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- De Gruyter 2009; US$ 147.00
Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book develops a static super-replication strategy with market-typical robustness against volatility, skew and liquidity risk as well as model errors. Combined with associated sub-replication... more...
- Oxford University Press 2009; US$ 74.00
The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory and Merton's... more...
- De Gruyter 2009; US$ 182.00
This book is a collection of state-of-the-art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a ?Special Semester on Stochastics with Emphasis on Finance? that took place from September to December 2008 at the Johann Radon Institute for Computational and... more...
- World Scientific Publishing Company 2008; US$ 214.00
This volume contains a selection of papers presented at the 2008 Conference on Frontiers of Applied and Computational Mathematics (FACM'08), held at the New Jersey Institute of Technology (NJIT), May 1921, 2008. The papers reflect the conference themes of mathematical biology, mathematical fluid dynamics, applied statistics and biostatistics,... more...
- World Scientific Publishing Company 2009; US$ 193.00
This book consists of survey and research articles expanding on the theme of the International Conference on Reaction-Diffusion Systems and Viscosity Solutions, held at Providence University, Taiwan, during January 36, 2007. It is a carefully selected collection of articles representing the recent progress of some important areas... more...
- World Scientific Publishing Company 2008; US$ 175.00
This book offers fascinating and modern perspectives into the theory and practice of the historical subject of polynomial root-finding, rejuvenating the field via polynomiography, a creative and novel computer visualization that renders spectacular images of a polynomial equation. Polynomiography will not only pave the way for new applications of polynomials... more...
- World Scientific Publishing Company 2009; US$ 211.00
This volume contains the proceedings of the 2008 Daiwa International Workshop on Financial Engineering held in Tokyo. The annual workshop is sponsored by the Daiwa Securities Group, and serves as a bridge between leading academics and practitioners in the field. This year, the papers presented at the workshop have been refereed and published in a single... more...
- World Scientific Publishing Company 2008; US$ 149.00
The Institute for Mathematical Sciences at the National University of Singapore hosted a research program on Mathematical Modeling of Infectious Diseases: Dynamics and Control from 15 August to 9 October 2005. As part of the program, tutorials for graduate students and junior researchers were given by leading experts in the field. more...
- World Scientific Publishing Company 2009; US$ 120.00
This book is devoted to the phenomenon of synchronization and its application for determining the values of Lyapunov exponents. In recent years, the idea of synchronization has become an object of great interest in many areas of science, e.g., biology, communication or laser physics. Over the last decade, new types of synchronization have been identified... more...
- Springer 2009; US$ 69.95
This text presents mathematical biology as a field with a unity of its own, rather than only the intrusion of one science into another. It updates an earlier successful edition and greatly expands the concept of the "computer biology laboratory," giving students a general perspective of the field before proceeding to more specialized topics.... more...