Numerical Solution Of Sde Through Computer Experiments PDF Download
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| Author | : Peter Eris Kloeden |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 304 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 3642579132 |
Download Numerical Solution of SDE Through Computer Experiments Book in PDF, ePub and Kindle
This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.
| Author | : Peter E. Kloeden |
| Publisher | : |
| Total Pages | : 292 |
| Release | : 1994 |
| Genre | : |
| ISBN | : |
Download Numerical Solution of SDE Through Computer Experiments Book in PDF, ePub and Kindle
| Author | : Simo Särkkä |
| Publisher | : Cambridge University Press |
| Total Pages | : 327 |
| Release | : 2019-05-02 |
| Genre | : Business & Economics |
| ISBN | : 1316510085 |
Download Applied Stochastic Differential Equations Book in PDF, ePub and Kindle
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
| Author | : Peter E. Kloeden |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 680 |
| Release | : 2011-06-15 |
| Genre | : Mathematics |
| ISBN | : 9783540540625 |
Download Numerical Solution of Stochastic Differential Equations Book in PDF, ePub and Kindle
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP
| Author | : Peter E. Kloeden |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 666 |
| Release | : 2013-04-17 |
| Genre | : Mathematics |
| ISBN | : 3662126168 |
Download Numerical Solution of Stochastic Differential Equations Book in PDF, ePub and Kindle
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP
| Author | : Carlo Laing |
| Publisher | : Oxford University Press |
| Total Pages | : 399 |
| Release | : 2010 |
| Genre | : Mathematics |
| ISBN | : 0199235074 |
Download Stochastic Methods in Neuroscience Book in PDF, ePub and Kindle
Computational or mathematical neuroscience is a research area currently of great interest, due to, amongst other factors, rapid increases in computing power, increases in the ability to record large amounts of neurophysiological data, and a realisation amongst both neuroscientists and mathematicians that each can benefit from collaborating with the other. Suitable for graduates and researchers in computational neuroscience, stochastic systems, and neuroscientists seeking to learn more about recent advances in the modelling and analysis of noisy neural systems, this text presents an overview of neuroscience and the role of noise via a series of self-contained chapters on major aspects, written by experts in their particular field. These range over Markov chain models for ion channel release, stochastically forced single neurons and population of neurons, statistical methods for parameter estimation, and the numerical approximation these models. Each chapter will give an overview of a particular topic, including its history, important results in the area, and future challenges.
| Author | : Daniel J. Duffy |
| Publisher | : John Wiley & Sons |
| Total Pages | : 551 |
| Release | : 2022-03-14 |
| Genre | : Business & Economics |
| ISBN | : 1119719720 |
Download Numerical Methods in Computational Finance Book in PDF, ePub and Kindle
This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners, novices and expert users. Part A Mathematical Foundation for One-Factor Problems Chapters 1 to 7 introduce the mathematical and numerical analysis concepts that are needed to understand the finite difference method and its application to computational finance. Part B Mathematical Foundation for Two-Factor Problems Chapters 8 to 13 discuss a number of rigorous mathematical techniques relating to elliptic and parabolic partial differential equations in two space variables. In particular, we develop strategies to preprocess and modify a PDE before we approximate it by the finite difference method, thus avoiding ad-hoc and heuristic tricks. Part C The Foundations of the Finite Difference Method (FDM) Chapters 14 to 17 introduce the mathematical background to the finite difference method for initial boundary value problems for parabolic PDEs. It encapsulates all the background information to construct stable and accurate finite difference schemes. Part D Advanced Finite Difference Schemes for Two-Factor Problems Chapters 18 to 22 introduce a number of modern finite difference methods to approximate the solution of two factor partial differential equations. This is the only book we know of that discusses these methods in any detail. Part E Test Cases in Computational Finance Chapters 23 to 26 are concerned with applications based on previous chapters. We discuss finite difference schemes for a wide range of one-factor and two-factor problems. This book is suitable as an entry-level introduction as well as a detailed treatment of modern methods as used by industry quants and MSc/MFE students in finance. The topics have applications to numerical analysis, science and engineering. More on computational finance and the author’s online courses, see www.datasim.nl.
| Author | : Uwe Windhorst |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 1336 |
| Release | : 2012-12-06 |
| Genre | : Medical |
| ISBN | : 3642585523 |
Download Modern Techniques in Neuroscience Research Book in PDF, ePub and Kindle
An overview of the techniques used in modern neuroscience research with the emphasis on showing how different techniques can optimally be combined in the study of problems that arise at some levels of nervous system organization. This is essentially a working tool for the scientist in the laboratory and clinic, providing detailed step-by-step protocols with tips and recommendations. Most chapters and protocols are organized such that they can be used independently, while cross-references between the chapters, a glossary, a list of suppliers and appendices provide further help.
| Author | : Ivan Dimov |
| Publisher | : Springer |
| Total Pages | : 785 |
| Release | : 2017-04-11 |
| Genre | : Computers |
| ISBN | : 3319570994 |
Download Numerical Analysis and Its Applications Book in PDF, ePub and Kindle
This book constitutes thoroughly revised selected papers of the 6th International Conference on Numerical Analysis and Its Applications, NAA 2016, held in Lozenetz, Bulgaria, in June 2016. The 90 revised papers presented were carefully reviewed and selected from 98 submissions. The conference offers a wide range of the following topics: Numerical Modeling; Numerical Stochastics; Numerical Approx-imation and Computational Geometry; Numerical Linear Algebra and Numer-ical Solution of Transcendental Equations; Numerical Methods for Differential Equations; High Performance Scientific Computing; and also special topics such as Novel methods in computational finance based on the FP7 Marie Curie Action,Project Multi-ITN STRIKE - Novel Methods in Compu-tational Finance, Grant Agreement Number 304617; Advanced numerical and applied studies of fractional differential equations.
| Author | : Rüdiger U. Seydel |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 256 |
| Release | : 2013-06-29 |
| Genre | : Mathematics |
| ISBN | : 3662225514 |
Download Tools for Computational Finance Book in PDF, ePub and Kindle
Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering.
