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Financial Statistics and Mathematical Finance: Methods, Models and Applications
by Ansgar StelandMathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. Mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, it considers various aspects of the application of statistical methods in finance and illustrates some of the many ways that statistical tools are used in financial applications.Financial Statistics and Mathematical Finance:Provides an introduction to the basics of financial statistics and mathematical finance.Explains the use and importance of statistical methods in econometrics and financial engineering.Illustrates the importance of derivatives and calculus to aid understanding in methods and results.Looks at advanced topics such as martingale theory, stochastic processes and stochastic integration.Features examples throughout to illustrate applications in mathematical and statistical finance.Is supported by an accompanying website featuring R code and data sets.Financial Statistics and Mathematical Finance introduces the financial methodology and the relevant mathematical tools in a style that is both mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, both graduate students and researchers in statistics, finance, econometrics and business administration will benefit from this book.
Financial Technology: Proceedings of The International Conference on Business and Technology (ICBT 2021) (Lecture Notes in Networks and Systems #486)
by Allam Hamdan Bahaaeddin AlareeniThis book constitutes the refereed proceedings of the International Conference on Business and Technology (ICBT2021) organized by EuroMid Academy of Business & Technology (EMABT), held in Istanbul, between 06–07 November 2021. In response to the call for papers for ICBT2021, 485 papers were submitted for presentation and inclusion in the proceedings of the conference. After a careful blind refereeing process, 292 papers were selected for inclusion in the conference proceedings from forty countries. Each of these chapters was evaluated through an editorial board, and each chapter was passed through a double-blind peer-review process.The book highlights a range of topics in the fields of technology, entrepreneurship, business administration, accounting, and economics that can contribute to business development in countries, such as learning machines, artificial intelligence, big data, deep learning, game-based learning, management information system, accounting information system, knowledge management, entrepreneurship, and social enterprise, corporate social responsibility and sustainability, business policy and strategic management, international management and organizations, organizational behavior and HRM, operations management and logistics research, controversial issues in management and organizations, turnaround, corporate entrepreneurship, innovation, legal issues, business ethics, and firm governance, managerial accounting and firm financial affairs, non-traditional research, and creative methodologies.These proceedings are reflecting quality research contributing theoretical and practical implications, for those who are wise to apply the technology within any business sector. It is our hope that the contribution of this book proceedings will be of the academic level which even decision-makers in the various economic and executive-level will get to appreciate.
Finanzierung und Finanzmanagement: Lehr- Und Übungsbuch Für Das Master-studium
by Thomas Schuster Margarita UskovaDas Buch bietet eine sehr praxisorientierte und vertiefte Darstellung eines Unternehmens. Nach einem kurzen Überblick über die Grundlagen des Finanzmanagements lernt der Leser die Einzelheiten der Beteiligungs-, Fremd- und Innenfinanzierung kennen. Außerdem werden Finanzderivate wie zum Beispiel Optionen und Forward Rate Agreements dargestellt. Ein Kapitel über alternative Finanzierungsinstrumente, beispielsweise Factoring oder Leasing, runden das Lehrbuch ab. In jedem Kapitel führt ein Fallbeispiel in das Wissensgebiet ein. Die einzelnen Themen werden anschaulich durch viele Praxisbeispiele illustriert. Lernkontrollaufgaben dienen der Absicherung, dass der Leser den gelernten Stoff gut verstanden hat. Es handelt sich um ein sehr modernes Lehrbuch mit der konsequenten Verbindung von Theorie, Praxisbeispielen und vertiefenden Übungsaufgaben. Studierende finden zusätzliche Übungsaufgaben und Lösungen auf der Internetseite des Verlags. Für Lehrende werden weitere Materialien – bespielsweise PowerPoint-Folien und Klausuren – auf der Springer-Seite DozentenPLUS bereitgestellt. Das Buch wendet sich an Master-Studierende mit wirtschaftswissenschaftlichem Schwerpunkt, MBA-Studierende sowie an Praktiker in Finanzabteilungen von Unternehmen.
Finanzmathematik: Eine Einführung für Mathematik, Wirtschaftswissenschaften und Praxis
by Dennis Heitmann Thomas Skill Christian WeißBei der Anwendung finanzmathematischer Modelle im beruflichen Alltag ist es ein entscheidender Erfolgsfaktor, die Verknüpfung von Theorie und Praxis zu verstehen. Dieses Buch verbindet daher die Präsentation der Theorie hinter den zentralen Themen der Finanzmathematik durchgehend mit vielen Beispielen aus einem konkreten Anwendungsfeld. Dabei bringen die Autoren fortwährend ihre langjährigen Erfahrungen als Berufstätige in der Finanzbranche und als Wissenschaftler ein. In besonderer Weise richtet sich dieses Buch dadurch an Studierende der Mathematik, der Betriebs- und der Volkswirtschaftslehre, die sich für einen Schwerpunkt in Finanzmärkten und Anlagestrategien interessieren. Ergänzt wird die klare und verständliche Darstellung durch mehr als 60 Aufgaben inklusive Lösungen, die auch als Onlineressourcen in Excel umgesetzt und verfügbar sind. Damit keine weitere Literatur zu erforderlichen Vorkenntnissen herangezogen werden muss, sind in einem Anhang die notwendigen Grundlagen aus der Wirtschaftsmathematik und Statistik in kompakter und übersichtlicher Form zusammengefasst, sodass das vorliegende Buch auch für das Selbststudium hervorragend genutzt werden kann. Dadurch ist es ebenfalls im hohen Maße für Berufstätige aus der Praxis geeignet, die einen Hintergrund in den Wirtschaftswissenschaften oder der Mathematik mitbringen und auf der Suche nach einer anschaulichen und praxisorientierten Einführung sind oder ihr Wissen auffrischen möchten.
Finanzmathematik: Zins-, Renten- und Tilgungsrechnung verstehen (Studienbücher Wirtschaftsmathematik Ser.)
by Bernd KuppingerDie Finanzmathematik ist unter Wirtschaftswissenschaftlern nicht immer beliebt. Sie gilt als kompliziert und recht lernintensiv. Bernd Kuppinger will Ihnen in diesem Buch zeigen, dass das nicht so sein muss. Er erklärt Ihnen so verständlich wie möglich, was Sie über Zins-, Renten- und Tilgungsrechnung wissen müssen. Er gibt eine Einführung in die Investitionsrechnung und bringt Ihnen in einem eigenen Teil auch noch das mathematische Handwerkszeug näher, das Sie brauchen, um in der Finanzmathematik zu bestehen. Viele Beispiele helfen Ihnen, den Bezug zur Praxis herzustellen, und mit den zahlreichen Übungsaufgaben können Sie Ihr Wissen festigen und testen.
Finanzmathematik in diskreter Zeit
by Nicole Bäuerle Ulrich RiederDieses Lehrbuch bietet eine leicht verständliche Einführung in die moderne Finanzmathematik und erläutert grundlegende mathematische Konzepte der Optionsbewertung, der Portfolio-Optimierung und des Risikomanagements. Hierzu gehören die Preisbestimmung durch Arbitrageüberlegungen, die Preisbestimmung von amerikanischen Optionen über die Lösung optimaler Stopp-Probleme, die Bestimmung von optimalen Konsum- und Investitionsstrategien und Erwartungswert-Varianz Portfolios. Aktuelle Konzepte der Risikomessung wie Value at Risk und Expected Shortfall werden ebenso vorgestellt.Grundlagen in Stochastik und Optimierung reichen für das Verständnis der Inhalte aus und zahlreiche Übungsaufgaben mit ausführlichen Lösungen sowie drei Anhänge erleichtern das Selbststudium.
Finding Communities in Social Networks Using Graph Embeddings (Lecture Notes in Social Networks)
by David B. Skillicorn Mosab AlfaqeehCommunity detection in social networks is an important but challenging problem. This book develops a new technique for finding communities that uses both structural similarity and attribute similarity simultaneously, weighting them in a principled way. The results outperform existing techniques across a wide range of measures, and so advance the state of the art in community detection. Many existing community detection techniques base similarity on either the structural connections among social-network users, or on the overlap among the attributes of each user. Either way loses useful information. There have been some attempts to use both structure and attribute similarity but success has been limited. We first build a large real-world dataset by crawling Instagram, producing a large set of user profiles. We then compute the similarity between pairs of users based on four qualitatively different profile properties: similarity of language used in posts, similarity of hashtags used (which requires extraction of content from them), similarity of images displayed (which requires extraction of what each image is 'about'), and the explicit connections when one user follows another. These single modality similarities are converted into graphs. These graphs have a common node set (the users) but different sets a weighted edges. These graphs are then connected into a single larger graph by connecting the multiple nodes representing the same user by a clique, with edge weights derived from a lazy random walk view of the single graphs. This larger graph can then be embedded in a geometry using spectral techniques. In the embedding, distance corresponds to dissimilarity so geometric clustering techniques can be used to find communities. The resulting communities are evaluated using the entire range of current techniques, outperforming all of them. Topic modelling is also applied to clusters to show that they genuinely represent users with similar interests. This can form the basis for applications such as online marketing, or key influence selection.
Finding Fibonacci: The Quest to Rediscover the Forgotten Mathematical Genius Who Changed the World
by Keith DevlinIn 2000, Keith Devlin set out to research the life and legacy of the medieval mathematician Leonardo of Pisa, popularly known as Fibonacci, whose book Liber abbaci has quite literally affected the lives of everyone alive today. Although he is most famous for the Fibonacci numbers—which, it so happens, he didn't invent—Fibonacci's greatest contribution was as an expositor of mathematical ideas at a level ordinary people could understand. In 1202, Liber abbaci—the "Book of Calculation"—introduced modern arithmetic to the Western world. Yet Fibonacci was long forgotten after his death, and it was not until the 1960s that his true achievements were finally recognized.Finding Fibonacci is Devlin's compelling firsthand account of his ten-year quest to tell Fibonacci's story. Devlin, a math expositor himself, kept a diary of the undertaking, which he draws on here to describe the project's highs and lows, its false starts and disappointments, the tragedies and unexpected turns, some hilarious episodes, and the occasional lucky breaks. You will also meet the unique individuals Devlin encountered along the way, people who, each for their own reasons, became fascinated by Fibonacci, from the Yale professor who traced modern finance back to Fibonacci to the Italian historian who made the crucial archival discovery that brought together all the threads of Fibonacci's astonishing story.Fibonacci helped to revive the West as the cradle of science, technology, and commerce, yet he vanished from the pages of history. This is Devlin's search to find him.
Finding Fractals
by Amy TaoHave you ever seen a fractal? You probably have, and just didn’t know it! These repeating shapes can happen anywhere, whether in nature or in math—it’s easy to make one out of a series of lines and triangles! Follow along and make a fractal of your own in a fun craft.
Finding Ghosts in Your Data: Anomaly Detection Techniques with Examples in Python
by Kevin FeaselDiscover key information buried in the noise of data by learning a variety of anomaly detection techniques and using the Python programming language to build a robust service for anomaly detection against a variety of data types. The book starts with an overview of what anomalies and outliers are and uses the Gestalt school of psychology to explain just why it is that humans are naturally great at detecting anomalies. From there, you will move into technical definitions of anomalies, moving beyond "I know it when I see it" to defining things in a way that computers can understand.The core of the book involves building a robust, deployable anomaly detection service in Python. You will start with a simple anomaly detection service, which will expand over the course of the book to include a variety of valuable anomaly detection techniques, covering descriptive statistics, clustering, and time series scenarios. Finally, you will compare your anomaly detection service head-to-head with a publicly available cloud offering and see how they perform.The anomaly detection techniques and examples in this book combine psychology, statistics, mathematics, and Python programming in a way that is easily accessible to software developers. They give you an understanding of what anomalies are and why you are naturally a gifted anomaly detector. Then, they help you to translate your human techniques into algorithms that can be used to program computers to automate the process. You’ll develop your own anomaly detection service, extend it using a variety of techniques such as including clustering techniques for multivariate analysis and time series techniques for observing data over time, and compare your service head-on against a commercial service.What You Will LearnUnderstand the intuition behind anomaliesConvert your intuition into technical descriptions of anomalous dataDetect anomalies using statistical tools, such as distributions, variance and standard deviation, robust statistics, and interquartile rangeApply state-of-the-art anomaly detection techniques in the realms of clustering and time series analysisWork with common Python packages for outlier detection and time series analysis, such as scikit-learn, PyOD, and tslearnDevelop a project from the ground up which finds anomalies in data, starting with simple arrays of numeric data and expanding to include multivariate inputs and even time series dataWho This Book Is ForFor software developers with at least some familiarity with the Python programming language, and who would like to understand the science and some of the statistics behind anomaly detection techniques. Readers are not required to have any formal knowledge of statistics as the book introduces relevant concepts along the way.
Finding the Speed of Light: The 1676 Discovery That Dazzled The World
by Mark WestonKirkus Star Mark Weston’s high-interest story and Rebecca Evans’s colorful graphics make scientific discovery the coolest thing this side of Jupiter. More than two centuries before Einstein, using a crude telescope and a mechanical timepiece, Danish astronomer Ole Romer measured the speed of light with astounding accuracy. How was he able to do this when most scientists didn’t even believe that light traveled? Like many paradigm-shattering discoveries, Romer’s was accidental. Night after night he was timing the disappearance and reappearance of Jupiter’s moon Io behind the huge, distant planet. Eventually he realized that the discrepancies in his measurements could have only one explanation: Light had a speed, and it took longer to reach Earth when Earth was farther from Jupiter. All he needed then to calculate light’s speed was some fancy geometry.
Finding Zero: A Mathematician's Odyssey to Uncover the Origins of Numbers
by Amir D. Aczel“A captivating story, not just an intellectual quest but a personal one . . . gripping [and] filled with the passion and wonder of numbers.” —The New York TimesVirtually everything in our lives is digital, numerical, or quantified. But the story of how and where we got these numerals, which we so depend on, has for thousands of years been shrouded in mystery. Finding Zero is the saga of Amir Aczel’s lifelong obsession: to find the original sources of our numerals, perhaps the greatest abstraction the human mind has ever created.Aczel has doggedly crisscrossed the ancient world, scouring dusty, moldy texts, cross-examining so-called scholars who offered wildly differing sets of facts, and ultimately penetrating deep into a Cambodian jungle to find a definitive proof. Here, he takes the reader along for the ride.The history begins with Babylonian cuneiform numbers, followed by Greek and Roman letter numerals. Then Aczel asks: Where do the numbers we use today, the so-called Hindu-Arabic numerals, come from? It is this search that leads him to explore uncharted territory on a grand quest into India, Thailand, Laos, Vietnam, and ultimately into the wilds of Cambodia. There he is blown away to find the earliest zero—the keystone of our entire system of numbers—on a crumbling, vine-covered wall of a seventh-century temple adorned with eaten-away erotic sculptures.While on this odyssey, Aczel meets a host of fascinating characters: academics in search of truth, jungle trekkers looking for adventure, surprisingly honest politicians, shameless smugglers, and treacherous archaeological thieves—who finally reveal where our numbers come from.“A historical adventure that doubles as a surprisingly engaging math lesson . . . rip-roaring exploits and escapades.” —Publishers Weekly
Finish Line Mathematics for The Common Core State Standards Grade 3
by Continental Press StaffThe Finish Line Mathematics for the Common Core State Standards workbook provides instruction and practice for the Common Core State Standards for Mathematics recently adopted by your state. Lessons emphasize rigor of text and higher-order thinking skills, and focus on development of the process skills. The format features instruction with step-by-step examples, guided practice, and independent work. Students will answer selected response, constructed-response, and extended-response questions. To align with the Common Core requirements, Finish Line practice builds on the underlying structure of mathematics to prepare students for algebra by the end of grade 7. Reviews at the end of each unit and a practice test at the end of the book help you monitor progress.
Finish Line Mathematics for the Common Core State Standards Grade 4
by Continental Press StaffFinish Line Mathematics for the Common Core State Standards will help you prepare for math tests. Each year in math class, you learn new skills and ideas. This book focuses on the math skills and ideas that are the most important for each grade. It is important to master the concepts you learn each year because mathematical ideas and skills build on each other. The things you learn this year will help you understand and master the skills you will learn next year.
Finite and Boundary Element Tearing and Interconnecting Solvers for Multiscale Problems
by Clemens PechsteinTearing and interconnecting methods, such as FETI, FETI-DP, BETI, etc., are among the most successful domain decomposition solvers for partial differential equations. The purpose of this book is to give a detailed and self-contained presentation of these methods, including the corresponding algorithms as well as a rigorous convergence theory. In particular, two issues are addressed that have not been covered in any monograph yet: the coupling of finite and boundary elements within the tearing and interconnecting framework including exterior problems, and the case of highly varying (multiscale) coefficients not resolved by the subdomain partitioning. In this context, the book offers a detailed view to an active and up-to-date area of research.
Finite Approximations in Discrete-Time Stochastic Control: Quantized Models And Asymptotic Optimality (Systems And Control: Foundations And Applications Ser.)
by Serdar Yüksel Tamás Linder Naci SaldiIn a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.
Finite Automata
by null Mark V. LawsonInterest in finite automata theory continues to grow, not only because of its applications in computer science, but also because of more recent applications in mathematics, particularly group theory and symbolic dynamics. The subject itself lies on the boundaries of mathematics and computer science, and with a balanced approach that does justice to
Finite Blaschke Products and Their Connections
by William T. Ross Stephan Ramon Garcia Javad MashreghiThis monograph offers an introduction to finite Blaschke products and their connections to complex analysis, linear algebra, operator theory, matrix analysis, and other fields. Old favorites such as the Carathéodory approximation and the Pick interpolation theorems are featured, as are many topics that have never received a modern treatment, such as the Bohr radius and Ritt's theorem on decomposability. Deep connections to hyperbolic geometry are explored, as are the mapping properties, zeros, residues, and critical points of finite Blaschke products. In addition, model spaces, rational functions with real boundary values, spectral mapping properties of the numerical range, and the Darlington synthesis problem from electrical engineering are also covered.Topics are carefully discussed, and numerous examples and illustrations highlight crucial ideas. While thorough explanations allow the reader to appreciate the beauty of the subject, relevant exercises following each chapter improve technical fluency with the material. With much of the material previously scattered throughout mathematical history, this book presents a cohesive, comprehensive and modern exposition accessible to undergraduate students, graduate students, and researchers who have familiarity with complex analysis.
Finite Difference Computing with PDEs
by Hans Petter Langtangen Svein LingeThis easy-to-read book introduces the basics of solving partial differential equations by means of finite difference methods. Unlike many of the traditional academic works on the topic, this book was written for practitioners. Accordingly, it especially addresses: the construction of finite difference schemes, formulation and implementation of algorithms, verification of implementations, analyses of physical behavior as implied by the numerical solutions, and how to apply the methods and software to solve problems in the fields of physics and biology. This book is open access under a CC BY license.
Finite Difference Methods,Theory and Applications
by Ivan Dimov István Faragó Lubin VulkovThis book constitutes the thoroughly refereed post-conference proceedings of the 6th International Conference on Finite Difference Methods, FDM 2014, held in Lozenetz, Bulgaria, in June 2014. The 36 revised full papers were carefully reviewed and selected from 62 submissions. These papers together with 12 invited papers cover topics such as finite difference and combined finite difference methods as well as finite element methods and their various applications in physics, chemistry, biology and finance.
Finite Difference Methods. Theory and Applications: 7th International Conference, FDM 2018, Lozenetz, Bulgaria, June 11-16, 2018, Revised Selected Papers (Lecture Notes in Computer Science #11386)
by Lubin Vulkov István Faragó Ivan DimovThis book constitutes the refereed conference proceedings of the 7th International Conference on Finite Difference Methods, FDM 2018, held in Lozenetz, Bulgaria, in June 2018.The 69 revised full papers presented together with 11 invited papers were carefully reviewed and selected from 94 submissions. They deal with many modern and new numerical techniques like splitting techniques, Green’s function method, multigrid methods, and immersed interface method.
The Finite-Difference Modelling of Earthquake Motions
by Peter Moczo Jozef Kristek Martin Galis Miriam Kristekova Emmanuel Chaljub Martin Käser Peter Klin Christian Pelties Peter Moczo Jozef Kristek Martin Galis Miriam Kristekova Emmanuel Chaljub Martin Käser Peter KlinAmong all the numerical methods in seismology, the finite-difference (FD) technique provides the best balance of accuracy and computational efficiency. This book offers a comprehensive introduction to FD and its applications to earthquake motion. Using a systematic tutorial approach, the book requires only undergraduate degree-level mathematics and provides a user-friendly explanation of the relevant theory. It explains FD schemes for solving wave equations and elastodynamic equations of motion in heterogeneous media, and provides an introduction to the rheology of viscoelastic and elastoplastic media. It also presents an advanced FD time-domain method for efficient numerical simulations of earthquake ground motion in realistic complex models of local surface sedimentary structures. Accompanied by a suite of online resources to help put the theory into practice, this is a vital resource for professionals and academic researchers using numerical seismological techniques, and graduate students in earthquake seismology, computational and numerical modelling, and applied mathematics.
The Finite Difference Time Domain Method for Electromagnetics
by Karl S. Kunz Raymond J. LuebbersThe Finite-Difference Time-domain (FDTD) method allows you to compute electromagnetic interaction for complex problem geometries with ease. The simplicity of the approach coupled with its far-reaching usefulness, create the powerful, popular method presented in The Finite Difference Time Domain Method for Electromagnetics. This volume offers timeless applications and formulations you can use to treat virtually any material type and geometry.The Finite Difference Time Domain Method for Electromagnetics explores the mathematical foundations of FDTD, including stability, outer radiation boundary conditions, and different coordinate systems. It covers derivations of FDTD for use with PEC, metal, lossy dielectrics, gyrotropic materials, and anisotropic materials. A number of applications are completely worked out with numerous figures to illustrate the results. It also includes a printed FORTRAN 77 version of the code that implements the technique in three dimensions for lossy dielectric materials. There are many methods for analyzing electromagnetic interactions for problem geometries. With The Finite Difference Time Domain Method for Electromagnetics, you will learn the simplest, most useful of these methods, from the basics through to the practical applications.
Finite-Dimensional Linear Algebra (Discrete Mathematics and Its Applications)
by Mark S. GockenbachThis text provides a solid foundation for the study of advanced mathematics and covers many interesting applications of linear algebra, which show how linear algebra is essential in such diverse areas as combinatorics, differential equations, optimization, and approximation. The book discusses important concepts and methods from numerical linear algebra and contains a range of exercises in each section, including some that can be solved using a computer package such as MATLAB. It also incorporates mini-projects that encourage students to develop topics not covered in the text. A forthcoming solutions manual is available for qualifying instructors.
Finite-Dimensional Vector Spaces: Second Edition (Dover Books on Mathematics #7)
by Paul R. HalmosA fine example of a great mathematician's intellect and mathematical style, this classic on linear algebra is widely cited in the literature. The treatment is an ideal supplement to many traditional linear algebra texts and is accessible to undergraduates with some background in algebra. "This is a classic but still useful introduction to modern linear algebra. It is primarily about linear transformations … It's also extremely well-written and logical, with short and elegant proofs. … The exercises are very good, and are a mixture of proof questions and concrete examples. The book ends with a few applications to analysis … and a brief summary of what is needed to extend this theory to Hilbert spaces." — Allen Stenger, MAA Reviews, maa.org, May, 2016."The theory is systematically developed by the axiomatic method that has, since von Neumann, dominated the general approach to linear functional analysis and that achieves here a high degree of lucidity and clarity. The presentation is never awkward or dry, as it sometimes is in other 'modern' textbooks; it is as unconventional as one has come to expect from the author. The book contains about 350 well-placed and instructive problems, which cover a considerable part of the subject. All in all this is an excellent work, of equally high value for both student and teacher." — Zentralblatt für Mathematik.