A mathematical and intuitive approach to probability, statistics, and stochastic processesThis textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Reade
Stochastic Drawdowns consists of some recent advances on Hongzhong Zhang's own quantitative research of the well-known risk measures, drawdowns and maximum drawdowns. In particular, the author provide
Integer Algorithms in Cryptology and Information Assurance is a collection of the author's own innovative approaches in algorithms and protocols for secret and reliable communication. It concentrates
This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Analys
For more than half a century, stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as
For more than half a century, stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as
This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to p
This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to p
The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profound
This book introduces some advanced topics in probability theories - both pure and applied. It is divided into two parts: the first part deals with the analysis of stochastic dynamical systems, in term
With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-form analytical solutions generally do n
Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and many modern applications for it have been found in
Derivatives Algorithms — Volume 1: Bones (Second Edition) is for practicing quants who already have some expertise in risk-neutral pricing and in programming, and want to build a reusable and extensib
The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary det
This textbook on elementary stochastic calculus is designed for senior undergraduate students in math, economics, and business. Although the material is presented at an introductory level, students sh
This volume contains pedagogical, review and research level papers on fractional stochastic and quantum processes which have been the focus of intensive mathematical, experimental, and computational s
This book presents a systematic treatment of Markov chains, diffusion processes and state space models, as well as alternative approaches to Markov chains through stochastic difference equations and s
This is the expanded second edition of a successful textbook that provides a broad introduction to the important area of stochastic modelling. The original text had been developed from lecture notes f
This is the expanded second edition of a successful textbook that provides a broad introduction to the important area of stochastic modelling. The original text had been developed from lecture notes f
The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDEs)
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, co
This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920's
Despite growing interest, basic information on methods and models for mathematically analyzing algorithms has rarely been directly accessible to practitioners, researchers, or students. An Introduct
This book shows the breath and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncert
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineerin
This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directi
This book delivers theoretical and practical knowledge of Genetic Algorithms (GA) for the purpose of practical applications. It provides a methodology for a GA-based search strategy with the integrati
This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with a view to making it more popular among
Derivatives Algorithms provides a unique expert overview of the abstractions and coding methods which support real-world derivatives trading. Written by an industry professional with extensive experie
Thoroughly Describes Biological Applications, Computational Problems, and Various Algorithmic Solutions Developed from the author’s own teaching material, Algorithms in Bioinformatics: A Practical Int
A successor to the first and second editions, this updated and revised book is a leading companion guide for students and engineers alike, specifically software engineers who design algorithms. While
The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker–Planck–Kolmogorov
Computer and Machine Vision: Theory, Algorithms, Practicalities (previously entitled Machine Vision) clearly and systematically presents the basic methodology of computer and machine vision, covering
Kantardzic (computer engineering and science, U. of Louisville) offers students a single-volume introduction to the methods, tools, and algorithms in data mining that can also be used as a broad, if s
Randomized search heuristics such as evolutionary algorithms, genetic algorithms, evolution strategies, ant colony and particle swarm optimization turn out to be highly successful for optimization in
This textbook covers the mathematical foundations of the analysis of algorithms. The gist of the book is how to argue, without the burden of excessive formalism, that a given algorithm does what it is
In methodology, a two-equation generalized stochastic frontier model is used to study the dynamic and stochastic behavior of productive efficiency through time. The model represents an important exten
The book features new directions in analysis, with an emphasis on Hilbert space, mathematical physics, and stochastic processes. We interpret "non-commutative analysis" broadly to include re
The book features new directions in analysis, with an emphasis on Hilbert space, mathematical physics, and stochastic processes. We interpret "non-commutative analysis" broadly to include re
