees were from industry, with a strong contingency of users. Indeed the technical program co-chairs, Shivendra Panwar of Polytechnic and Walter Johnston of NYNEX, took as their assignment the coverage of real problems and opportunities in industry. Nevertheless we take it as a real indication of progress in the field that the community is beginning to take for granted the availability of standards and even the ability to detect physical, link, and network-level faults and is now expecting diagnostics at higher levels as well as system-wide solutions.
Mathematics of the Financial Markets Financial Instruments and Derivatives Modeling, Valuation and Risk Issues "Alain Ruttiens has the ability to turn extremely complex concepts and theories into very easy to understand notions. I wish I had read his book when I started my career!" Marco Dion, Global Head of Equity Quant Strategy, J.P. Morgan "The financial industry is built on a vast collection of financial securities that can be valued and risk profiled using a set of miscellaneous mathematical models. The comprehension of these models is fundamental to the modern portfolio and risk manager in order to achieve a deep understanding of the capabilities and limitations of these methods in the...