Böcker utgivna av Springer-Verlag New York Inc.

The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars.

This text bridges the gap between standard models, and those where the dynamic structure of the data manifests itself fully. The common thread is stochastic processes. The authors show how martingales and stochastic integrals fit with censored data.

This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged.

This book examines recent results in the study of the generalized solutions of operator equations and extreme elements in linear topological spaces. The material presented here offers new methods of identifying these solutions and studying their properties.

This book introduces the notion of an E-semigroup, a generalization of the known concept of E_O-semigroup. These objects are families of endomorphisms of a von Neumann algebra satisfying certain natural algebraic and continuity conditions. Its thorough approach is ideal for graduate students and research mathematicians.

In an extensively updated new edition, this book teaches stochastic programming, with new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods and more.

As a rigorous analytic framework for dealing with this increasingly serious problem, this engagingly written work for the economics non-specialist brims with tables, charts, and case studies and lays out the economic concepts in clear, real-world terms.

This book offers an introduction to the design and application of participatory systems modeling with diverse communities. Topics span the entire process, from initial engagement and conceptualization to model building, analysis, and project evaluation.

This book surveys theoretical computer science, presenting fundamental concepts and results. Updated and revised, the new edition includes two new chapters on nonuniform complexity, circuit complexity and parallel complexity, and randomized complexity.

Based on a comprehensive analysis of the second International Self-Report Delinquency study (ISRD-2), this book interprets one of the first large-scale international studies to ask 12-16 year olds about their victimization experiences.

This is the latest edition of the ultimate collection of challenging probems from The International Mathematical Olympiad (IMO) of high-school-level mathematics problems. This volume collects 143 new problems, picking up where the 1959-2004 edition left off.

Here is a comprehensive overview of data extraction through image analysis. The book has an in-depth examination of single camera models, two- and three-dimensional computer vision, and single camera, multiple camera, and volumetric digital image correlation.

This book offers an introduction to harmonic analysis on the simplest symmetric spaces. It places an emphasis on motivation, concrete examples, history, and, above all, applications in mathematics, statistics, physics, and engineering.

The final two chapters consist of a more intensive look at group theory, emphasizing orbit stabilizer methods, and an introduction to linear algebraic groups, which enriches the notion of a matrix group. Applications involving symmetry groups, determinants, linear coding theory and cryptography are interwoven throughout.

The growing complexity of the design process for systems on chip (SOCs) allows the use of more demanding computing languages, with a principle goal being verification at a higher level of abstraction. This book focuses on these high-level verification methods.

This book describes the essentials of radio frequency identification (RFID)systems as well as their target markets. It provides a comparative analysis of commercially off the shelf RFID systems and emphasizes the strengths and weaknesses of each.

Emphasizing prevention as well as intervention, this text clearly defines PTSD, explains its adverse affects on children's academic and social-emotional skills, and offers expert guidance on how to recognize student needs and provide appropriate services.

This three-part book provides a comprehensive and systematic introduction to these challenging topics such as model calibration, parameter estimation, reliability assessment, and data collection design.

The Showa Era in Japan commenced in December 1926, when Emperor Showa ascended the Throne, and came to an end in January 1989, when His Majesty passed away, ushering in the new Heisei Era.

In this book, I attempt to show how colonial and postcolonial political forces have endeavoured to reconstruct the national identity of Morocco, on the basis of cultural representations and ideological constructions closely related to nationalist and ethnolinguistic trends.

This book attempts to explain why and how humans behave much like atoms in some aspects of their collective lives. The authors then suggest ways that this knowledge could serve as the key to a dramatic leap forwards in social freedom in the real world.

This multidisciplinary review of signaling pathways that regulate circulatory and respiratory function focuses on those involved in cell signaling, from sensors and receptors on the cell surface to intracellular effectors that trigger molecule synthesis.

Throughout the training and careers of psychology interns, postdoctoral fellows, and neuropsychologists, there are many errors and misconceptions that can diminish the quality of evaluations. This book offers guidelines and materials to help identify, understand, and avoid some of these problems.

This book outlines a framework for exploring research ethics at different levels; the empirical settings of research; theoretical perspectives; and the methodological issues and practical decisions that constitute the activity as research.

This in-depth view of varied aspects of power electronic packaging systematically introduces design, assembly, reliability and failure analysis and materials selection, as well as covering the most advanced simulation and modeling techniques in the field.

This book offers definitive coverage of the sea beet, the wild ancestor of all cultivated beets, which grows mainly on Mediterranean shores. The editors have collected both scientific and historical source material, illustrations and references.

Covers a range of applications using modern parametric and nonparametric econometric techniques related to the behavioural and welfare analysis of consumption. This book places emphasis on the treatment of demographic characteristics and the interpretation of their effects both in demand and welfare analysis.

This fully updated new edition of the classic work on information theory presents a detailed analysis of Shannon-source and channel-coding theorems, before moving on to address sources, channels, codes and the properties of information and distortion measures.

This book covers adaptive mesh generation and moving mesh methods for solving time-dependent PDEs. It gives a general description of the components of moving mesh methods as well as examples of their application for a number of nontrivial physical problems.

This book demonstrates how two universally conserved guanosine triphosphatases in the signal recognition particle and its membrane receptor maintain the efficiency and fidelity of the co-translational protein targeting process essential to all cells.