Average-Case Analysis of Numerical Problems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Average-Case Analysis of Numerical Problems write by Klaus Ritter. This book was released on 2007-05-06. Average-Case Analysis of Numerical Problems available in PDF, EPUB and Kindle. The average-case analysis of numerical problems is the counterpart of the more traditional worst-case approach. The analysis of average error and cost leads to new insight on numerical problems as well as to new algorithms. The book provides a survey of results that were mainly obtained during the last 10 years and also contains new results. The problems under consideration include approximation/optimal recovery and numerical integration of univariate and multivariate functions as well as zero-finding and global optimization. Background material, e.g. on reproducing kernel Hilbert spaces and random fields, is provided.
Stochastic and Global Optimization
Stochastic and Global Optimization - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic and Global Optimization write by G. Dzemyda. This book was released on 2006-04-11. Stochastic and Global Optimization available in PDF, EPUB and Kindle. In the paper we propose a model of tax incentives optimization for inve- ment projects with a help of the mechanism of accelerated depreciation. Unlike the tax holidays which influence on effective income tax rate, accelerated - preciation affects on taxable income. In modern economic practice the state actively use for an attraction of - vestment into the creation of new enterprises such mechanisms as accelerated depreciation and tax holidays. The problem under our consideration is the following. Assume that the state (region) is interested in realization of a certain investment project, for ex- ple, the creation of a new enterprise. In order to attract a potential investor the state decides to use a mechanism of accelerated tax depreciation. The foll- ing question arise. What is a reasonable principle for choosing depreciation rate? From the state’s point of view the future investor’s behavior will be rat- nal. It means that while looking at economic environment the investor choose such a moment for investment which maximizes his expected net present value (NPV) from the given project. For this case both criteria and “investment rule” depend on proposed (by the state) depreciation policy. For the simplicity we will suppose that the purpose of the state for a given project is a maximi- tion of a discounted tax payments into the budget from the enterprise after its creation. Of course, these payments depend on the moment of investor’s entry and, therefore, on the depreciation policy established by the state.
Foundations of Computational Mathematics, Santander 2005
Foundations of Computational Mathematics, Santander 2005 - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Foundations of Computational Mathematics, Santander 2005 write by Society for the Foundation of Computational Mathematics. This book was released on 2006-06-29. Foundations of Computational Mathematics, Santander 2005 available in PDF, EPUB and Kindle. Surveys and summaries of latest research in numerical analysis, optimization, computer algebra and scientific computing.
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Consistency Problems for Heath-Jarrow-Morton Interest Rate Models write by Damir Filipovic. This book was released on 2004-11-02. Consistency Problems for Heath-Jarrow-Morton Interest Rate Models available in PDF, EPUB and Kindle. Bond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to a finite number of trade assets, the underlying basis of a bond market is the entire term structure of interest rates: an infinite-dimensional variable which is not directly observable. On the empirical side, this necessitates curve-fitting methods for the daily estimation of the term structure. Pricing models, on the other hand, are usually built upon stochastic factors representing the term structure in a finite-dimensional state space. Written for readers with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.
Affine Density in Wavelet Analysis
Affine Density in Wavelet Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Affine Density in Wavelet Analysis write by Gitta Kutyniok. This book was released on 2007-06-07. Affine Density in Wavelet Analysis available in PDF, EPUB and Kindle. This volume provides a thorough and comprehensive treatment of irregular wavelet frames. It introduces and employs a new notion of affine density as a highly effective tool for examining the geometry of sequences of time-scale indices. Coverage includes non-existence of irregular co-affine frames, the Nyquist phenomenon for wavelet systems, and approximation properties of irregular wavelet frames.
