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Advanced Mathematical Methods for Finance

by Giulia Di Nunno Bernt Øksendal

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.

Advanced Mathematics and Mechanics Applications Using MATLAB

by David Halpern Howard B. Wilson Louis H. Turcotte

Advanced Mathematics and Mechanics Applications Using MATLAB, Third Edition features extensive revisions that bring this best-selling text in line with MATLAB 6.x, especially its graphics and animation capabilities. It incorporates material on time dependent solutions of linear partial differential equations, a chapter on eigenvalue problems, and more than 300 pages of MATLAB solutions to important applications. The authors provide an abundance of additional physical examples related to heat conduction, inviscid fluid flow, geometrical properties, stress analysis, and multi-dimensional optimizations. The source code for all of the programs presented is freely available for download from the CRC website.

Advanced Mechanics and General Relativity

by Joel Franklin

Aimed at advanced undergraduates with background knowledge of classical mechanics and electricity and magnetism, this textbook presents both the particle dynamics relevant to general relativity, and the field dynamics necessary to understand the theory. Focusing on action extremization, the book develops the structure and predictions of general relativity by analogy with familiar physical systems. Topics ranging from classical field theory to minimal surfaces and relativistic strings are covered in a homogeneous manner. Nearly 150 exercises and numerous examples throughout the textbook enable students to test their understanding of the material covered. A tensor manipulation package to help students overcome the computational challenge associated with general relativity is available on a site hosted by the author. A link to this and to a solutions manual can be found at www. cambridge. org/9780521762458.

Advanced Mechanics of Structures

by Demeter G. Fertis

This work details general theories and reliable analysis techniques for solving real-world problems in linear and non-linear mechanics. This book looks at the structural and mechanical behaviour of components such as beams, frames and plates of both uniform and variable stiffness in terms of both stress and deformation. It also emphasizes the challenging demands of industry. College or university bookstores may order five or more copies at a special student price, available on request from Marcel Dekker, Inc.

Advanced Membrane Technology and Applications

by Norman N Li W. S. Ho Takeshi Matsuura Anthony G. Fane

Advanced membranes-from fundamentals and membrane chemistry to manufacturing and applicationsA hands-on reference for practicing professionals, Advanced Membrane Technology and Applications covers the fundamental principles and theories of separation and purification by membranes, the important membrane processes and systems, and major industrial applications. It goes far beyond the basics to address the formulation and industrial manufacture of membranes and applications.This practical guide: Includes coverage of all the major types of membranes: ultrafiltration; microfiltration; nanofiltration; reverse osmosis (including the recent high-flux and low-pressure membranes and anti-fouling membranes); membranes for gas separations; and membranes for fuel cell uses Addresses six major topics: membranes and applications in water and wastewater; membranes for biotechnology and chemical/biomedical applications; gas separations; membrane contractors and reactors; environmental and energy applications; and membrane materials and characterization Includes discussions of important strategic issues and the future of membrane technologyWith chapters contributed by leading experts in their specific areas and a practical focus, this is the definitive reference for professionals in industrial manufacturing and separations and research and development; practitioners in the manufacture and applications of membranes; scientists in water treatment, pharmaceutical, food, and fuel cell processing industries; process engineers; and others. It is also an excellent resource for researchers in industry and academia and graduate students taking courses in separations and membranes and related fields.

Advanced methods for fault diagnosis and fault-tolerant control

by Steven X. Ding

The major objective of this book is to introduce advanced design and (online) optimization methods for fault diagnosis and fault-tolerant control from different aspects. Under the aspect of system types, fault diagnosis and fault-tolerant issues are dealt with for linear time-invariant and time-varying systems as well as for nonlinear and distributed (including networked) systems. From the methodological point of view, both model-based and data-driven schemes are investigated.To allow for a self-contained study and enable an easy implementation in real applications, the necessary knowledge as well as tools in mathematics and control theory are included in this book. The main results with the fault diagnosis and fault-tolerant schemes are presented in form of algorithms and demonstrated by means of benchmark case studies. The intended audience of this book are process and control engineers, engineering students and researchers with control engineering background.

Advanced Methods for Human Biometrics (Smart Sensors, Measurement and Instrumentation #40)

by Nabil Derbel Olfa Kanoun

The book highlights recent developments in human biometrics, covering a wide range of methods based on biological signals, image processing, and measurements of human characteristics such as fingerprints and iris or medical characteristics. Human Biometrics is becoming increasingly crucial in forensics security and medicine. They provide a solid basis for identifying individuals based on unique physical characteristics or diseases based on characteristic biomedical measurements. As such, the book offers an essential reference guide about biometry methods for students, engineers, designers, and technicians.

Advanced Methods in Structural Biology (Springer Protocols Handbooks)

by Toshiya Senda Katsumi Maenaka

This book provides practical information on a whole set of protein experiments for advanced structural biology, such as X-ray crystallography, NMR, electron microscopy, advanced mass spectroscopy, and surface plasmon resonance, as well as a wide variety of expression systems including eukaryotic and in vitro expression. In the past decade, structural genomics studies have pushed forward the development of automated methods in the field of structural biology, however there is an increasing need for the structural analysis of difficult targets, such as large protein complexes and membrane proteins, which are hard to achieve using conventional automated methods, and require knowledge that goes beyond standard protein chemistry protocols. To address these problems and to help researchers develop novel methods, this volume provides examples of the development of new protein investigation methods and their theoretical background. This book particularly appeals to graduate students, postdoctoral researchers, young investigators wishing to gain a better understanding of the theory behind experiments, and those seeking further advanced, practical structural biology methods.

Advanced Methods in Structural Biology (Methods in Molecular Biology #2652)

by Ângela Sousa Luis Passarinha

This volume explores the latest integrated bioprocesses and technologies used to study the production of the target recombinant protein of therapeutic or diagnostic interest; its isolation, purification, and stabilization; and the bio-interaction and structural analyses. The chapters in this book are organized into four parts. Part One covers production methods of soluble and membrane proteins in prokaryotic and eukaryotic expression systems, such as Lactococcus lactis and Escherichia coli. Part Two describes traditional and novel approaches for recombinant protein purification and stabilization, and buffers and additives. Part Three discusses automated methods in structural biology based on in silico approaches; and Part Four provides examples of advanced protein investigation methodologies to assess structural analysis such as high-throughput protein crystallization and time-resolved serial crystallography. Written in the highly successful Methods in Molecular Biology series format, chapters include introductions to their respective topics, lists of the necessary materials and reagents, step-by-step, readily reproducible laboratory protocols, and tips on troubleshooting and avoiding known pitfalls.Cutting-edge and comprehensive, Advanced Methods in Structural Biology is a valuable resource to those in academia (i.e., graduate students and postdoctoral researchers) and researchers in the pharmaceutical industry who wish to learn more about this developing field. Chapter 5 is available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.

Advanced Methods of Biomedical Signal Processing (IEEE Press Series on Biomedical Engineering #27)

by Sergio Cerutti Carlo Marchesi

This book grew out of the IEEE-EMBS Summer Schools on Biomedical Signal Processing, which have been held annually since 2002 to provide the participants state-of-the-art knowledge on emerging areas in biomedical engineering. Prominent experts in the areas of biomedical signal processing, biomedical data treatment, medicine, signal processing, system biology, and applied physiology introduce novel techniques and algorithms as well as their clinical or physiological applications. The book provides an overview of a compelling group of advanced biomedical signal processing techniques, such as multisource and multiscale integration of information for physiology and clinical decision; the impact of advanced methods of signal processing in cardiology and neurology; the integration of signal processing methods with a modelling approach; complexity measurement from biomedical signals; higher order analysis in biomedical signals; advanced methods of signal and data processing in genomics and proteomics; and classification and parameter enhancement.

Advanced Methods of Continuum Mechanics for Materials and Structures (Advanced Structured Materials #60)

by Konstantin Naumenko Marcus Aßmus

This volume presents a collection of contributions on advanced approaches of continuum mechanics, which were written to celebrate the 60th birthday of Prof. Holm Altenbach. The contributions are on topics related to the theoretical foundations for the analysis of rods, shells and three-dimensional solids, formulation of constitutive models for advanced materials, as well as development of new approaches to the modeling of damage and fractures.

Advanced Methods of Solid Oxide Fuel Cell Modeling (Green Energy and Technology)

by Jarosław Milewski Pierluigi Leone Massimo Santarelli Konrad Świrski

Fuel cells are widely regarded as the future of the power and transportation industries. Intensive research in this area now requires new methods of fuel cell operation modeling and cell design. Typical mathematical models are based on the physical process description of fuel cells and require a detailed knowledge of the microscopic properties that govern both chemical and electrochemical reactions. Advanced Methods of Solid Oxide Fuel Cell Modeling proposes the alternative methodology of generalized artificial neural networks (ANN) solid oxide fuel cell (SOFC) modeling. Advanced Methods of Solid Oxide Fuel Cell Modeling provides a comprehensive description of modern fuel cell theory and a guide to the mathematical modeling of SOFCs, with particular emphasis on the use of ANNs. Up to now, most of the equations involved in SOFC models have required the addition of numerous factors that are difficult to determine. The artificial neural network (ANN) can be applied to simulate an object's behavior without an algorithmic solution, merely by utilizing available experimental data. The ANN methodology discussed in Advanced Methods of Solid Oxide Fuel Cell Modeling can be used by both researchers and professionals to optimize SOFC design. Readers will have access to detailed material on universal fuel cell modeling and design process optimization, and will also be able to discover comprehensive information on fuel cells and artificial intelligence theory.

Advanced Methods of Structural Analysis

by Igor A. Karnovsky Olga Lebed

This revised and significantly expanded edition contains a rigorous examination of key concepts, new chapters and discussions within existing chapters, and added reference materials in the appendix, while retaining its classroom-tested approach to helping readers navigate through the deep ideas, vast collection of the fundamental methods of structural analysis. The authors show how to undertake the numerous analytical methods used in structural analysis by focusing on the principal concepts, detailed procedures and results, as well as taking into account the advantages and disadvantages of each method and sphere of their effective application. The end result is a guide to mastering the many intricacies of the range of methods of structural analysis. The book differentiates itself by focusing on extended analysis of beams, plane and spatial trusses, frames, arches, cables and combined structures; extensive application of influence lines for analysis of structures; simple and effective procedures for computation of deflections; introduction to plastic analysis, stability, and free and forced vibration analysis, as well as some special topics. Ten years ago, Professor Igor A. Karnovsky and Olga Lebed crafted a must-read book. Now fully updated, expanded, and titled Advanced Methods of Structural Analysis (Strength, Stability, Vibration), the book is ideal for instructors, civil and structural engineers, as well as researches and graduate and post graduate students with an interest in perfecting structural analysis.

Advanced Methods of Structural Analysis

by Olga Lebed Igor A. Karnovsky

Advanced Methods of Structural Analysis aims to help its readers navigate through the vast field of structural analysis. The book aims to help its readers master the numerous methods used in structural analysis by focusing on the principal concepts, as well as the advantages and disadvantages of each method. The end result is a guide to mastering the many intricacies of the plethora of methods of structural analysis. The book differentiates itself from other volumes in the field by focusing on the following: * Extended analysis of beams, trusses, frames, arches and cables * Extensive application of influence lines for analysis of structures * Simple and effective procedures for computation of deflections * Introduction to plastic analysis, stability, and free vibration analysis Authors Igor A. Karnovsky and Olga Lebed have crafted a must-read book for civil and structural engineers, as well as researches and students with an interest in perfecting structural analysis. Advanced Methods of Structural Analysis also offers numerous example problems, accompanied by detailed solutions and discussion of the results.

Advanced Micro- and Nano-manufacturing Technologies: Applications in Biochemical and Biomedical Engineering (Materials Horizons: From Nature to Nanomaterials)

by Shrikrishna Nandkishor Joshi Pranjal Chandra

This volume focuses on the fundamentals and advancements in micro and nanomanufacturing technologies applied in the biomedical and biochemical domain. The contents of this volume provide comprehensive coverage of the physical principles of advanced manufacturing technologies and the know-how of their applications in the fabrication of biomedical devices and systems. The book begins by documenting the journey of miniaturization and micro-and nano-fabrication. It then delves into the fundamentals of various advanced technologies such as micro-wire moulding, 3D printing, lithography, imprinting, direct laser machining, and laser-induced plasma-assisted machining. It also covers laser-based technologies which are a promising option due to their flexibility, ease in control and application, high precision, and availability. These technologies can be employed to process several materials such as glass, polymers: polycarbonate, polydimethylsiloxane, polymethylmethacrylate, and metals such as stainless steel, which are commonly used in the fabrication of biomedical devices, such as microfluidic technology, optical and fiber-optic sensors, and electro-chemical bio-sensors. It also discusses advancements in various MEMS/NEMS based technologies and their applications in energy conversion and storage devices. The chapters are written by experts from the fields of micro- and nano-manufacturing, materials engineering, nano-biotechnology, and end-users such as clinicians, engineers, academicians of interdisciplinary background. This book will be a useful guide for academia and industry alike.

Advanced Micro-Level Experimental Techniques for Food Drying and Processing Applications (Advances in Drying Science and Technology)

by Azharul Karim Sabrina Fawzia Mohammad Mahbubur Rahman

Although strides have been made to quantitatively explore micro-level structural changes during food processing using advanced technologies, there is currently no comprehensive book that details these developments. Therefore, the research community and related industries are not fully aware of the available techniques. Advanced Micro-Level Experimental Techniques for Food Drying and Processing Applications fills this gap. The book has been written based on the authors’ comprehensive knowledge and application of microimaging methods in the thermal processing of food. Features Describes the latest micro-level experimental methods primarily using microimaging techniques Presents detailed procedures of applying these techniques in food processing Highlights the current challenges of developing efficient and novel food processing systems Describes the fundamentals of water transport processes and associated morphological changes during thermal processing of food materials This book is written for researchers, chemical, food, and industrial engineers and advanced students seeking to solve problems of industrial food processing.

Advanced Microfluidics Based Point-of-Care Diagnostics: A Bridge Between Microfluidics and Biomedical Applications

by Raju Khan, Chetna Dhand, S. K. Sanghi, Shabi Thankaraj Salammal, and A. B. P. Mishra

This book provides a well-focused and comprehensive overview of novel technologies involved in advanced microfluidics based diagnosis via various types of prognostic and diagnostic biomarkers. This authors examine microfluidics based diagnosis in the biomedical field as an upcoming field with extensive applications. It provides a unique approach and comprehensive technology overview for diagnosis management towards early stages of various bioanalytes via cancer diagnostics diabetes, alzheimer disease, toxicity in food products, brain and retinal diseases, cardiovascular diseases, and bacterial infections etc. Thus, this book would encompass a combinatorial approach of medical science, engineering and biomedical technology. The authors provide a well-focused and comprehensive overview of novel technologies involved in advanced microfluidics based diagnosis via various types of prognostic and diagnostic biomarkers. Moreover, this book contains detailed description on the diagnosis of novel techniques. This book would serve as a guide for students, scientists, researchers, and microfluidics based point of care technologies via smart diagnostics and to plan future research in this valuable field.

Advanced Microscopy: Photo-Thermal and Induced-Raman Microscopy

by Takayoshi Kobayashi

This book covers the principle, structure, enhancement of sensitivity and resolution power of photothermal and Raman microscopies. It includes real-world applications to biological and medical targets.Advanced Microscopy: Photo-Thermal and Induced-Raman Microscopy introduces clear descriptions of various Raman processes such as spontaneous, stimulates, coherent anti-Stokes Raman (CARS), Raman loss and Stokes Raman (gain). It covers pump-probe microscopies using actinic (pump) laser and sensing (probe) laser resulting in improvement due to intrinsic nonlinearity, which provides an advantage in the imaging of nonfluorescent targets. The author also provides solutions to noise and sensitivity problems which are two of the most important concerns in the microscopy applications. Finally, the book also draws direct comparisons of the advantages and drawbacks of a Raman microscopes in comparison with photothermal microscopes.The book will be useful to researchers and non-specialists in biomedical fields using optics and electronics relevant to (optical) microscopes. It will also be a helpful resource to graduate students in the fields of biology and medical research who are using photothermal microscopes in their research.

Advanced Microscopy in Mycology (Fungal Biology)

by Tanya E. S. Dahms Kirk J. Czymmek

The aim of this volume is to describe the latest advances in microscopic methods, including integrated techniques, as applied to mycology. Each chapter will provide a brief overview of a particular microscopic method with associated advantages and limitations, the research questions that can be appropriately addressed using these microscopic methods, how it has been successfully applied to address mycological research questions, including supporting and complimentary techniques, and which future questions can be addressed.

Advanced Microsystems for Automotive Applications 2017: Smart Systems Transforming the Automobile (Lecture Notes in Mobility)

by Gereon Meyer Beate Müller Carolin Zachäus

This volume of the Lecture Notes in Mobility series contains papers written by speakers and poster presenters at the 21st International Forum on Advanced Microsystems for Automotive Applications (AMAA 2017) "Smart Systems Transforming the Automobile" that was held in Berlin, Germany in September 2017. The authors report about recent breakthroughs in electric and electronic components and systems, driver assistance and vehicle automation as well as safety and testing. Furthermore, legal aspects and impacts of connected and automated driving are covered. The target audience primarily comprises research experts and practitioners in industry and academia, but the book may also be beneficial for graduate students alike.

Advanced Microsystems for Automotive Applications 2018: Smart Systems for Clean, Safe and Shared Road Vehicles (Lecture Notes in Mobility)

by Jörg Dubbert Beate Müller Gereon Meyer

This volume of the Lecture Notes in Mobility series contains papers written by speakers at the 22nd International Forum on Advanced Microsystems for Automotive Applications (AMAA 2018) "Smart Systems for Clean, Safe and Shared Road Vehicles" that was held in Berlin, Germany in September 2018. The authors report about recent breakthroughs in electric and electronic components and systems, driver assistance, vehicle automation and electrification as well as data, clouds and machine learning. Furthermore, innovation aspects and impacts of connected and automated driving are covered. The target audience primarily comprises research experts and practitioners in industry and academia, but the book may also be beneficial for graduate students alike.

Advanced Model Predictive Control for Autonomous Marine Vehicles (Advances in Industrial Control)

by Yang Shi Chao Shen Henglai Wei Kunwu Zhang

This book provides a comprehensive overview of marine control system design related to underwater robotics applications. In particular, it presents novel optimization-based model predictive control strategies to solve control problems appearing in autonomous underwater vehicle applications. These novel approaches bring unique features, such as constraint handling, prioritization between multiple design objectives, optimal control performance, and robustness against disturbances and uncertainties, into the control system design. They therefore form a more general framework to design marine control systems and can be widely applied.Advanced Model Predictive Control for Autonomous Marine Vehicles balances theoretical rigor – providing thorough analysis and developing provably-correct design conditions – and application perspectives – addressing practical system constraints and implementation issues. Starting with a fixed-point positioning problem for a single vehicle and progressing to the trajectory-tracking and path-following problem of the vehicle, and then to the coordination control of a large-scale multi-robot team, this book addresses the motion control problems, increasing their level of challenge step-by-step. At each step, related subproblems such as path planning, thrust allocation, collision avoidance, and time constraints for real-time implementation are also discussed with solutions.In each chapter of this book, compact and illustrative examples are provided to demonstrate the design and implementation procedures. As a result, this book is useful for both theoretical study and practical engineering design, and the tools provided in the book are readily applicable for real-world implementation.

Advanced Modelling and Innovations in Water Resources Engineering: Select Proceedings of AMIWRE 2021 (Lecture Notes in Civil Engineering #176)

by Chintalacheruvu Madhusudana Rao K. C. Patra D. Jhajharia Sangeeta Kumari

This book presents select proceedings of the national conference on Advanced Modelling and Innovations in Water Resources Engineering (AMIWRE 2021) and examines numerous advancements in the field of water resources engineering and management towards sustainable development of environment. The topics covered includes river basin planning and development, reservoir planning and management, integrated water management, reservoir sedimentation, soil erosion and sedimentation, agricultural technologies for climate change mitigation, uncertainty analysis in hydrology, water distribution networks, floods and droughts management, water quality modelling, environmental modelling, environmental impact assessment, urban water management, open channel hydraulics, hydraulic structures, groundwater hydraulics, groundwater flow and contaminant transport modelling, computational fluid dynamics, ocean engineering, HEC-RAC, SWAT, MIKE, MODFLOW models applications, numerical analysis in water resources engineering, climate change impacts on hydrology, optimization techniques in water resources, soft computing techniques and applications in water resources and remote sensing / geospatial techniques in water resources. This book will be beneficial for water sectors development mainly agricultural production, reservoir operations, improvement of water quality, flood and drought controls, designing hydraulic structures and geospatial analysis. This book will be a valuable reference for faculties, research scholars, students, design engineers, industrialists, R & D personnel and practitioners working in water resources engineering and its related fields.

Advanced Modelling and Simulation in the Chemical and Biochemical Process Industry

by Sudip Chakraborty Stefano Curcio

Advanced Modelling and Simulation in the Chemical and Biochemical Process Industry explores modelling and simulation of chemical and biochemical processes at the industrial scale using a variety of approaches. Particular attention is devoted to simulations in different scales, which help achieve a wide-spectrum and more efficient analysis of several problems, ranging from the design of novel materials to the optimization of industrial processes as a function of the operating conditions. This book not only covers optimization with experimental data but also offers readers a thorough understanding and analysis of different parameters of a whole process stream. Covers a wide range of advanced modelling and simulation of chemical technologies: ab initio, atomistic molecular dynamics (MD), Lattice-Boltzmann (LB), dissipative particle dynamics (DPD), computational fluid dynamics (CFD), and finite element (FEM) Addresses issues associated with process control in different phases of the chemical industry Features modelling approaches that allow the design of novel processes/materials in a faster and more reliable way This book will be of interest to researchers and advanced readers in chemical, biochemical, environmental, and materials engineering and industrial chemistry.

Advanced Molecular Biology: A Concise Reference

by Richard Twyman

Advanced Molecular Biology emphasises the unifying principles and mechanisms of molecular biology, with frequent use of tables and boxes to summarise experimental data and gene and protein functions. Extensive cross-referencing between chapters is used to reinforce and broaden the understanding of core concepts. This is the ideal source of comprehensive, authoritative and up-to-date information for all those whose work is in the field of molecular biology. This book emphasises the unifying principles and mechanisms of molecular biology, with frequent use of tables and boxes to summarise experimental data and gene and protein functions.

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Showing 1,126 through 1,150 of 76,599 results