One of the most important tasks in finance is to find good mathematical models for financial products, in particular derivatives. However, the more realistic the model, the more practitioners face still-unsolved problems in rigorous mathematics and econometrics, in addition to serious numerical difficulties. The idea behind this book is to...
This volume contains the proceedings of the AMS Special Sessions on Algorithmic Probability and Combinatories held at DePaul University on October 5-6, 2007 and at the University of British Columbia on October 4-5, 2008.
This volume collects cutting-edge research and expository on algorithmic probability and combinatories. It...
Too much mathematical rigor teaches rigor mortis: the fear of making
an unjustified leap even when it lands on a correct result. Instead of
paralysis, have courage—shoot first and ask questions later. Although
unwise as public policy, it is a valuable problem-solving philosophy, and
it is the theme of this book: how to...
The IMA Workshop on Evolutionary Algorithms brought together many of the top researchers in the area of Evolutionary Computation for a week of intensive interaction. The field of Evolutionary Computation has developed significantly over the past 30 years and today consists of a variety of subfields such as genetic algorithms, evolution...
This book is Volume III of the series DSP for MATLAB™ and LabVIEW™. Volume III covers digital filter design, including the specific topics of FIR design via windowed-ideal-lowpass filter, FIR highpass, bandpass, and bandstop filter design from windowed-ideal lowpass filters, FIR design using the transition-band-optimized Frequency...
This book is designed to start with simple examples that progressively develop the reader's confidence to take on more complex tasks. There is very little theoretical discussion about computer science, operations research algorithms, mathematics, or finance. The thrust of the book is to teach the reader to break complex tasks down into...
This is a mathematics textbook with theorems and proofs. The choice of topics has been guided by the needs of computer science students. The method of semantic tableaux provides an elegant way to teach logic that is both theoretically sound and yet sufficiently elementary for undergraduates. In order to provide a balanced treatment of logic,...
Substantially revised, reorganised and updated, the second edition now comprises eighteen chapters, carefully arranged in a straightforward and logical manner, with many new results and open problems.
As well as covering the theoretical aspects of the subject, with detailed proofs of many important results, the authors present...
Permutation group algorithms are indispensable in the proofs of many deep results, including the construction and study of sporadic finite simple groups. This work describes the theory behind permutation group algorithms, up to the most recent developments based on the classification of finite simple groups. Rigorous complexity estimates,...
In this book we generate graphic images using the software Mathematica thus providing a gentle and enjoyable introduction to this rather technical software and its graphic capabilities.
The programs we use for generating these graphics are easily adaptable to many variations.