Posted by **AvaxGenius** at Feb. 17, 2018

English | PDF,EPUB | 2018 | 134 Pages | ISBN : 3319741004 | 4.43 MB

This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives and calculating risk contributions to Value-at-Risk and Expected Shortfall in credit portfolios under various default correlation models. These standard problems involve the computation of tail probabilities and tail expectations of the corresponding underlying state variables.

Posted by **arundhati** at Feb. 8, 2018

Posted by **AvaxGenius** at Feb. 5, 2018

Polynomial optimization have been a hot research topic for the past few years and its applications range from Operations Research, biomedical engineering, investment science, to quantum mechanics, linear algebra, and signal processing, among many others. In this brief the authors discuss some important subclasses of polynomial optimization models arising from various applications, with a focus on approximations algorithms with guaranteed worst case performance analysis. The brief presents a clear view of the basic ideas underlying the design of such algorithms and the benefits are highlighted by illustrative examples showing the possible applications.

Posted by **Jeembo** at Jan. 27, 2018

English | 2017 | ISBN: 3319656775 | 132 Pages | PDF | 5.7 MB

This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems. The material is new and the presentation is reader-friendly.

Posted by **DZ123** at Jan. 24, 2018

English | 2003 | ISBN: 3527403884 | PDF | pages: 229 | 6.7 mb

Posted by **roxul** at Jan. 22, 2018

English | EPUB | 2017 |193 Pages | ISBN : 3319587943 | 3 MB

Posted by **hill0** at Jan. 18, 2018

English | 18 Apr. 2017 | ISBN: 9811029318 | 360 Pages | PDF (True) | 6.68 MB

This textbook provides students with a solid introduction to the techniques of approximation commonly used in data analysis across physics and astronomy. The choice of methods included is based on their usefulness and educational value,

Posted by **DZ123** at Jan. 1, 2018

English | 2009 | ISBN: 3642034128 | PDF | pages: 683 | 9.5 mb

Posted by **insetes** at Dec. 25, 2017

2011 | 358 Pages | ISBN: 0821849115 | PDF | 2 MB

Posted by **arundhati** at Dec. 18, 2017

2002 | ISBN-10: 0471219274, 0471024031 | 400 pages | PDF | 5 MB