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Elsevier

Libros en Matemáticas

  • Handbook of Numerical Methods for Hyperbolic Problems

    Basic and Fundamental Issues
    • 1 Edición
    • Volumen 17
    • Remi Abgrall + 1 más
    • Inglés
    Handbook of Numerical Methods for Hyperbolic Problems explores the changes that have taken place in the past few decades regarding literature in the design, analysis and application of various numerical algorithms for solving hyperbolic equations. This volume provides concise summaries from experts in different types of algorithms, so that readers can find a variety of algorithms under different situations and readily understand their relative advantages and limitations.

  • Stress Testing and Risk Integration in Banks

    A Statistical Framework and Practical Software Guide (in Matlab and R)
    • 1 Edición
    • Tiziano Bellini
    • Inglés
    Stress Testing and Risk Integration in Banks provides a comprehensive view of the risk management activity by means of the stress testing process. An introduction to multivariate time series modeling paves the way to scenario analysis in order to assess a bank resilience against adverse macroeconomic conditions. Assets and liabilities are jointly studied to highlight the key issues that a risk manager needs to face. A multi-national bank prototype is used all over the book for diving into market, credit, and operational stress testing. Interest rate, liquidity and other major risks are also studied together with the former to outline how to implement a fully integrated risk management toolkit. Examples, business cases, and exercises worked in Matlab and R facilitate readers to develop their own models and methodologies.

  • Mathematical Models for Neglected Tropical Diseases: Essential Tools for Control and Elimination, Part B

    • 1 Edición
    • Volumen 94
    • Inglés
    Mathematic Modelling: Improving the Implementation, Monitoring and Evaluation of Interventions, Part B, the latest volume in the Advances in Parasitology series contains comprehensive and up-to-date reviews in the field of mathematic modeling and its implementation within parasitology. The series includes medical studies of parasites of major influence, such as Plasmodium falciparum and trypanosomes, along with reviews of more traditional areas, such as zoology, taxonomy, and life history, all of which shape current thinking and applications.

  • Stochastic Models of Financial Mathematics

    • 1 Edición
    • Vigirdas Mackevicius
    • Inglés
    This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black–Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox−Ingersoll−Ross, and Heath–Jarrow–Morton interest rate models are also explored.The author presents practitioners with a basic introduction, with more rigorous information provided for mathematicians. The reader is assumed to be familiar with the basics of probability theory. Some basic knowledge of stochastic integration and differential equations theory is preferable, although all preliminary information is given in the first part of the book. Some relatively simple theoretical exercises are also provided.

  • Factorization of Boundary Value Problems Using the Invariant Embedding Method

    • 1 Edición
    • Jacques Henry + 1 más
    • Inglés
    Factorization Method for Boundary Value Problems by Invariant Embedding presents a new theory for linear elliptic boundary value problems. The authors provide a transformation of the problem in two initial value problems that are uncoupled, enabling you to solve these successively. This method appears similar to the Gauss block factorization of the matrix, obtained in finite dimension after discretization of the problem. This proposed method is comparable to the computation of optimal feedbacks for linear quadratic control problems.

  • Ruin Probabilities

    Smoothness, Bounds, Supermartingale Approach
    • 1 Edición
    • Yuliya Mishura + 1 más
    • Inglés
    Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities for different risk models. Next, it gives some possible applications of the results concerning the smoothness of the survival probabilities. Additionally, the book introduces the supermartingale approach, which generalizes the martingale one introduced by Gerber, to get upper exponential bounds for the infinite-horizon ruin probabilities in some generalizations of the classical risk model with risky investments.

  • Analysis for Time-to-Event Data under Censoring and Truncation

    • 1 Edición
    • Hongsheng Dai + 1 más
    • Inglés
    Survival Analysis for Bivariate Truncated Data provides readers with a comprehensive review on the existing works on survival analysis for truncated data, mainly focusing on the estimation of univariate and bivariate survival function. The most distinguishing feature of survival data is known as censoring, which occurs when the survival time can only be exactly observed within certain time intervals. A second feature is truncation, which is often deliberate and usually due to selection bias in the study design. Truncation presents itself in different ways. For example, left truncation, which is often due to a so-called late entry bias, occurs when individuals enter a study at a certain age and are followed from this delayed entry time. Right truncation arises when only individuals who experienced the event of interest before a certain time point can be observed. Analyzing truncated survival data without considering the potential selection bias may lead to seriously biased estimates of the time to event of interest and the impact of risk factors.

  • An Invitation to Applied Mathematics

    Differential Equations, Modeling, and Computation
    • 1 Edición
    • Carmen Chicone
    • Inglés
    An Invitation to Applied Mathematics: Differential Equations, Modeling, and Computation introduces the reader to the methodology of modern applied mathematics in modeling, analysis, and scientific computing with emphasis on the use of ordinary and partial differential equations. Each topic is introduced with an attractive physical problem, where a mathematical model is constructed using physical and constitutive laws arising from the conservation of mass, conservation of momentum, or Maxwell's electrodynamics. Relevant mathematical analysis (which might employ vector calculus, Fourier series, nonlinear ODEs, bifurcation theory, perturbation theory, potential theory, control theory, or probability theory) or scientific computing (which might include Newton's method, the method of lines, finite differences, finite elements, finite volumes, boundary elements, projection methods, smoothed particle hydrodynamics, or Lagrangian methods) is developed in context and used to make physically significant predictions. The target audience is advanced undergraduates (who have at least a working knowledge of vector calculus and linear ordinary differential equations) or beginning graduate students. Readers will gain a solid and exciting introduction to modeling, mathematical analysis, and computation that provides the key ideas and skills needed to enter the wider world of modern applied mathematics.

  • Fractional Calculus and Fractional Processes with Applications to Financial Economics

    Theory and Application
    • 1 Edición
    • Hasan Fallahgoul + 2 más
    • Inglés
    Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractional derivatives. Research on fractional calculus started in full earnest in the second half of the twentieth century. The fractional paradigm applies not only to calculus, but also to stochastic processes, used in many applications in financial economics such as modelling volatility, interest rates, and modelling high-frequency data. The key features of fractional processes that make them interesting are long-range memory, path-dependence, non-Markovian properties, self-similarity, fractal paths, and anomalous diffusion behaviour. In this book, the authors discuss how fractional calculus and fractional processes are used in financial modelling and finance economic theory. It provides a practical guide that can be useful for students, researchers, and quantitative asset and risk managers interested in applying fractional calculus and fractional processes to asset pricing, financial time-series analysis, stochastic volatility modelling, and portfolio optimization.

  • Tools For Chemical Product Design

    From Consumer Products to Biomedicine
    • 1 Edición
    • Volumen 39
    • Mariano Martín Martín + 2 más
    • Inglés
    Tools for Chemical Product Design: From Consumer Products to Biomedicine describes the challenges involved in systematic product design across a variety of industries and provides a comprehensive overview of mathematical tools aimed at the design of chemical products, from molecular design to customer products. Chemical product design has become increasingly important over the past decade and includes a wide range of sectors including gasoline additives and blends in the petroleum industry, active ingredients and excipients in the pharmaceutical industry, and a variety of consumer products and specialty chemicals. Traditionally, such products have been designed through trial and error methods, which not only are time-consuming, but more importantly only provide limited knowledge that can be translated into next generation products.

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