Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 6th Ritsumeikan International Conference PDF Download

Author: Jiro Akahori
Publisher: World Scientific
ISBN: 9814476374
Category : Business & Economics
Languages : en
Pages : 309

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Book Description
This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.

Author: Jiro Akahori
Publisher: World Scientific
ISBN: 9812770445
Category : Business & Economics
Languages : en
Pages : 309

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Book Description
This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.

Author: Praveen Agarwal
Publisher: CRC Press
ISBN: 1000078582
Category : Mathematics
Languages : en
Pages : 349

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Book Description
Differential Equations are very important tools in Mathematical Analysis. They are widely found in mathematics itself and in its applications to statistics, computing, electrical circuit analysis, dynamical systems, economics, biology, and so on. Recently there has been an increasing interest in and widely-extended use of differential equations and systems of fractional order (that is, of arbitrary order) as better models of phenomena in various physics, engineering, automatization, biology and biomedicine, chemistry, earth science, economics, nature, and so on. Now, new unified presentation and extensive development of special functions associated with fractional calculus are necessary tools, being related to the theory of differentiation and integration of arbitrary order (i.e., fractional calculus) and to the fractional order (or multi-order) differential and integral equations. This book provides learners with the opportunity to develop an understanding of advancements of special functions and the skills needed to apply advanced mathematical techniques to solve complex differential equations and Partial Differential Equations (PDEs). Subject matters should be strongly related to special functions involving mathematical analysis and its numerous applications. The main objective of this book is to highlight the importance of fundamental results and techniques of the theory of complex analysis for differential equations and PDEs and emphasizes articles devoted to the mathematical treatment of questions arising in physics, chemistry, biology, and engineering, particularly those that stress analytical aspects and novel problems and their solutions. Specific topics include but are not limited to Partial differential equations Least squares on first-order system Sequence and series in functional analysis Special functions related to fractional (non-integer) order control systems and equations Various special functions related to generalized fractional calculus Operational method in fractional calculus Functional analysis and operator theory Mathematical physics Applications of numerical analysis and applied mathematics Computational mathematics Mathematical modeling This book provides the recent developments in special functions and differential equations and publishes high-quality, peer-reviewed book chapters in the area of nonlinear analysis, ordinary differential equations, partial differential equations, and related applications.

Author: Jiro Akahori
Publisher: World Scientific
ISBN: 9812565191
Category : Mathematics
Languages : en
Pages : 228

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Book Description
Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles.

Author: Jiro Akahori
Publisher: World Scientific
ISBN: 9814483095
Category : Mathematics
Languages : en
Pages : 410

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Book Description
This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences

Author: N El Karoui
Publisher: CRC Press
ISBN: 9780582307339
Category : Mathematics
Languages : en
Pages : 236

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Book Description
This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.

Author: Masaaki Kijima
Publisher: CRC Press
ISBN: 1439884846
Category : Business & Economics
Languages : en
Pages : 345

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Book Description
Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical standards involved. Stochastic Processes with Applications to Finance, Second Edition presents the mathematical theory of financial engineering using only basic mathematical tools

Author: Georgios N. Yannakakis
Publisher: Springer
ISBN: 3319635190
Category : Computers
Languages : en
Pages : 350

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Book Description
This is the first textbook dedicated to explaining how artificial intelligence (AI) techniques can be used in and for games. After introductory chapters that explain the background and key techniques in AI and games, the authors explain how to use AI to play games, to generate content for games and to model players. The book will be suitable for undergraduate and graduate courses in games, artificial intelligence, design, human-computer interaction, and computational intelligence, and also for self-study by industrial game developers and practitioners. The authors have developed a website (http://www.gameaibook.org) that complements the material covered in the book with up-to-date exercises, lecture slides and reading.

Author: Margarita N. Favorskaya
Publisher: Springer Nature
ISBN: 9811546924
Category : Technology & Engineering
Languages : en
Pages : 775

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Book Description
The book is a compilation of selected papers from 2020 International Conference on Electrical and Electronics Engineering (ICEEE 2020) held in National Power Training Institute HQ (Govt. of India) on February 21 – 22, 2020. The work focuses on the current development in the fields of electrical and electronics engineering like power generation, transmission and distribution, renewable energy sources and technology, power electronics and applications, robotics, artificial intelligence and IoT, control, and automation and instrumentation, electronics devices, circuits and systems, wireless and optical communication, RF and microwaves, VLSI, and signal processing. The book is beneficial for readers from both academia and industry.

Author: Gilles Teyssière
Publisher: Springer Science & Business Media
ISBN: 3540346252
Category : Business & Economics
Languages : en
Pages : 394

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Book Description
Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.