Methods

Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods for partial differential equations, and American option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available online. The book is ideal preparation for work as an entry-level quant programmer and it gives readers the confidence to progress to more advanced skill sets involving C++ design patterns as applied in finance.

Intellectual property (IP) comprises not only the valuable economic assets of private firms, but also the social and cultural assets of society. The potential impact of intellectual property assets is so great that it is likely to have a considerable effect on national and international economic development in the future. Despite this, the area of IP education is relatively new to many academic institutions, and principles and methods in teaching IP are still evolving. Against this backdrop, in this book a number of internationally renowned professors and practitioners share their teaching techniques in their particular fields of expertise, including what they consider should be taught in terms of coursework. The result is a valuable handbook for teachers and those wishing to get up to speed on international IP issues.

Intended for researchers and practitioners in interaction design, this book shows how Bayesian models can be brought to bear on problems of interface design and user modelling. It introduces and motivates Bayesian modelling and illustrates how powerful these ideas can be in thinking about human-computer interaction, especially in representing and manipulating uncertainty. Bayesian methods are increasingly practical as computational tools to implement them become more widely available, and offer a principled foundation to reason about interaction design. The book opens with a self-contained tutorial on Bayesian concepts and their practical implementation, tailored for the background and needs of interaction designers. The contributed chapters cover the use of Bayesian probabilistic modelling in a diverse set of applications, including improving pointing-based interfaces; efficient text entry using modern language models; advanced interface design using cutting-edge techniques in Bayesia

Learn about the state-of-the-art at the interface between information theory and data science with this first unified treatment of the subject. Written by leading experts in a clear, tutorial style, and using consistent notation and definitions throughout, it shows how information-theoretic methods are being used in data acquisition, data representation, data analysis, and statistics and machine learning. Coverage is broad, with chapters on signal acquisition, data compression, compressive sensing, data communication, representation learning, emerging topics in statistics, and much more. Each chapter includes a topic overview, definition of the key problems, emerging and open problems, and an extensive reference list, allowing readers to develop in-depth knowledge and understanding. Providing a thorough survey of the current research area and cutting-edge trends, this is essential reading for graduate students and researchers working in information theory, signal processing, machine le

Networks constitute the backbone of complex systems, from the human brain to computer communications, transport infrastructures to online social systems and metabolic reactions to financial markets. Characterising their structure improves our understanding of the physical, biological, economic and social phenomena that shape our world. Rigorous and thorough, this textbook presents a detailed overview of the new theory and methods of network science. Covering algorithms for graph exploration, node ranking and network generation, among others, the book allows students to experiment with network models and real-world data sets, providing them with a deep understanding of the basics of network theory and its practical applications. Systems of growing complexity are examined in detail, challenging students to increase their level of skill. An engaging presentation of the important principles of network science makes this the perfect reference for researchers and undergraduate and graduate s

Building on the success of the first edition and bringing together contributions from a range of experts in the field, the second edition of this guide to research on wild primates covers the latest advances in the field, including new information on field experiments and measuring behaviour. It provides essential information and advice on the technical and practical aspects of both field and laboratory methods, covering topics such as ethnoprimatology; remote sensing; GPS and radio-tracking; trapping and handling; dietary ecology; and non-invasive genetics and endocrinology. This integrated approach opens up new opportunities to study the behavioural ecology of some of the most endangered primates and to collect information on previously studied populations. Chapters include methodological techniques; instructions on collecting, processing and preserving samples/data for later analysis; ethical considerations; comparative costs; and further reading, making this an invaluable tool for

Building on the success of the first edition and bringing together contributions from a range of experts in the field, the second edition of this guide to research on wild primates covers the latest advances in the field, including new information on field experiments and measuring behaviour. It provides essential information and advice on the technical and practical aspects of both field and laboratory methods, covering topics such as ethnoprimatology; remote sensing; GPS and radio-tracking; trapping and handling; dietary ecology; and non-invasive genetics and endocrinology. This integrated approach opens up new opportunities to study the behavioural ecology of some of the most endangered primates and to collect information on previously studied populations. Chapters include methodological techniques; instructions on collecting, processing and preserving samples/data for later analysis; ethical considerations; comparative costs; and further reading, making this an invaluable tool for

Certain constrained combinatorial optimization problems have a natural analogue in the continuous setting of the classical isoperimetric problem. The study of so called combinatorial isoperimetric problems exploits similarities between these two, seemingly disparate, settings. This text focuses on global methods. This means that morphisms, typically arising from symmetry or direct product decomposition, are employed to transform new problems into more restricted and easily solvable settings whilst preserving essential structure. This book is based on Professor Harper's many years' experience in teaching this subject and is ideal for graduate students entering the field. The author has increased the utility of the text for teaching by including worked examples, exercises and material about applications to computer science. Applied systematically, the global point of view can lead to surprising insights and results, and established researchers will find this to be a valuable reference wo

An interval is a natural way of specifying a number that is specified only within certain tolerances. Interval analysis consists of the tools and methods needed to solve linear and nonlinear systems of equations in the presence of data uncertainties. Applications include the sensitivity analysis of solutions of equations depending on parameters, the solution of global nonlinear problems, and the verification of results obtained by finite-precision arithmetic. In this book emphasis is laid on those aspects of the theory which are useful in actual computations. On the other hand, the theory is developed with full mathematical rigour. In order to keep the book self-contained, various results from linear algebra (Perron-Frobenius theory, M- and H- matrices) and analysis (existence of solutions to nonlinear systems) are proved, often from a novel and more general viewpoint. An extensive bibliography is included.

Studying the dynamics of a large number of particles interacting through long-range forces, commonly referred to as the 'N-body problem', is a central aspect of many different branches of physics. In recent years, significant advances have been made in the development of fast N-body algorithms to deal efficiently with such complex problems. This book is the first to give a thorough introduction to these so-called 'tree methods', setting out the basic principles and giving many practical examples of their use. No prior specialist knowledge is assumed, and the techniques are illustrated throughout with reference to a broad range of applications. The book will be of great interest to graduate students and researchers working on the modelling of systems in astrophysics, plasma physics, nuclear and particle physics, condensed matter physics and materials science.

Certain constrained combinatorial optimization problems have a natural analogue in the continuous setting of the classical isoperimetric problem. The study of so called combinatorial isoperimetric problems exploits similarities between these two, seemingly disparate, settings. This text focuses on global methods. This means that morphisms, typically arising from symmetry or direct product decomposition, are employed to transform new problems into more restricted and easily solvable settings whilst preserving essential structure. This book is based on Professor Harper's many years' experience in teaching this subject and is ideal for graduate students entering the field. The author has increased the utility of the text for teaching by including worked examples, exercises and material about applications to computer science. Applied systematically, the global point of view can lead to surprising insights and results, and established researchers will find this to be a valuable reference wo

Studying the dynamics of a large number of particles interacting through long-range forces, commonly referred to as the 'N-body problem', is a central aspect of many different branches of physics. In recent years, significant advances have been made in the development of fast N-body algorithms to deal efficiently with such complex problems. This book is the first to give a thorough introduction to these so-called 'tree methods', setting out the basic principles and giving many practical examples of their use. No prior specialist knowledge is assumed, and the techniques are illustrated throughout with reference to a broad range of applications. The book will be of great interest to graduate students and researchers working on the modelling of systems in astrophysics, plasma physics, nuclear and particle physics, condensed matter physics and materials science.

An interval is a natural way of specifying a number that is specified only within certain tolerances. Interval analysis consists of the tools and methods needed to solve linear and nonlinear systems of equations in the presence of data uncertainties. Applications include the sensitivity analysis of solutions of equations depending on parameters, the solution of global nonlinear problems, and the verification of results obtained by finite-precision arithmetic. In this book emphasis is laid on those aspects of the theory which are useful in actual computations. On the other hand, the theory is developed with full mathematical rigour. In order to keep the book self-contained, various results from linear algebra (Perron-Frobenius theory, M- and H- matrices) and analysis (existence of solutions to nonlinear systems) are proved, often from a novel and more general viewpoint. An extensive bibliography is included.

The advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before, when many interesting ideas were not followed up because the calculations involved made this impracticable. The estimation and testing of these more intricate models is usually based on the method of Maximum Likelihood, which is a well-established branch of mathematical statistics. Its use in econometrics has led to the development of a number of special techniques; the specific conditions of econometric research moreover demand certain changes in the interpretation of the basic argument. This book is a self-contained introduction to this field. It consists of three parts. The first deals with general features of Maximum Likelihood methods; the second with linear and nonlinear regression; and the third with discrete choice and related micro-economic models. Readers should already be familiar with elementary statistical theory, with applied econometric res

A practical guide for the design of laboratory and field experiments, selection of appropriate instrumentation and experimental methodologies, as well as for conducting and analyzing experimental stud

This book takes an easy-to-understand look at the statistical approach called the person-centered method. Instead of analyzing means, variances and covariances of scale scores as in the common variabl

"This comprehensive book features both new and established material on the key statistical principles and concepts for designing modern-day clinical trials, such as hazard ratio, flexible designs, con

Some of them significantly revised between presentation and publication, 30 selected papers (three of them in French) cover phonology and phonetics; morphology and syntax; ethnicity and identity; dial