Primary: financial engineers, quantitative analysts in banks, investment houses, and other financial industry professionals; graduate students in financial engineering and financial mathematics programs.
1. Introduction 2. The Hedge Fund Industry 3. Cash Flow Engineering and Forward Contracts 4. Engineering Simple Interest Rate Derivatives 5. Introduction to Swap Engineering 6. Repo Market Strategies in Financial Engineering 7. Dynamic Replication Methods and Synthetics 8. Mechanics of Options 9. Engineering Convexity Positions 10. Options Engineering With Applications 11. Pricing Tools in Financial Engineering 12. Some Applications of the Fundamental Theorem 13. Fixed-Income Engineering 14. Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading 15. Volatility as an Asset Class and the Smile 16. Credit Markets: CDS Engineering 17. Essentials of Structured Product Engineering 18. Credit Indices and their Tranches 19. Default Correlation Pricing and Trading 20. Principle Protection Techniques 21. Caps/Floors and Swaptions with an Application to Mortgages 22. Engineering of Equity Instruments: Pricing and Replication
Bibliographic details
Hardbound, 720 pages, publication date: NOV-2008
ISBN-13: 978-0-12-373574-4
Algebra, as we know it today, consists of many different ideas, concepts and results. A reasonable estimate of the number of these different items would be somewhere between 50,000 and 200,000. Many of these have been named and many more could (and perhaps should) have a name or a convenient designation. Even the nonspecialist is likely to encounter most of these, either somewhere in the literature, disguised as a definition or a theorem or to hear about them and feel the need for more information. If this happens, one should be able to find enough information in this Handbook to judge if it is worthwhile to pursue the quest. In addition to the primary information given in the Handbook, there are references to relevant articles, books or lecture notes to help the reader. An excellent index has been included which is extensive and not limited to definitions, theorems etc. The Handbook of Algebra will publish articles as they are received and thus the reader will find in this third volume articles from twelve different sections. The advantages of this scheme are two-fold: accepted articles will be published quickly and the outline of the Handbook can be allowed to evolve as the various volumes are published. A particularly important function of the Handbook is to provide professional mathematicians working in an area other than their own with sufficient information on the topic in question if and when it is needed.
Researchers, students, and professionals working in both pure and applied mathematics
1.) Linear algebra. Fields. Algebraic number theory 2.) Category theory. Homological and homotopical algebra 3.) Commutative and associative rings and algebras 4.) Other algebraic structures. Nonassociative rings and algebras. Commutative and associative rings and algebras with additional structure. 5.) Groups and semigroups 6.) Representations and invariant theory 7.) Machine computation. Algorithms. Tables 8.) Applied algebra 9.) History of algebra
Bibliographic details
Hardbound, publication date: MAR-2009
ISBN-13: 978-0-444-53257-2
Paperback (ISBN-13: 9780898716559)
A comprehensive treatment of stochastic systems beginning with the foundations of probability and ending with stochastic optimal control. The book divides into three interrelated topics. First, the concepts of probability theory, random variables and stochastic processes are presented, which leads easily to expectation, conditional expectation, and discrete time estimation and the Kalman filter. With this background, stochastic calculus and continuous-time estimation are introduced. Finally, dynamic programming for both discrete-time and continuous-time systems leads to the solution of optimal stochastic control problems resulting in controllers with significant practical application. This book will be valuable to first year graduate students studying systems and control, as well as professionals in this field.
* Demonstrates how probability can be used to model uncertainty in control and estimation problems * Explains how the solution of optimal stochastic control problems results in controllers with significant practical application * A thorough treatment of stochastic systems from the foundations of probability to stochastic optimal control
Preface; 1. Probability theory; 2. Random variables and stochastic processes; 3. Conditional expectations and discrete-time Kalman filtering; 4. Least squares, the orthogonal projection lemma, and discrete-time Kalman filtering; 5. Stochastic processes and stochastic calculus; 6. Continuous-time Gauss-Markov systems: continuous-time Kalman filter, stationarity, power spectral density, and the Wiener filter; 7. The extended Kalman filter; 8. A selection of results from estimation theory; 9. Stochastic control and the linear quadratic Gaussian control problem; 10. Linear exponential Gaussian control and estimation; Bibliography; Index.
Series: Mathematical Association of America Textbooks
Hardback (ISBN-13: 9780883857502)
Professor H. S. Wall (1902*1971) developed Creative Mathematics over a period of many years of working with students at the University of Texas, Austin. His aim was to lead students to develop their mathematical abilities, to help them learn the art of mathematics, and to teach them to create mathematical ideas. This book, according to Wall, eis not a compendium of mathematical facts and inventions to be read over as a connoisseur of art looks over paintings. It is, instead, a sketchbook in which readers try their hands at mathematical discovery.f In less than two hundred pages, he takes the reader on a stimulating tour starting with numbers, and then moving on to simple graphs, the integral, simple surfaces, successive approximations, linear spaces of simple graphs, and concluding with mechanical systems. The book is self contained, and assumes little formal mathematical background on the part of the reader.
* Developed for undergraduate students over a period of many years of teaching the subject * Increases the student readerfs confidence in creating mathematical ideas * Requires little formal background in mathematics
Preface; 1. Numbers; 2. Ordered number pairs; 3. Slope; 4. Combinations of simple graphs; 5. Theorems about simple graphs; 6. The simple graphs of trigonometry; 7. The integral; 8. Computation formulas obtained by means of the integral; 9. Simple graphs made to order; 10. More about integrals; 11. Simple surfaces; 12. Successive approximations; 13. Linear spaces of simple graphs; 14. More about linear spaces; 15. Mechanical systems; Integral Tables; Index of simple graphs; Glossary of definitions.
Series: MAA Problem Book Series
Paperback (ISBN-13: 9780883858264)
For over fifty years, the Mathematical Association of America (MAA) has been engaged in the construction and administration of challenging contests for students in American and Canadian high schools at every level of ability. This is the ninth book of problems and solutions from the American Mathematics Competitions 12 (AMC), aimed at students of high school age, and featuring 325 problems from the 13 AMC contests held in the years 2001-2007. Graphs and figures have since been redrawn to make them more consistent in form and style, and the solutions to the problems have been both edited and supplemented. The Problem Index contained classifies the problems into the following major subject areas: Algebra and Arithmetic, Sequences and Series, Triangle Geometry, Circle Geometry, Quadrilateral Geometry, Polygon Geometry, Counting Coordinate Geometry, Solid Geometry, Discrete Probability, Statistics, Number Theory, and Logic. These are then broken down into subcategories and cross-referenced for ease of use.
* Contains 325 problems and solutions compiled by outstanding members of the mathematical community * Suitable for secondary-school students of all levels * Problems are categorised and indexed for easy reference
Preface; Problems; Solutions; Index of problems; About the editors.