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Список книг автора Группа авторовRisk and Financial Management
Financial risk management has become a popular practice amongst financial institutions to protect against the adverse effects of uncertainty caused by fluctuations in interest rates, exchange rates, commodity prices, and equity prices. New financial instruments and mathematical techniques are continuously developed and introduced in financial practice. These techniques are being used by an increasing number of firms, traders and financial risk managers across various industries. Risk and Financial Management: Mathematical and Computational Methods confronts the many issues and controversies, and explains the fundamental concepts that underpin financial risk management. Provides a comprehensive introduction to the core topics of risk and financial management. Adopts a pragmatic approach, focused on computational, rather than just theoretical, methods. Bridges the gap between theory and practice in financial risk management Includes coverage of utility theory, probability, options and derivatives, stochastic volatility and value at risk. Suitable for students of risk, mathematical finance, and financial risk management, and finance practitioners. Includes extensive reference lists, applications and suggestions for further reading. Risk and Financial Management: Mathematical and Computational Methods is ideally suited to both students of mathematical finance with little background in economics and finance, and students of financial risk management, as well as finance practitioners requiring a clearer understanding of the mathematical and computational methods they use every day. It combines the required level of rigor, to support the theoretical developments, with a practical flavour through many examples and applications.
The History of Mathematics
This new edition brings the fascinating and intriguing history of mathematics to life The Second Edition of this internationally acclaimed text has been thoroughly revised, updated, and reorganized to give readers a fresh perspective on the evolution of mathematics. Written by one of the world's leading experts on the history of mathematics, the book details the key historical developments in the field, providing an understanding and appreciation of how mathematics influences today's science, art, music, literature, and society. In the first edition, each chapter was devoted to a single culture. This Second Edition is organized by subject matter: a general survey of mathematics in many cultures, arithmetic, geometry, algebra, analysis, and mathematical inference. This new organization enables students to focus on one complete topic and, at the same time, compare how different cultures approached each topic. Many new photographs and diagrams have been added to this edition to enhance the presentation. The text is divided into seven parts: The World of Mathematics and the Mathematics of the World, including the origin and prehistory of mathematics, cultural surveys, and women mathematicians Numbers, including counting, calculation, ancient number theory, and numbers and number theory in modern mathematics Color Plates, illustrating the impact of mathematics on civilizations from Egypt to Japan to Mexico to modern Europe Space, including measurement, Euclidean geometry, post-Euclidean geometry, and modern geometrics Algebra, including problems leading to algebra, equations and methods, and modern algebra Analysis, including the calculus, real, and complex analysis Mathematical Inference, including probability and statistics, and logic and set theory As readers progress through the text, they learn about the evolution of each topic, how different cultures devised their own solutions, and how these solutions enabled the cultures to develop and progress. In addition, readers will meet some of the greatest mathematicians of the ages, who helped lay the groundwork for today's science and technology. The book's lively approach makes it appropriate for anyone interested in learning how the field of mathematics came to be what it is today. It can also serve as a textbook for undergraduate or graduate-level courses. An Instructor's Manual presenting detailed solutions to all the problems in the book is available upon request from the Wiley editorial department.
Affine and Projective Geometry
An important new perspective on AFFINE AND PROJECTIVE GEOMETRY This innovative book treats math majors and math education students to a fresh look at affine and projective geometry from algebraic, synthetic, and lattice theoretic points of view. Affine and Projective Geometry comes complete with ninety illustrations, and numerous examples and exercises, covering material for two semesters of upper-level undergraduate mathematics. The first part of the book deals with the correlation between synthetic geometry and linear algebra. In the second part, geometry is used to introduce lattice theory, and the book culminates with the fundamental theorem of projective geometry. While emphasizing affine geometry and its basis in Euclidean concepts, the book: * Builds an appreciation of the geometric nature of linear algebra * Expands students' understanding of abstract algebra with its nontraditional, geometry-driven approach * Demonstrates how one branch of mathematics can be used to prove theorems in another * Provides opportunities for further investigation of mathematics by various means, including historical references at the ends of chapters Throughout, the text explores geometry's correlation to algebra in ways that are meant to foster inquiry and develop mathematical insights whether or not one has a background in algebra. The insight offered is particularly important for prospective secondary teachers who must major in the subject they teach to fulfill the licensing requirements of many states. Affine and Projective Geometry's broad scope and its communicative tone make it an ideal choice for all students and professionals who would like to further their understanding of things mathematical.
Practical Methods of Optimization
Fully describes optimization methods that are currently most valuable in solving real-life problems. Since optimization has applications in almost every branch of science and technology, the text emphasizes their practical aspects in conjunction with the heuristics useful in making them perform more reliably and efficiently. To this end, it presents comparative numerical studies to give readers a feel for possibile applications and to illustrate the problems in assessing evidence. Also provides theoretical background which provides insights into how methods are derived. This edition offers revised coverage of basic theory and standard techniques, with updated discussions of line search methods, Newton and quasi-Newton methods, and conjugate direction methods, as well as a comprehensive treatment of restricted step or trust region methods not commonly found in the literature. Also includes recent developments in hybrid methods for nonlinear least squares; an extended discussion of linear programming, with new methods for stable updating of LU factors; and a completely new section on network programming. Chapters include computer subroutines, worked examples, and study questions.
Principles of Differential Equations
An accessible, practical introduction to the principles of differential equations The field of differential equations is a keystone of scientific knowledge today, with broad applications in mathematics, engineering, physics, and other scientific fields. Encompassing both basic concepts and advanced results, Principles of Differential Equations is the definitive, hands-on introduction professionals and students need in order to gain a strong knowledge base applicable to the many different subfields of differential equations and dynamical systems. Nelson Markley includes essential background from analysis and linear algebra, in a unified approach to ordinary differential equations that underscores how key theoretical ingredients interconnect. Opening with basic existence and uniqueness results, Principles of Differential Equations systematically illuminates the theory, progressing through linear systems to stable manifolds and bifurcation theory. Other vital topics covered include: Basic dynamical systems concepts Constant coefficients Stability The Poincaré return map Smooth vector fields As a comprehensive resource with complete proofs and more than 200 exercises, Principles of Differential Equations is the ideal self-study reference for professionals, and an effective introduction and tutorial for students.
Calculus Workbook For Dummies
The easy way to conquer calculus Calculus is hard—no doubt about it—and students often need help understanding or retaining the key concepts covered in class. Calculus Workbook For Dummies serves up the concept review and practice problems with an easy-to-follow, practical approach. Plus, you’ll get free access to a quiz for every chapter online. With a wide variety of problems on everything covered in calculus class, you’ll find multiple examples of limits, vectors, continuity, differentiation, integration, curve-sketching, conic sections, natural logarithms, and infinite series. Plus, you’ll get hundreds of practice opportunities with detailed solutions that will help you master the math that is critical for scoring your highest in calculus. Review key concepts Take hundreds of practice problems Get access to free chapter quizzes online Use as a classroom supplement or with a tutor Get ready to quickly and easily increase your confidence and improve your skills in calculus.
Mathematical Models of Fluiddynamics
This introduction to the field contains a careful selection of topics and examples without sacrificing scientific strictness. The author guides readers through mathematical modelling, the theoretical treatment of the underlying physical laws and the construction and effective use of numerical procedures to describe the behaviour of the dynamics of physical flow. Both students and experts intending to control or predict the behavior of fluid flows by theoretical and computational fluid dynamics will benefit from the combination of all relevant aspects in one handy volume. The book consists of three main parts: – The design of mathematical models of physical fluid flow; – A theoretical treatment of the equations representing the model, as Navier-Stokes, Euler, and boundary layer equations, models of turbulence, in order to gain qualitative as well as quantitative insights into the processes of flow events; – The construction and effective use of numerical procedures in order to find quantitative descriptions of concrete physical or technical fluid flow situations. This is the first text of its kind to merge all these subjects so thoroughly.
The Finite Element Method
A comprehensive review of the Finite Element Method (FEM), this book provides the fundamentals together with a wide range of applications in civil, mechanical and aeronautical engineering. It addresses both the theoretical and numerical implementation aspects of the FEM, providing examples in several important topics such as solid mechanics, fluid mechanics and heat transfer, appealing to a wide range of engineering disciplines. Written by a renowned author and academician with the Chinese Academy of Engineering, The Finite Element Method would appeal to researchers looking to understand how the fundamentals of the FEM can be applied in other disciplines. Researchers and graduate students studying hydraulic, mechanical and civil engineering will find it a practical reference text.
Continuous Semi-Markov Processes
This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times. The class of semi-Markov processes includes strong Markov processes, Lévy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book a valuable resource.
Fundamentals of Matrix Computations
A significantly revised and improved introduction to a critical aspect of scientific computation Matrix computations lie at the heart of most scientific computational tasks. For any scientist or engineer doing large-scale simulations, an understanding of the topic is essential. Fundamentals of Matrix Computations, Second Edition explains matrix computations and the accompanying theory clearly and in detail, along with useful insights. This Second Edition of a popular text has now been revised and improved to appeal to the needs of practicing scientists and graduate and advanced undergraduate students. New to this edition is the use of MATLAB for many of the exercises and examples, although the Fortran exercises in the First Edition have been kept for those who want to use them. This new edition includes: * Numerous examples and exercises on applications including electrical circuits, elasticity (mass-spring systems), and simple partial differential equations * Early introduction of the singular value decomposition * A new chapter on iterative methods, including the powerful preconditioned conjugate-gradient method for solving symmetric, positive definite systems * An introduction to new methods for solving large, sparse eigenvalue problems including the popular implicitly-restarted Arnoldi and Jacobi-Davidson methods With in-depth discussions of such other topics as modern componentwise error analysis, reorthogonalization, and rank-one updates of the QR decomposition, Fundamentals of Matrix Computations, Second Edition will prove to be a versatile companion to novice and practicing mathematicians who seek mastery of matrix computation.