The goal of this book is to model financial instruments, such as options, bonds and interest-rate products by partial differential equations, finite differences and C++. It is intended for IT and quantitative finance professionals who know this material and wish to deepen their knowledge and for those readers who use...
Algorithms in C is a comprehensive repository of algorithms, complete with code. If you're in a pinch and need to code something up fast, this book is the place to look. Starting with basic data structures, Algorithms in C covers an enormous scope of information, with extensive treatment of searching and advanced data structures,...
This volume discusses a construction situated at the intersection of two different mathematical fields: Abstract harmonic analysis, understood as the theory of group representations and their decomposition into irreducibles on the one hand, and wavelet (and related) transforms on the other. In a sense the volume reexamines one of the roots of...
An accessible introduction to real analysis and its connection to elementary calculus
Bridging the gap between the development and history of real analysis, Introduction to Real Analysis: An Educational Approach presents a comprehensive introduction to real analysis while also offering a survey of the field. With its...
The hybrid/heterogeneous nature of future microprocessors and large high-performance computing systems will result in a reliance on two major types of components: multicore/manycore central processing units and special purpose hardware/massively parallel accelerators. While these technologies have numerous benefits, they also pose substantial...
According to the Encyclopaedia Britannica, the "middle infrared" region covers the portion of the electromagnetic spectrum between 400 and 4000 wave numbers, which corresponds to the wavelength range 2.5-25 gin. This range is of particular interest for many applications, especially for spectroscopy, since the electromagnetic frequencies...
Computational Colour Science using MATLAB offers a practical, problem-based approach to colour physics. The book focuses on the key issues encountered in modern colour engineering, including efficient representation of colour information, fourier analysis of reflectance spectra and advanced colorimetric computation. Emphasis is...
This text is a single variable real analysis text, designed for the one-year course at the junior, senior, or beginning graduate level. It provides a rigorous and comprehensive treatment of the theoretical concepts of analysis. The book contains most of the topics covered in a text of this nature, but it also includes many...
A thorough guide to the classical and contemporary mathematical methods of modern signal and image processing
Discrete Fourier Analysis and Wavelets presents a thorough introduction to the mathematical foundations of signal and image processing. Key concepts and applications are addressed in a thought-provoking...
Supercharge options analytics and hedging using the power ofPython
Derivatives Analytics with Python shows you how toimplement market-consistent valuation and hedging approaches usingadvanced financial models, efficient numerical techniques, and thepowerful capabilities of the Python programming language. Thisunique...
Concisely covers all the important concepts in an easy-to-understand way
Gaining a strong sense of signals and systems fundamentals is key for general proficiency in any electronic engineering discipline, and critical for specialists in signal processing, communication, and control. At the same time, there is a pressing need...
This book presents an introduction to the principles of the fast Fourier transform
(FFT). It covers FFTs, frequency domain filtering, and applications to video and
audio signal processing.
As fields like communications, speech and image processing, and related areas
are rapidly developing, the FFT as one of the essential...
