Category Archives: Software Systems Scientific Computing

Rüdiger Braun, Reinhold Meise's Analysis mit Maple PDF

By Rüdiger Braun, Reinhold Meise

ISBN-10: 3322802884

ISBN-13: 9783322802880

ISBN-10: 3528066652

ISBN-13: 9783528066659

Computeralgebra-Systeme wie Mathematica und Maple sind heute aus dem Alltag eines jeden Wissenschaftlers, der mit Mathematik arbeiten mu?, nicht mehr wegzudenken. Grundkenntnisse in der Benutzung dieser Programme geh?ren deshalb immer mehr zu den Inhalten der Grundvorlesungen in Mathematik. Das Buch wendet sich an alle Studierende, welche einen Anf?ngerkurs in Mathematik besuchen oder schon besucht haben. Der Aufbau des Buches orientiert sich an dem Standardwerk zur research I und II von O. Forster aus unserem Verlag. Parallel zu diesem f?hrt es problemorientiert in Maple ein und zeigt auf, wie guy dieses zum besseren Verst?ndnis, zur Veranschaulichung und zum L?sen von ?bungsaufgaben verwenden kann.

Rationale Zahlen - Reelle Zahlen - Anordnung - Folgen und Grenzwerte - Polynome und intent Ausdr?cke - L?sen von Gleichungen, Wurzeln - Reihen und unendliche Produkte - Die Exponentialfunktion - Mengen, hear und andere Datenstrukturen - Funktionen und ihre Darstellung - Grenzwerte und Stetigkeit - Logarithmen, Potenzen, Wurzeln - Komplexe Zahlen und trigonometrische Funktionen - Polarkoordinaten, Polarplots und parametrische Plots - Differentiationen - Kurvendiskussion - Numerische L?sung von Gleichungen - Das Riemannsche critical - Integration und Differentiation - Uneigentliche Integrale. Die Gammafunktion - Gleichm??ige Konvergenz und Potenzreihen - Reihenentwicklungen - Fourier-Reihen - Funktionen auf dem R(hoch)n und 3d-Plots - Grenzwerte und Stetigkeit - Lineare Algebra - Kurven und Fl?chen im R(hoch)3 - Partielle Ableitungen, Vektorfelder - Jacobi- und Hesse-Matrix - Taylor-Entwicklung, lokale Extrema - Implizite Funktionen - Parameterintegrale, Fourier-Integrale - Gew?hnliche Differentialgleichungen erster Ordnung - Differentialgleichungen h?herer Ordnung - Differentialgleichungssysteme - Numerische L?sung von Differentialgleichungen - Tabelle eingebauter Funktionen

Studierende der Mathematik, Informatik und Naturwissenschaften ab dem ersten Semester. Anwender der Mathematik

?ber den Autor/Hrsg
Prof. Dr. R?diger Braun ist Professor am Mathematischen Institut der Heinrich-Heine-Universit?t D?sseldorf Prof. Dr. Reinhold Meise ist Professor am Mathematischen Institut der Heinrich-Heine-Universit?t D?sseldorf

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Get Stochastic Simulation and Applications in Finance with PDF

By Huu Tue Huynh

ISBN-10: 0470725389

ISBN-13: 9780470725382

ISBN-10: 111846737X

ISBN-13: 9781118467374

Stochastic Simulation and purposes in Finance with MATLAB Programs explains the basics of Monte Carlo simulation concepts, their use within the numerical solution of stochastic differential equations and their present functions in finance. construction on an built-in procedure, it presents a pedagogical therapy of the need-to-know fabrics in threat administration and fiscal engineering.

The booklet takes readers throughout the easy strategies, masking the latest examine and difficulties within the region, together with: the quadratic re-sampling method, the Least Squared strategy, the dynamic programming and Stratified nation Aggregation strategy to rate American thoughts, the intense price simulation strategy to expense unique suggestions and the retrieval of volatility option to estimate Greeks.   The authors additionally current sleek time period constitution of rate of interest versions and pricing swaptions with the BGM industry version, and provides a whole rationalization of company securities valuation and credits probability according to the structural strategy of Merton. Case reports on monetary promises illustrate the way to enforce the simulation recommendations in pricing and hedging.

The ebook additionally contains an accompanying CD-ROM which supplies MATLAB courses for the sensible examples and case reviews, on the way to supply the reader self belief in utilizing and adapting particular how you can remedy difficulties regarding stochastic strategies in finance.

"This ebook presents a really precious set of instruments in the event you have an interest within the simulation approach to asset pricing and its implementation with MatLab. it truly is pitched at simply the appropriate point for a person who seeks to benefit approximately this interesting sector of finance. the gathering of particular themes thoughtfully chosen by way of the authors, similar to credits possibility, mortgage warrantly and value-at-risk, is an extra great characteristic, making it a good resource of reference for researchers and practitioners. The booklet is a useful contribution to the quick growing to be quarter of quantitative finance."

-Tan Wang, Sauder college of industrial, UBC

This booklet is an efficient significant other to textual content books on idea, so with a view to get immediately to the beef of imposing the classical quantitative finance versions this is the answer.

—Paul Wilmott,

This strong ebook is a complete consultant for Monte Carlo equipment in finance. each quant is aware that one of many greatest concerns in finance is to good comprehend the mathematical framework on the way to translate it in programming code. examine the bankruptcy on Quasi Monte Carlo or the paragraph on variance relief suggestions and you may see that Huu Tue Huynh, Van Son Lai and Issouf Soumare have performed a good activity on the way to offer a bridge among the complicated arithmetic utilized in finance and the programming implementation. since it adopts either theoretical and useful element of perspectives with loads of functions, since it treats approximately a few refined monetary difficulties (like Brownian bridges, bounce tactics, unique recommendations pricing or Longstaff-Schwartz equipment) and since you'll be able to comprehend, this guide is efficacious for teachers, scholars and fiscal engineers who are looking to examine the computational features of simulations in finance.

—Thierry Roncalli, Head of funding items and techniques, SGAM replacement Investments & Professor of Finance, college of Evry

Chapter 1 advent to chance (pages 1–7):
Chapter 2 advent to Random Variables (pages 9–37):
Chapter three Random Sequences (pages 39–46):
Chapter four advent to desktop Simulation of Random Variables (pages 47–66):
Chapter five Foundations of Monte Carlo Simulations (pages 67–90):
Chapter 6 basics of Quasi Monte Carlo (QMC) Simulations (pages 91–107):
Chapter 7 creation to Random approaches (pages 109–122):
Chapter eight resolution of Stochastic Differential Equations (pages 123–148):
Chapter nine common method of the Valuation of Contingent Claims (pages 149–167):
Chapter 10 Pricing suggestions utilizing Monte Carlo Simulations (pages 169–219):
Chapter eleven time period constitution of rates of interest and rate of interest Derivatives (pages 221–246):
Chapter 12 credits probability and the Valuation of company Securities (pages 247–264):
Chapter thirteen Valuation of Portfolios of economic promises (pages 265–281):
Chapter 14 possibility administration and cost in danger (VaR) (pages 283–295):
Chapter 15 price in danger (VaR) and imperative parts research (PCA) (pages 297–313):

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Random Signals and Processes Primer with MATLAB - download pdf or read online

By Gordana Jovanovic Dolecek

ISBN-10: 1461423856

ISBN-13: 9781461423850

ISBN-10: 1461423864

ISBN-13: 9781461423867

This ebook offers somebody desiring a primer on random signs and methods with a hugely obtainable advent to those issues. It assumes a minimum quantity of mathematical historical past and makes a speciality of options, similar phrases and engaging purposes to quite a few fields. All of this is often stimulated by means of various examples carried out with MATLAB, in addition to various workouts on the finish of every chapter.

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Softwarepraktikum — Analysis und Lineare Algebra: Ein by Prof. Dr. Dorothea Bahns, Prof. Dr. Christoph Schweigert PDF

By Prof. Dr. Dorothea Bahns, Prof. Dr. Christoph Schweigert (auth.)

ISBN-10: 3834803707

ISBN-13: 9783834803702

ISBN-10: 3834894346

ISBN-13: 9783834894342

Computeralgebra- Systeme wie MAPLE gehören heute zum Alltag aller, die Mathematik in Schule, Wirtschaft und Hochschule anwenden. Gleichzeitig bieten sie die Möglichkeit, in ganz anderer Weise Beispiele zu untersuchen und zu veranschaulichen, als dies mit Bleistift und Papier möglich ist. Neben einer Einführung in MAPLE hat dieses Buch zum Ziel, durch die Behandlung von Beispielen den Stoff des ersten Studienjahres, wie er in den Vorlesungen zur research und Linearen Algebra behandelt wird, zu vertiefen und zu veranschaulichen. Es besteht aus Aufgaben mit Erläuterungen, anhand derer der Leser den Stoff eigenständig durcharbeiten soll.

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Download e-book for iPad: Maple V: Learning Guide by K. M. Heal

By K. M. Heal

ISBN-10: 038798397X

ISBN-13: 9780387983974

ISBN-10: 1461222125

ISBN-13: 9781461222125

Maple V arithmetic studying consultant is the totally revised introductory documentation for Maple V unencumber five. It indicates easy methods to use Maple V as a calculator with rapid entry to thousands of high-level math exercises and as a programming language for extra difficult or really expert projects. subject matters contain the fundamental info forms and statements within the Maple V language. The e-book serves as an educational advent and explains the adaptation among numeric computation and symbolic computation, illustrating how either are utilized in Maple V free up five. wide "how-to" examples are offered through the textual content to teach how universal different types of calculations might be simply expressed in Maple. images examples are used to demonstrate the best way second and 3D photographs can relief in realizing the behaviour of problems.

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Introduction to MATLAB for Engineers, 3rd Edition - download pdf or read online

By William John Palm, III

ISBN-10: 0073534870

ISBN-13: 9780073534879

Creation to MATLAB for Engineers is an easy, concise publication designed to be invaluable for newbies and to be saved as a reference. MATLAB is a globally to be had commonplace computational device for engineers and scientists. The terminology, syntax, and using the programming language are good outlined, and the association of the cloth makes it effortless to find details and navigate during the textbook. The textual content covers all of the significant features of MATLAB which are important for starting scholars.

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Download PDF by Darren Redfern: The Maple Handbook: Maple V Release 3

By Darren Redfern

ISBN-10: 0387943315

ISBN-13: 9780387943312

ISBN-10: 1468402293

ISBN-13: 9781468402292

How to take advantage of This instruction manual The Maple guide is an entire reference software for the Maple language, and is written for all Maple clients, despite their dis­ cipline or field(s) of curiosity. all of the integrated mathematical, photo, and system-based instructions on hand in Maple V unlock three are unique herein. Please notice that The Maple guide doesn't train concerning the arithmetic in the back of Maple instructions. in case you don't know the that means of such recommendations as convinced indispensable, id matrix, or major integer, don't count on to profit them right here. in addition, whereas the introductory sections to every bankruptcy taken jointly do offer a uncomplicated assessment of the functions of Maple, it's hugely recom­ mended that you just additionally learn a extra thorough instructional comparable to In­ troduction to Maple via Andre Heck or First Leaves: an educational advent to Maple V. total association one of many major premises of The Maple instruction manual is that almost all Maple clients strategy the method to unravel a selected challenge (or set of difficulties) in a particular topic zone. accordingly, all instructions are equipped in logical subsets that mirror those various cate­ gories (e.g., calculus, algebra, facts manipulation, etc.) and the com­ mands inside of a subset are defined in an identical language, making a software that permits you quickly and assured entry to the data essential to whole the matter you've got delivered to the system.

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