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Found 76 Documents (Results 1–76)

Computation of Greeks using the discrete Malliavin calculus and binomial tree. (English) Zbl 1503.91009

SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-19-1072-2/pbk; 978-981-19-1073-9/ebook). viii, 106 p. (2022).
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Uncertainty quantification in variational inequalities. Theory, numerics, and applications. (English) Zbl 1479.49002

Boca Raton, FL: CRC Press (ISBN 978-1-138-62632-4/hbk; 978-1-032-14849-6/pbk; 978-1-315-22896-9/ebook). xviii, 386 p. (2022).
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Computational methods to examine team communication. When and how to change the conversation. (English) Zbl 07150984

Computational Social Sciences. Cham: Springer (ISBN 978-3-030-36158-7/hbk; 978-3-030-36161-7/pbk; 978-3-030-36159-4/ebook). xx, 196 p. (2020).
MSC:  65-02 90-02 91-02
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Numerical nonsmooth optimization. State of the art algorithms. (English) Zbl 07150965

Cham: Springer (ISBN 978-3-030-34909-7/hbk; 978-3-030-34912-7/pbk; 978-3-030-34910-3/ebook). xvii, 698 p. (2020).
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Numerical methods for transportation networks. (English) Zbl 07178486

Münster: Univ. Münster, Mathematisch-Naturwissenschaftliche Fakultät, Fachbereich Mathematik und Informatik (Diss.). v, 140 p. (2019).
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Equilibrium problems and applications. (English) Zbl 1448.47005

Mathematics in Science and Engineering. Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-811029-4/pbk; 978-0-12-811030-0/ebook). xx, 419 p. (2018).
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Equity-linked life insurance. Partial hedging methods. (English) Zbl 1414.91002

Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-4822-4026-9/hbk; 978-1-4822-4027-6/ebook). x, 201 p. (2018).
MSC:  91-02 91G20 91B30 91G60 60J75 60H30
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Dynamic mode decomposition. Data-driven modeling of complex systems. (English) Zbl 1365.65009

Other Titles in Applied Mathematics 149. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-1-61197-449-2/pbk). xvi, 234 p. (2016).
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Mixed precision multilevel Monte Carlo algorithms for reconfigurable computing systems. (English) Zbl 1354.65007

Mathematik. München: Dr. Hut; Kaiserslautern: TU Kaiserslautern, Fachbereich Mathematik (Diss.) (ISBN 978-3-8439-2761-1/pbk). 103 p. (2016).
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Extension of data envelopment analysis with preference information. Value efficiency. (English) Zbl 1354.90004

International Series in Operations Research & Management Science 218. New York, NY: Springer (ISBN 978-1-4899-7527-0/hbk; 978-1-4899-7528-7/ebook). xii, 191 p. (2015).
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Affine diffusions and related processes: simulation, theory and applications. (English) Zbl 1387.60002

Bocconi & Springer Series 6. Milano: Bocconi University Press; Cham: Springer (ISBN 978-3-319-05220-5/hbk; 978-3-319-05221-2/ebook). xiii, 252 p. (2015).
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Convergence of numerical methods for stochastic differential equations in mathematical finance. (English) Zbl 1277.91194

Gerstner, Thomas (ed.) et al., Recent developments in computational finance. Foundations, algorithms and applications. In part based on the presentations at the international workshop on numerical algorithms in computational finance, Frankfurt/Main, Germany, July 20–22, 2011. Hackensack, NJ: World Scientific (ISBN 978-981-4436-42-7/hbk; 978-981-4436-44-1/ebook). Interdisciplinary Mathematical Sciences 14, 49-80 (2013).
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Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation. (English) Zbl 1281.65003

Stochastic Modelling and Applied Probability 68. Berlin: Springer (ISBN 978-3-642-39362-4/hbk; 978-3-642-39363-1/ebook). xvi, 260 p. (2013).
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Financial modeling. A backward stochastic differential equations perspective. (English) Zbl 1271.91004

Springer Finance Textbooks. Berlin: Springer (ISBN 978-3-642-37112-7/hbk; 978-3-642-37113-4/ebook). xix, 459 p. (2013).
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Nonparametric estimation of the jump component in financial time series. (English) Zbl 1292.91004

München: Univ. München, Fakultät für Mathematik, Informatik und Statistik (Diss.). viii, 144 p. (2012).
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Portfolio theory, risk management and the evaluation of derivatives. 2nd completely revised and extended ed. (Portfoliotheorie, Risikomanagement und die Bewertung von Derivaten.) (German) Zbl 1235.91004

Springer-Lehrbuch. Berlin: Springer (ISBN 978-3-642-20867-6/pbk; 978-3-642-20868-3/ebook). xvi, 471 p. (2011).
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Sparse grid quadrature in high dimensions with applications in finance and insurance. (English) Zbl 1221.65080

Lecture Notes in Computational Science and Engineering 77. Berlin: Springer (ISBN 978-3-642-16003-5/hbk; 978-3-642-26563-1/pbk; 978-3-642-16004-2/ebook). viii, 182 p. (2011).
MSC:  65D32 91G60 91B30 65-02 41A55 41A63
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Simulation and optimization in finance. Modeling with MATLAB, @RISK, or VBA. (English) Zbl 1217.91002

The Frank J. Fabozzi Series. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-37189-3/hbk). xvii, 766 p. (2010).
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Numerical solution of stochastic differential equations with jumps in finance. (English) Zbl 1225.60004

Stochastic Modelling and Applied Probability 64. Berlin: Springer (ISBN 978-3-642-12057-2/hbk). xxviii, 856 p. (2010).
Reviewer: H. M. Mai (Berlin)
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Monte Carlo methods and models in finance and insurance. (English) Zbl 1196.91006

Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-4200-7618-9/hbk; 978-1-032-47769-5/pbk; 978-1-4200-7619-6/ebook). xiii, 470 p. (2010).
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Monte Carlo computation in finance. (English) Zbl 1182.91206

L’ Ecuyer, Pierre (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2008. Proceedings of the 8th international conference Monte Carlo and quasi-Monte Carlo methods in scientific computing, Montréal, Canada, July 6–11, 2008. Berlin: Springer (ISBN 978-3-642-04106-8/hbk). 19-42 (2009).
MSC:  91G60 65C05 91-02
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Multilevel quasi-Monte Carlo path simulation. (English) Zbl 1181.91335

Albrecher, Hansjörg (ed.) et al., Advanced financial modelling. Berlin: Walter de Gruyter (ISBN 978-3-11-021313-3/hbk; 978-3-11-021314-0/ebook). Radon Series on Computational and Applied Mathematics 8, 165-181 (2009).
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On generalized bounded variation and approximation of SDEs. (English) Zbl 1183.60021

Report. University of Jyväskylä. Department of Mathematics and Statistics 121. Jyväskylä: University of Jyväskylä, Department of Mathematics and Statistics (Diss.) (ISBN 978-951-39-3705-8/pbk). not consecutively paged. (2009).
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Handbook of applied analysis. (English) Zbl 1189.49003

Advances in Mechanics and Mathematics 19. New York, NY: Springer (ISBN 978-0-387-78906-4/hbk; 978-0-387-78907-1/ebook). xvii, 783 p. (2009).
Reviewer: Rita Pini (Milano)
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Partial differential equations in finance. Inverse problems and model calibration. (Équations aux dérivées partielles en finance. Problèmes inverses et calibration de modèle.) (French) Zbl 1409.35006

Paris: École Polytechnique (Diss.). 120 p. (2007).
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Simulation and Monte Carlo: With applications in finance and MCMC. (English) Zbl 1117.65006

Chichester: John Wiley & Sons (ISBN 978-0-470-85495-2/pbk; 978-0-470-85494-5/hbk; 978-0-470-06133-6/ebook). xiv, 333 p. (2007).
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Trends in wavelet applications. (English) Zbl 1144.65324

Furati, K. M. (ed.) et al., Mathematical models and methods for real world systems. Boca Raton, FL: Chapman & Hall/CRC (ISBN 0-8493-3743-7/hbk). Pure and Applied Mathematics (Boca Raton) 272, 125-177 (2006).
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Nonlinear inverse problems: theoretical aspects and some industrial applications. (English) Zbl 1069.65061

Capasso, Vincenzo (ed.) et al., Multidisciplinary methods for analysis optimization and control of complex systems. Lectures of the summer school Jacques Louis Lions, Montecatini, Italy, March 17–22, 2003. Berlin: Springer (ISBN 3-540-22310-X/hbk). Mathematics in Industry 7. The European Consortium for Mathematics in Industry, 3-47 (2004).
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Financial derivatives with MATLAB. Mathematical modelling and numerical simulation. (Finanzderivate mit MATLAB. Mathematische Modellierung und numerische Simulation.) (German) Zbl 1042.91043

Wiesbaden: Vieweg (ISBN 3-528-03204-9/pbk). xi, 302 S. (2003).
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Quasi-Monte Carlo – discrepancy between theory and practice. (English) Zbl 1012.11068

Fang, Kai-Tai (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2000. Proceedings of a conference, held at Hong Kong Baptist Univ., Hong Kong SAR, China, November 27 - December 1, 2000. Berlin: Springer. 124-140 (2002).
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Option pricing and portfolio optimization. Modern methods of financial mathematics. Transl. from the German by the authors. (English) Zbl 0965.91020

Graduate Studies in Mathematics. 31. Providence, RI: American Mathematical Society (AMS). xiv, 253 p. (2001).
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Bayesian inference in dynamic econometric models. With a foreword by Jacques J. Drèze. (English) Zbl 0986.62101

Advanced Texts in Econometrics. Oxford: Oxford University Press. xvi, 350 p. (1999).
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The art of modeling dynamic systems. Forecasting for chaos, randomness, and determinism. (English) Zbl 0743.34003

A Wiley-Interscience Publication. New York etc.: John Wiley & Sons, Inc. xvii, 387 p. (1991).
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Adaptive algorithms of stochastic optimization and game theory. (Adaptivnye algoritmy stokhasticheskoj optimizatsii i teorii igr). Ed. by Yu. M. Ermol’ev. (Adaptivnye algoritmy stokhasticheskoj optimizatsii i teorii igr.) (Russian. English summary) Zbl 0709.90073

Moskva: Nauka. 184 p. R. 2.20 (1990).
Reviewer: J.Dupačova
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