This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and …
"The purpose of this handbook is to provide an accessible and comprehensive compendium of Monte Carlo techniques and related topics. It contains a mix of theory (summarized), algorithms (pseudo and actual), and applications. Since the audience is broad, the theory is kept to a m…
The author of this book, Igor' Vladimirovich Girsanov, was one of the first mathematicians to study general extremum problems and to realize the feasibility and desirability of a unified theory of extremal problems, based on a functional℗Ư analytic approach. He actively advocate…
The author of this book, Igor' Vladimirovich Girsanov, was one of the first mathematicians to study general extremum problems and to realize the feasibility and desirability of a unified theory of extremal problems, based on a functional analytic approach. He actively advocated…
Basic mathematical redundancy models -- Formulation of optimal redundancy problems -- Method of Lagrange multipliers -- Steepest descent method -- Dynamic programming -- Universal generating functions -- Genetic algorithms -- Monte Carlo simulation -- Comments on calculation met…
A UNIQUE ENGINEERING AND STATISTICAL APPROACH TO OPTIMAL RESOURCE ALLOCATION Optimal Resource Allocation: With Practical Statistical Applications and Theory features the application of probabilistic and statistical methods used in reliability engineering during the different pha…
