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Visualizzazione post con etichetta Ebook. Mostra tutti i post
Visualizzazione post con etichetta Ebook. Mostra tutti i post
martedì 6 dicembre 2011
giovedì 1 dicembre 2011
martedì 29 novembre 2011
Foundations of differentiable manifolds and Lie groups - WARNER F.W.
Foundations of Differentiable Manifolds and Lie Groups gives a clear, detailed, and careful development of the basic facts on manifold theory and Lie Groups. It includes differentiable manifolds, tensors and differentiable forms. Lie groups and homogenous spaces, integration on manifolds, and in addition provides a proof of the de Rham theorem via sheaf cohomology theory, and develops the local theory of elliptic operators culminating in a proof of the Hodge theorem. Those interested in any of the diverse areas of mathematics requiring the notion of a differentiable manifold will find this beginning graduate-level text extremely useful. TOC:1: Manifolds. 2: Tensor and Differential Forms. 3: Lie Groups. 4: Integration on Manifolds. 5: Sheaves, Cohomology, and the De Rahm Theorem. 6: The Hodge Theorem.
Link: http://ul.to/tp60w1uk
lunedì 28 novembre 2011
domenica 27 novembre 2011
Matlab, Second Edition: A Practical Introduction to Programming and Problem Solving - Stormy Attaway
Assuming no knowledge of programming, this book presents both programming concepts and MATLAB's built-in functions, providing a perfect platform for exploiting MATLAB's extensive capabilities for tackling engineering problems. It starts with programming concepts such as variables, assignments, input/output, and selection statements, moves onto loops and then solves problems using both the 'programming concept' and the 'power of MATLAB' side-by-side. In-depth coverage is given to input/output, a topic that is fundamental to many engineering applications.
Ancillaries available with the text:
Instructor solution manual (available Aug. 1st)
electronic images from the text (available Aug 16th)
m-files (available Aug 1st)
* Presents programming concepts and MATLAB built-in functions side-by-side, giving students the ability to program efficiently and exploit the power of MATLAB to solve problems. * In depth coverage of file input/output, a topic essential for many engineering applications * Systematic, step-by-step approach, building on concepts throughout the book, facilitating easier learning * Sections on 'common pitfalls' and 'programming guidelines' direct students towards best practice
* New to this edition:
More engineering applications help the reader learn Matlab in the context of solving technical problems
New and revised end of chapter problems
Stronger coverage of loops and vectorizing in a new chapter, chapter 5
Updated to reflect current features and functions of the current release of Matlab
Link: http://ul.to/9ndpvmu5
Introduction to Econophysics: Correlations and Complexity in Finance - Rosario N. Mantegna,H. Eugene Stanley
Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling, permit an understanding of the global behavior of economic systems without first having to work out a detailed microscopic description of the system. This pioneering text explores the use of these concepts in the description of financial systems, the dynamic new specialty of econophysics. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully-developed turbulent fluids and apply them to financial time series. They also present a new stochastic model that displays several of the statistical properties observed in empirical data. Physicists will find the application of statistical physics concepts to economic systems fascinating. Economists and other financial professionals will benefit from the book's empirical analysis methods and well-formulated theoretical tools that will allow them to describe systems composed of a huge number of interacting subsystems.
Link: http://ul.to/8k7e6yit
Numerical Methods in Finance & Economics A MATLAB based Introduction - Paolo Brandimarte
Numerical Methods in Finance and Economics: A MATLAB-Based Introduction Publisher: Wiley-Interscience | ISBN: 0471745030 | edition 2006 | PDF | 694 pages | 23,9 mb The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB?--the powerful numerical computing environment--for financial applications. The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions. If you can not open the ed file, and your Adobe Reader reports on the damaged file, then update your Adobe Reader. Because I have installed Adobe Reader 8.1.1 and ALL my uploaded files open fine in version 8.1.1.
Link: http://ul.to/xu4pmuhz
Quantitative risk management concepts techniques and tools - Alexander J. McNeil, Rüdiger Frey, & Paul Embrechts
The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers--whether financial risk analysts, actuaries, regulators, or students of quantitative finance--with practical tools to solve real-world problems. The authors cover methods for market, credit, and operational risk modelling; place standard industry approaches on a more formal footing; and describe recent developments that go beyond, and address main deficiencies of, current practice. The book's methodology draws on diverse quantitative disciplines, from mathematical finance through statistics and econometrics to actuarial mathematics. Main concepts discussed include loss distributions, risk measures, and risk aggregation and allocation principles. A main theme is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. The techniques required derive from multivariate statistical analysis, financial time series modelling, copulas, and extreme value theory. A more technical chapter addresses credit derivatives. Based on courses taught to masters students and professionals, this book is a unique and fundamental reference that is set to become a standard in the field. Reviews: "Quantitative Risk Managment can be highly recommended to anyone looking for an excellent survey of the most important techniques and tools used in this rapidly growing field."--Holger Drees, Risk "This book provides a state-of-the-art discussion of the three main categories of risk in financial markets, market risk, . . . credit risk . . . and operational risk. . . . This is a high level, but well-written treatment, rigorous (sometimes succinct), complete with theorems and proofs."--D.L. McLeish, Short Book Reviews of the International Statistical Institute "Quantitative Risk Management is highly recommended for financial regulators. The statistical and mathematical tools facilitate a better understanding of the strengths and weaknesses of a useful range of advanced risk-management concepts and models, while the focus on aggregate risk enhances the publication's value to banking and insurance supervisors."--Hans Blommestein, The Financial Regulator "A great summary of the latest techniques available within quantitative risk measurement. . . . [I]t is an excellent text to have on the shelf as a reference when your day job covers the whole spectrum of quantitative techniques in risk management."--Financial Engineering News "Alexander McNeil, Rudiger Frey and Paul Embrechts have written a beautiful book. . . . [T]here is no book that can provide the type of rigorous, detailed, well balanced and relevant coverage of quantitative risk management topics that Quantitative Risk Management: Concepts, Techniques, and Tools offers. . . . I believe that this work may become the book on quantitative risk management. . . . [N]o book that I know of can provide better guidance."--Dr. Riccardo Rebonato, Global Association of Risk Professionals (GARP)
Link: http://ul.to/p5qwy43a
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