Author: Sergey E. Lyshevski Publisher: John Wiley & Sons ISBN: 0471723851 Category : Computers Languages : en Pages : 239
Book Description
Master MATLAB(r) step-by-step The MATLAB-- "MATrix LABoratory"--computational environment offers a rich set of capabilities to efficiently solve a variety of complex analysis, simulation, and optimization problems. Flexible, powerful, and relatively easy to use, the MATLAB environment has become a standard cost-effective tool within the engineering, science, and technology communities. Excellent as a self-teaching guide for professionals as well as a textbook for students, Engineering and Scientific Computations Using MATLAB helps you fully understand the MATLAB environment, build your skills, and apply its features to a wide range of applications. Going beyond traditional MATLAB user manuals and college texts, Engineering and Scientific Computations Using MATLAB guides you through the most important aspects and basics of MATLAB programming and problem-solving from fundamentals to practice. Augmenting its discussion with a wealth of practical worked-out examples and qualitative illustrations, this book demonstrates MATLAB's capabilities and offers step-by-step instructions on how to apply the theory to a practical real-world problem. In particular, the book features: * Coverage of a variety of complex physical and engineering systems described by nonlinear differential equations * Detailed application of MATLAB to electromechanical systems MATLAB files, scripts, and statements, as well as SIMULINK models which can be easily modified for application-specific problems encountered in practice Readable, user-friendly, and comprehensive in scope this is a welcome introduction to MATLAB for those new to the program and an ideal companion for engineers seeking in-depth mastery of the high-performance MATLAB environment.
Author: Jan Valdman Publisher: BoD – Books on Demand ISBN: 9535124595 Category : Computers Languages : en Pages : 286
Book Description
The book presents a collection of MATLAB-based chapters of various engineering background. Instead of giving exhausting amount of technical details, authors were rather advised to explain relations of their problems to actual MATLAB concepts. So, whenever possible, download links to functioning MATLAB codes were added and a potential reader can do own testing. Authors are typically scientists with interests in modeling in MATLAB. Chapters include image and signal processing, mechanics and dynamics, models and data identification in biology, fuzzy logic, discrete event systems and data acquisition systems.
Author: Raúl León Publisher: Springer ISBN: 3319405063 Category : Computers Languages : en Pages : 213
Book Description
This book contains the refereed proceedings of the International Conference on Modeling and Simulation in Engineering, Economics and Management, MS 2016, held in Teruel, Spain, in July 2016. The event was co-organized by the AMSE Association and the University of Zaragoza through the GESES Research Group, with the support of the SoGReS-MF Research Group from University Jaume I. This edition of the conference paid special attention to modeling and simulation in diverse fields of business management. The 20 papers in this book were carefully reviewed and selected from 52 submissions. They are organized in topical sections on modeling and simulation in finance and accounting; modeling and simulation in business management and economy; and engineering and other general applications. /div
Author: Joerg Kienitz Publisher: John Wiley & Sons ISBN: 0470744898 Category : Business & Economics Languages : en Pages : 736
Book Description
Financial modelling Theory, Implementation and Practice with MATLAB Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers financial markets in general and looks at the complex models needed to handle observed structures, reviewing models based on diffusions including stochastic-local volatility models and (pure) jump processes. It shows the possible risk-neutral densities, implied volatility surfaces, option pricing and typical paths for a variety of models including SABR, Heston, Bates, Bates-Hull-White, Displaced-Heston, or stochastic volatility versions of Variance Gamma, respectively Normal Inverse Gaussian models and finally, multi-dimensional models. The stochastic-local-volatility Libor market model with time-dependent parameters is considered and as an application how to price and risk-manage CMS spread products is demonstrated. The second part of the book deals with numerical methods which enables the reader to use the models of the first part for pricing and risk management, covering methods based on direct integration and Fourier transforms, and detailing the implementation of the COS, CONV, Carr-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation of the Greeks. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. Computation of Greeks is covered using likelihood ratio methods and adjoint techniques. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk. The third part is devoted to the usage of Matlab, introducing the software package by describing the basic functions applied for financial engineering. The programming is approached from an object-oriented perspective with examples to propose a framework for calibration, hedging and the adjoint method for calculating Greeks in a Libor market model. Source code used for producing the results and analysing the models is provided on the author's dedicated website, http://www.mathworks.de/matlabcentral/fileexchange/authors/246981.
Author: Manfred Gilli Publisher: Academic Press ISBN: 0128150653 Category : Business & Economics Languages : en Pages : 638
Book Description
Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.
Author: Emilson Pereira Leite Publisher: BoD – Books on Demand ISBN: 9533076593 Category : Computers Languages : en Pages : 218
Book Description
The purpose of this book is to present 10 scientific and engineering works whose numerical and graphical analysis were all constructed using the power of MATLAB® tools. The first five chapters of this book show applications in seismology, meteorology and natural environment. Chapters 6 and 7 focus on modeling and simulation of Water Distribution Networks. Simulation was also applied to study wide area protection for interconnected power grids (Chapter 8) and performance of conical antennas (Chapter 9). The last chapter deals with depth positioning of underwater robot vehicles. Therefore, this book is a collection of interesting examples of where this computational package can be applied.
Author: Koen Van Balen Publisher: CRC Press ISBN: 1317206622 Category : Technology & Engineering Languages : en Pages : 1879
Book Description
Structural Analysis of Historical Constructions. Anamnesis, diagnosis, therapy, controls contains the papers presented at the 10th International Conference on Structural Analysis of Historical Constructions (SAHC2016, Leuven, Belgium, 13-15 September 2016). The main theme of the book is “Anamnesis, Diagnosis, Therapy, Controls”, which emphasizes the importance of all steps of a restoration process in order to obtain a thorough understanding of the structural behaviour of built cultural heritage. The contributions cover every aspect of the structural analysis of historical constructions, such as material characterization, structural modelling, static and dynamic monitoring, non-destructive techniques for on-site investigation, seismic behaviour, rehabilitation, traditional and innovative repair techniques, and case studies. The knowledge, insights and ideas in Structural Analysis of Historical Constructions. Anamnesis, diagnosis, therapy, controls make this book of abstracts and the corresponding, digital full-colour conference proceedings containing the full papers must-have literature for researchers and practitioners involved in the structural analysis of historical constructions.
Author: De-Shuang Huang Publisher: Springer ISBN: 3642040209 Category : Computers Languages : en Pages : 1142
Book Description
The International Conference on Intelligent Computing (ICIC) was formed to provide an annual forum dedicated to the emerging and challenging topics in artificial intelligence, machine learning, bioinformatics, and computational biology, etc. It aims to bring - gether researchers and practitioners from both academia and industry to share ideas, problems, and solutions related to the multifaceted aspects of intelligent computing. ICIC 2009, held in Ulsan, Korea, September 16-19, 2009, constituted the 5th - ternational Conference on Intelligent Computing. It built upon the success of ICIC 2008, ICIC 2007, ICIC 2006, and ICIC 2005 held in Shanghai, Qingdao, Kunming, and Hefei, China, 2008, 2007, 2006, and 2005, respectively. This year, the conference concentrated mainly on the theories and methodologies as well as the emerging applications of intelligent computing. Its aim was to unify the p- ture of contemporary intelligent computing techniques as an integral concept that hi- lights the trends in advanced computational intelligence and bridges theoretical research with applications. Therefore, the theme for this conference was “Emerging Intelligent Computing Technology and Applications.” Papers focusing on this theme were solicited, addressing theories, methodologies, and applications in science and technology.
Author: Dariusz Gatarek Publisher: John Wiley & Sons ISBN: 0470060417 Category : Business & Economics Languages : en Pages : 290
Book Description
The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model. It adopts the specific language of a quantitative analyst to the largest possible level and is one of first books on the subject written entirely by quants. The book is divided into three parts - theory, calibration and simulation. New and important issues are covered, such as various drift approximations, various parametric and nonparametric calibrations, and the uncertain volatility approach to smile modelling; a version of the HJM model based on market observables and the duality between BGM and HJM models. Co-authored by Dariusz Gatarek, the 'G' in the BGM model who is internationally known for his work on LIBOR market models, this book offers an essential perspective on the global benchmark for short-term interest rates.
Author: Domingo Mery Publisher: Springer ISBN: 3319207474 Category : Computers Languages : en Pages : 362
Book Description
This accessible textbook presents an introduction to computer vision algorithms for industrially-relevant applications of X-ray testing. Features: introduces the mathematical background for monocular and multiple view geometry; describes the main techniques for image processing used in X-ray testing; presents a range of different representations for X-ray images, explaining how these enable new features to be extracted from the original image; examines a range of known X-ray image classifiers and classification strategies; discusses some basic concepts for the simulation of X-ray images and presents simple geometric and imaging models that can be used in the simulation; reviews a variety of applications for X-ray testing, from industrial inspection and baggage screening to the quality control of natural products; provides supporting material at an associated website, including a database of X-ray images and a Matlab toolbox for use with the book’s many examples.
Author: Sergey E. Lyshevski
Author: Jan Valdman
Author: Raúl León
Author: Joerg Kienitz
Author: Manfred Gilli
Author: Emilson Pereira Leite
Author: Koen Van Balen
Author: De-Shuang Huang
Author: Dariusz Gatarek
Author: Domingo Mery