Risk analysis

a quantitative guide

"Risk Analysis" concerns itself with the quantification of risk, the modeling of identified risks and how to make decisions from those models. Quantitative risk analysis (QRA) using Monte Carlo simulation offers a powerful and precise method for dealing with the uncertainty and variability of a ...

Pricing interest-rate derivatives

a fourier-transform based approach

This book provides a modular pricing framework which allows the valuation of interestrate derivatives in a general jump-diffusion setup. Starting with a comparison of three Fourier-style pricing methodologies, the book covers the derivation of Fourier-transform based solutions for different interest-rate derivatives by using contour integration ...

Bond Portfolio optimization

The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examines the models with regard to the plausibility of their results and compares the outcomes to portfolio selection ...

Evolution of non-expected utility preferences

The theory on the evolution of preferences deals with the endogenous formation of preference relations in strategic situations. It is related to the field of evolutionary game theory. Models are based on the 'indirect evolutionary approach' according to which preferences determine choice behavior which in ...

Mathematics for retail buying

New to this Edition - At the end of each of the six units of study, a new section entitled, "The Acaptation of Excel Spreadsheets" is included. - Includes a CD-ROM that contains templates for use with specific computer spread-sheet problems and cases. - Examples of current industry ...

Stochastic claims reserving methods in insurance

This book presents theory and practice for actuaries required to estimate the variability of outstanding claims. It covers all the theory and practical advice that actuaries need in order to determine the claims reserves for non-life insurance. It describes all the mathematical methods that can ...

Matemáticas discretas

con teoría de gráficas y combinatoria

INDICE: Lógica matemática Teoría de set Teoría de números Funciones Teoría de grupo Combinatorias Teoría de grafos Lenguajes formales y teoría autómata

Ecuaciones diferenciales

INDICE: Introducción a las ecuaciones diferenciales. Ecuaciones diferenciales de primer orden. Ecuaciones diferenciales de orden superior. La transformada de Laplace. Soluciones en serie para ecuaciones diferenciales lineales. Soluciones numéricas a ecuaciones diferenciales ordinarias. Matrices. Sistemas de ecuaciones diferenciales lineales. Sistemas de ecuaciones diferenciales no lineales ...

Problemas de cálculo diferencial

cuestiones, ejercicios y tratamiento en DERIVE

El libro proporciona una introducción práctica de los principales contenidos del cálculo diferencial de funciones de varias variables. Este libro ayudará al lector en la comprensión de los conceptos y en el manejo de las principales técnicas de la resolución de problemas de esta materia.

Ecological models and data in R

Ecological Models and Data in R is the first truly practical introduction to modern statistical methods for ecology. In step-by-step detail, the book teaches ecology graduate students and researchers everything they need to know in order to use maximum likelihood, information-theoretic, and Bayesian techniques to ...

Asset pricing for dynamic economies

This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. ÍNDICE: List of ...

El Club de la Hipotenusa

un paseo por la historia de las matemáticas a través de sus anécdotas más divertidas

Ilustraciones de Anthony Garner ¿Frecuentaba realmente Arquímedes la bañera? ¿Por qué los números fueron anteriores a las letras? ¿Quién se inventó el cero? ¿Por qué contar con los dedos supuso un gran avance para la humanidad? ¿Qué matemático griego murió de forma no precisamente plácida ...

Asymptotic analysis of Random Walks

heavy-tailed distributions

This book focuses on the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks with 'heavy- tailed' (in particular, regularly varying, sub- and semiexponential) jump distributions. Large deviation probabilities are of great interest in numerous applied areas, typical examples being ...

The numerati

Every day, we leave behind along trail of personal information simply by living in the modern world. We click Web pages, flip channels, drive through automatic toll booths, shop with credit cards, and make cell phone calls. Companies like Yahoo! and Google are harvesting an ...

Insights into Game Theory

an alternative mathematical experience

Few branches of mathematics have been more influential in the social sciences than game theory. In recent years, it has become an essential tool for all social scientists studying the strategic behaviour of competing individuals, firms and countries. However, the mathematical complexity of game theory ...

Multifractal volatility

theory, forecasting, and pricing

Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g ...

Manual de combinatoria

El objetivo principal de este manual es intentar familiarizar al lector con la s técnicas de conteo, diagramas de árbol y estrategias de resolución de proble mas, aprovechando todo ello para introducir los conceptosbásicos de la Combina toria y mostrar muchas de sus aplicaciones INDICE ...

Mathematics and Politics

strategy, voting, power and proof

This book teaches humanities majors the accessibility and beauty of discrete and deductive mathematics. It assumes no prior knowledge of either college-level mathematics or political science, and could be offered at the freshman or sophomore level. The book devotes one chapter each to a model ...

Money, interest, and policy

dynamic general equilibrium in a non-ricardian world

An important recent advancement in macroeconomics is the development of dynamic stochastic general equilibrium (DSGE) macromodels. The use of DSGE models to study monetary policy, however, has led to paradoxical and puzzling results on a number of central monetary issues including price determinancy and liquidity ...

Ecuaciones diferenciales y problemas con valores en la frontera: cómputo y modelado

Libro de texto que comprende una amplia variedad de temas de la teoría básica, así como aplicaciones actuales e interesantes de las ecuaciones diferenciales. Presenta de manera equilibrada la teoría, aplicaciones, técnicas de solución y métodos numéricos con el uso de software. Se incluye gran ...