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...

• Detailed treatment of public key cryptography with detailed coverage of the RSA algorithm that is now in the public domain
• Explains and includes an implementation of Rijndael, the new American Encryption Standard in both C and C++
• Not toy code(tm), but a practical treatment of modern cryptographic...

The number of models available in neural network literature is quite large. Very often the treatment is mathematical and complex. This book provides illustrative examples in C++ that the reader can use as a basis for further experimentation. A key to learning about neural networks to appreciate their inner workings is to experiment. Neural...

This timely book, A Matrix Handbook for Statisticians, provides a comprehensive, encyclopedic treatment of matrices as they relate to both statistical concepts and methodologies. Written by an experienced authority on matrices and...

The present collection of formulas has been composed for students of economics or management science at universities, colleges and trade schools. It contains basic knowledge in mathematics, financial mathematics and statistics in a compact and clearly arranged form. This volume is meant to be a reference work to be used by students of...

In these Messenger Lectures, originally delivered at Cornell University and recorded for television by the BBC, Richard Feynman offers an overview of selected physical laws and gathers their common features into one broad principle of invariance. He maintains at the outset that the importance of a physical law is not "how clever...

This volume collects the proceedings of two related international conferences on foundations and practical applications of mathematical methods of data analysis, of Formal Concept Analysis and of methods for information extraction from natural language texts. The first conference, named Knowledge - Ontology - Theory 2007 (KONT 2007),...