Henry P. McKean Jr. Selecta - 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 Henry P. McKean Jr. Selecta write by F. Alberto Grünbaum. This book was released on 2015-12-31. Henry P. McKean Jr. Selecta available in PDF, EPUB and Kindle. This volume presents a selection of papers by Henry P. McKean, which illustrate the various areas in mathematics in which he has made seminal contributions. Topics covered include probability theory, integrable systems, geometry and financial mathematics. Each paper represents a contribution by Prof. McKean, either alone or together with other researchers, that has had a profound influence in the respective area.
Stochastic Methods in Asset Pricing
Stochastic Methods in Asset Pricing - 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 Methods in Asset Pricing write by Andrew Lyasoff. This book was released on 2017-08-25. Stochastic Methods in Asset Pricing available in PDF, EPUB and Kindle. A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications. This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prerequisites, and covers the relevant material at greater depth, mainly without rigorous technical proofs. The book brings to an introductory level certain concepts and topics that are usually found in advanced research monographs on stochastic processes and asset pricing, and it attempts to establish greater clarity on the connections between these two fields. The book begins with measure-theoretic probability and integration, and then develops the classical tools of stochastic calculus, including stochastic calculus with jumps and Lévy processes. For asset pricing, the book begins with a brief overview of risk preferences and general equilibrium in incomplete finite endowment economies, followed by the classical asset pricing setup in continuous time. The goal is to present a coherent single overview. For example, the text introduces discrete-time martingales as a consequence of market equilibrium considerations and connects them to the stochastic discount factors before offering a general definition. It covers concrete option pricing models (including stochastic volatility, exchange options, and the exercise of American options), Merton's investment–consumption problem, and several other applications. The book includes more than 450 exercises (with detailed hints). Appendixes cover analysis and topology and computer code related to the practical applications discussed in the text.
Stochastic Processes, Statistical Methods, and Engineering Mathematics
Stochastic Processes, Statistical Methods, and Engineering Mathematics - 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 Processes, Statistical Methods, and Engineering Mathematics write by Anatoliy Malyarenko. This book was released on 2023-01-26. Stochastic Processes, Statistical Methods, and Engineering Mathematics available in PDF, EPUB and Kindle. The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics 1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications. The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.
Quantum Electrodynamics of Photosynthesis
Quantum Electrodynamics of Photosynthesis - 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 Quantum Electrodynamics of Photosynthesis write by Artur Braun. This book was released on 2020-10-12. Quantum Electrodynamics of Photosynthesis available in PDF, EPUB and Kindle. This book uses an array of different approaches to describe photosynthesis, ranging from the subjectivity of human perception to the mathematical rigour of quantum electrodynamics. This interdisciplinary work draws from fields as diverse as astronomy, agriculture, classical and quantum optics, and biology in order to explain the working principles of photosynthesis in plants and cyanobacteria.
Dictionary Catalog of the Research Libraries of the New York Public Library, 1911-1971
Dictionary Catalog of the Research Libraries of the New York Public Library, 1911-1971 - 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 Dictionary Catalog of the Research Libraries of the New York Public Library, 1911-1971 write by New York Public Library. Research Libraries. This book was released on 1979. Dictionary Catalog of the Research Libraries of the New York Public Library, 1911-1971 available in PDF, EPUB and Kindle.
