Springer imprint: 58640 books
by L. C. G. Rogers
Language: English
Release Date: January 10, 2013
Language: English
Release Date: January 10, 2013
Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics.
Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques
that the book also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.
From Particle Systems to Partial Differential Equations
Particle Systems and PDEs, Braga, Portugal, December 2012
Language: English
Release Date: May 17, 2014
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012.
The purpose of the conference was to...
Backward Stochastic Differential Equations
From Linear to Fully Nonlinear Theory
Language: English
Release Date: August 22, 2017
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second...
by
Language: English
Release Date: January 30, 2014
Language: English
Release Date: January 30, 2014
This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and...
by Pavel S. Knopov, Olena N. Deriyeva
Language: English
Release Date: September 17, 2013
Language: English
Release Date: September 17, 2013
Focusing on research surrounding aspects of insufficiently studied problems of estimation and optimal control of random fields, this book exposes some important aspects of those fields for systems modeled by stochastic partial differential equations. It contains many results of interest to specialists...
Nonelliptic Partial Differential Equations
Analytic Hypoellipticity and the Courage to Localize High Powers of T
Language: English
Release Date: July 26, 2011
This book provides a very readable description of a technique, developed by the author years ago but as current as ever, for proving that solutions to certain (non-elliptic) partial differential equations only have real analytic solutions when the data are real analytic (locally). The technique is...
by Barnabás Bede, Lucian Coroianu, Sorin G. Gal
Language: English
Release Date: August 8, 2016
Language: English
Release Date: August 8, 2016
This monograph presents a broad treatment of developments in an area of constructive approximation involving the so-called "max-product" type operators. The exposition highlights the max-product operators as those which allow one to obtain, in many cases, more valuable estimates than those...
Advances in Computer Algebra
In Honour of Sergei Abramov's' 70th Birthday, WWCA 2016, Waterloo, Ontario, Canada
Language: English
Release Date: February 26, 2018
This book discusses the latest advances in algorithms for symbolic summation, factorization, symbolic-numeric linear algebra and linear functional equations. It presents a collection of papers on original research topics from the Waterloo Workshop on Computer Algebra (WWCA-2016), a satellite workshop...
Fundamental Solutions of Linear Partial Differential Operators
Theory and Practice
Language: English
Release Date: August 5, 2015
This monograph provides the theoretical foundations needed for the construction of fundamental solutions and fundamental matrices of (systems of) linear partial differential equations. Many illustrative examples also show techniques for finding such solutions in terms of integrals. Particular attention...
Strengthening Information and Control Systems
The Synergy Between Information Technology and Accounting Models
Language: English
Release Date: December 21, 2015
This book presents a collection of original research papers focused on the relationship between information technology and accounting and control models. The book discusses the importance of establishing a synergetic relationship between new information technologies (ERP, BI, web-based technology,...
Public Sector Enterprises in India
The Impact of Disinvestment and Self Obligation on Financial Performance
Language: English
Release Date: June 5, 2014
The book examines the various aspects of non-financial central public sector enterprises (PSEs) in India, for a period from 1986-87 to 2010-11. The analysis is based on all the key financial ratios; namely, profitability, efficiency, liquidity, leverage and productivity.
Liberalization and...
Network, Smart and Open
Three Keywords for Information Systems Innovation
Language: English
Release Date: February 4, 2018
This book presents a collection of original research papers addressing the relationship between information systems (IS) and innovation. “Open”, “Smart” and “Network” are three keywords that are currently guiding information systems (IS) innovation, enhancing IS potentialities and their...
Management and Valuation of Heritage Assets
A Comparative Analysis Between Italy and USA
Language: English
Release Date: October 29, 2013
The valuation of Heritage Assets (HA), which are a vital resource for the non-profit public or private organizations operating in the heritage sector is on the one hand sometimes difficult to do, and on the other, can be excessively costly with respect to the correlated disclosure benefits. The growing...
Quantitative Energy Finance
Modeling, Pricing, and Hedging in Energy and Commodity Markets
Language: English
Release Date: August 28, 2013
Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new—and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of...