2012, 2012, VIII, 272 p. 21 illus.
Softcover
ISBN 978-3-8348-1576-7
.Complex Analysis for Bachelor and Master Studies
This carefully written textbook is an introduction to the beautiful concepts and results of complex analysis. It is intended for international bachelor and master programmes in Germany and throughout Europe; in the Anglo-American system of university education the content corresponds to a beginning graduate course. The book presents the fundamental results and methods of complex analysis and applies them to a study of elementary and non-elementary functions (elliptic functions, Gamma- and Zeta function including a proof of the prime number theorem c) and ? a new feature in this context! ? to exhibiting basic facts in the theory of several complex variables.
Part of the book is a translation of the authorsf German text gEinfuhrung in die komplexe Analysish; some material was added from the by now almost gclassicalh text gFunktionentheorieh written by the authors, and a few paragraphs were newly written for special use in a masterfs programme.
Analysis in the complex plane - The fundamental theorems of complex analysis - Functions on the plane and on the sphere - Integral formulas, residues and applications - Non-elementary functions - Meromorphic functions of several variables - Holomorphic maps: Geometric aspects
Series: Universitext
5th ed. 2012, 2012, XVII, 429 p. 98 illus.
Softcover Information
Softcover
ISBN 978-1-4471-2992-9
Provides exercises at the end of each chapter that range from simple tasks to more challenging projects
Covers on an introductory level the very important issue of computational aspects of derivative pricing
People with a background of stochastics, numerics, and derivative pricing will gain an immediate profit
Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to the entire field of computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the remainder of the book goes on to detail computational methods using both stochastic and deterministic approaches.
Now in its fifth edition, Tools for Computational Finance has been significantly revised and contains:
*A new chapter on incomplete markets, which links to new appendices on viscosity solutions and the Dupire equation;
*Several new parts throughout the book such as that on the calculation of sensitivities (Sect. 3.7) and the introduction of penalty methods and their application to a two-factor model (Sect. 6.7)
*Additional material in the field of analytical methods including Kimfs integral representation and its computation
*Guidelines for comparing algorithms and judging their efficiency
*An extended chapter on finite elements that now includes a discussion of two-asset options
*Additional exercises, figures and references
Written from the perspective of an applied mathematician, all methods are introduced for immediate and straightforward application. A elearning by calculatingf approach is adopted throughout this book enabling readers to explore several areas of the financial world.
Interdisciplinary in nature, this book will appeal to advanced undergraduate and graduate students in mathematics, engineering, and other scientific disciplines as well as professionals in financial engineering.
Content Level â Graduate
Keywords â Monte Carlo - computational finance - finite differences and elements - numerical methods in financial engineering - option pricing
Related subjects â Computational Science & Engineering - Quantitative Finance
Series: SpringerBriefs in Physics
2012, 2012, VII, 129 p. 33 illus.
Softcover Information
Softcover
ISBN 978-3-642-28328-4
Due: June 30, 2012
In this concise primer it is shown that, with simple diagrams, the phenomena of time dilatation, length contraction and Lorentz transformations can be deduced from the fact that in a vacuum one cannot distinguish physically straight and uniform motion from rest, and that the speed of light does not depend on the speed of either the source or the observer. The text proceeds to derive the important results of relativistic physics and to resolve its apparent paradoxes. A short introduction into the covariant formulation of electrodynamics is also given. This publication addresses, in particular, students of physics and mathematics in their final undergraduate year.
Content Level â Upper undergraduate
Keywords â Lorentz transformations - covariant electrodynamics - geometry of Einstein-Minkowsky spacetime - paradoxes in relativistic physics - relativistic mechanics and particles - relativity textbook - special theory of relativity
Related subjects â Classical Continuum Physics - Theoretical, Mathematical & Computational Physics
Structures of Spacetime.- Time and Distance.- Transformations.- Relativistic Particles.- Electrodynamics.- The Lorentz Group.- References.- Index.
Conference Location and Date: Brisbane, Australia, 19-23 July 2010
Series: AIP Conference Proceedings, Vol. 1363
Subseries: Atomic, Molecular, Chemical Physics
ISBN 978-0-7354-0921-7
Due: April 28, 2012
he conference proceedings will be of interest to physicists, engineers and mathematicians working with quantum mechanical systems and frontier technologies.
The QCMC series of conferences provides a forum for the presentation and discussion of new results from the field of quantum information. Quantum information is the study of information stored in quantum systems. The unique properties of quantum mechanics lead to the ability to perform information tasks that are hard or impossible for classical systems.
Content Level â Research
Keywords â Quantum Communications - Quantum Computing - Quantum Measurement - Quantum Optics
Related subjects â Applied & Technical Physics - Atomic, Molecular, Optical & Plasma Physics - Quantum Physics
Series: Universitext
2nd ed. 2012, 2012, XV, 447 p. 16 illus.
Softcover Information
Softcover
ISBN 978-1-4471-2980-6
Provides a complete and thorough introduction into the theory of linear and nonlinear partial differential equations
Presents interesting applications to physics and differential geometry
Includes the basic methods from linear and nonlinear functional analysis
This two-volume textbook provides comprehensive coverage of partial differential equations, spanning elliptic, parabolic, and hyperbolic types in two and several variables.
In this first volume, special emphasis is placed on geometric and complex variable methods involving integral representations. The following topics are treated:
* integration and differentiation on manifolds
* foundations of functional analysis
* Brouwer's mapping degree
* generalized analytic functions
* potential theory and spherical harmonics
* linear partial differential equations
This new second edition of this volume has been thoroughly revised and a new section on the boundary behavior of Cauchyfs integral has been added.