IMSL Library Update Set- 3 Volume Softcover PDF Download

Author: International Mathematical and Statistical Libraries, Inc
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Author:
Publisher:
ISBN:
Category : Electronic data processing
Languages : en
Pages : 396

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Author: Brian Gough
Publisher: Network Theory.
ISBN: 9780954612078
Category : Computers
Languages : en
Pages : 573

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The GNU Scientific Library (GSL) is a free numerical library for C and C++ programmers. It provides over 1,000 routines for solving mathematical problems in science and engineering. Written by the developers of GSL this reference manual is the definitive guide to the library. All the money raised from the sale of this book supports the development of the GNU Scientific Library. This is the third edition of the manual, and corresponds to version 1.12 of the library (updated January 2009).

Author: Justin London
Publisher: John Wiley & Sons
ISBN: 047168189X
Category : Business & Economics
Languages : en
Pages : 922

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This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.

Author: Nicholas J. Higham
Publisher: SIAM
ISBN: 9780898718027
Category : Mathematics
Languages : en
Pages : 710

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Accuracy and Stability of Numerical Algorithms gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic. It combines algorithmic derivations, perturbation theory, and rounding error analysis, all enlivened by historical perspective and informative quotations. This second edition expands and updates the coverage of the first edition (1996) and includes numerous improvements to the original material. Two new chapters treat symmetric indefinite systems and skew-symmetric systems, and nonlinear systems and Newton's method. Twelve new sections include coverage of additional error bounds for Gaussian elimination, rank revealing LU factorizations, weighted and constrained least squares problems, and the fused multiply-add operation found on some modern computer architectures.

Author: Andrew W. Lo
Publisher: Princeton University Press
ISBN: 1400829097
Category : Business & Economics
Languages : en
Pages : 449

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For over half a century, financial experts have regarded the movements of markets as a random walk--unpredictable meanderings akin to a drunkard's unsteady gait--and this hypothesis has become a cornerstone of modern financial economics and many investment strategies. Here Andrew W. Lo and A. Craig MacKinlay put the Random Walk Hypothesis to the test. In this volume, which elegantly integrates their most important articles, Lo and MacKinlay find that markets are not completely random after all, and that predictable components do exist in recent stock and bond returns. Their book provides a state-of-the-art account of the techniques for detecting predictabilities and evaluating their statistical and economic significance, and offers a tantalizing glimpse into the financial technologies of the future. The articles track the exciting course of Lo and MacKinlay's research on the predictability of stock prices from their early work on rejecting random walks in short-horizon returns to their analysis of long-term memory in stock market prices. A particular highlight is their now-famous inquiry into the pitfalls of "data-snooping biases" that have arisen from the widespread use of the same historical databases for discovering anomalies and developing seemingly profitable investment strategies. This book invites scholars to reconsider the Random Walk Hypothesis, and, by carefully documenting the presence of predictable components in the stock market, also directs investment professionals toward superior long-term investment returns through disciplined active investment management.

Author: Ruth Downie
Publisher: Bloomsbury Publishing USA
ISBN: 1620400502
Category : Fiction
Languages : en
Pages : 353

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When Ruso rejoins his unit in the remote outpost of the Roman Empire known as Britannia, he finds that all is not well with the Twentieth Legion. As they keep a suspicious eye on the barbarians to the north, the legionaries appear to have found trouble even closer to home-among the native recruits to Britannia's imperial army. A young soldier has jumped off a roof, killing himself. Why? Mysterious injuries, and even deaths, begin to pile up in Ruso's medical ledgers, and it soon becomes clear that this suicide is not an isolated incident. Can the men really be under a curse? And what has this to do with the much-decorated Centurion Geminus? Bound by his sense of duty and compelled by his ill-advised curiosity, Ruso begins to ask questions nobody wants to hear. Meanwhile his barbarian wife, Tilla, starts to find out some of the answers-and is marked as a security risk by the very officers Ruso is interrogating. With Hadrian's visit looming large, the fates of the legion, Tilla, and Ruso himself hang in the balance.

Author: John Cheng
Publisher: John Wiley & Sons
ISBN: 1118739329
Category : Computers
Languages : en
Pages : 528

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Book Description
Break into the powerful world of parallel GPU programming with this down-to-earth, practical guide Designed for professionals across multiple industrial sectors, Professional CUDA C Programming presents CUDA -- a parallel computing platform and programming model designed to ease the development of GPU programming -- fundamentals in an easy-to-follow format, and teaches readers how to think in parallel and implement parallel algorithms on GPUs. Each chapter covers a specific topic, and includes workable examples that demonstrate the development process, allowing readers to explore both the "hard" and "soft" aspects of GPU programming. Computing architectures are experiencing a fundamental shift toward scalable parallel computing motivated by application requirements in industry and science. This book demonstrates the challenges of efficiently utilizing compute resources at peak performance, presents modern techniques for tackling these challenges, while increasing accessibility for professionals who are not necessarily parallel programming experts. The CUDA programming model and tools empower developers to write high-performance applications on a scalable, parallel computing platform: the GPU. However, CUDA itself can be difficult to learn without extensive programming experience. Recognized CUDA authorities John Cheng, Max Grossman, and Ty McKercher guide readers through essential GPU programming skills and best practices in Professional CUDA C Programming, including: CUDA Programming Model GPU Execution Model GPU Memory model Streams, Event and Concurrency Multi-GPU Programming CUDA Domain-Specific Libraries Profiling and Performance Tuning The book makes complex CUDA concepts easy to understand for anyone with knowledge of basic software development with exercises designed to be both readable and high-performance. For the professional seeking entrance to parallel computing and the high-performance computing community, Professional CUDA C Programming is an invaluable resource, with the most current information available on the market.

Author: Paul Roberts
Publisher: Oxford University Press, USA
ISBN: 9780199987436
Category : History
Languages : en
Pages : 320

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"This book is published to accompany the exhibition at the British Museum from 28 March to 29 September 2013"--T.p. verso.

Author:
Publisher: UM Libraries
ISBN:
Category : Computation laboratories
Languages : en
Pages : 542

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