Differential method

The goal of this book is to develop robust, accurate and efficient numerical methods to price a number of derivative products in quantitative finance.We focus on onefactor and multifactor models for a wide range of derivative products such as options, fixed income products, interest rate products and ‘real’ options. Due to the complexity of these products it is very difficult to find exact or closed solutions for the pricing functions. Even if a closed solution can be found it may be very difficult to compute. For this and other reasons we need to resort to approximate methods.
442p luckystar909 12122009 124 57 Download

Computational fluid dynamics (CFD) is concerned with the efficient numerical solution of the partial differential equations that describe fluid dynamics. CFD techniques are commonly used in the many areas of engineering where fluid behavior is an important factor. Traditional fields of application include aerospace and automotive design, and more recently, bioengineering and consumer and medical electronics.
523p chipmoon 19072012 90 30 Download

This book presents and develops major numerical methods currently used for solving problems arising in quantitative finance. Our presentation splits into two parts. Part I is methodological, and offers a comprehensive toolkit on numerical methods and algorithms. This includes Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transformbased methods and quadrature techniques. Part II is practical, and features a number of selfcontained cases.
618p thuymonguyen88 07052013 37 19 Download

Tham khảo sách 'numerical methods for ordinary differential equations butcher tableau', khoa học tự nhiên, toán học phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả
479p chipmoon 19072012 69 18 Download

This section attempts to answer some of the questions you might formulate when you turn the first page: What does this toolbox do? Can I use it? What problems can I solve?, etc. What Does this Toolbox Do? The Partial Differential Equation (PDE) Toolbox provides a powerful and flexible environment for the study and solution of partial differential equations in two space dimensions and time. The equations are discretized by the Finite Element Method (FEM). The objectives of the PDE Toolbox are to provide you with tools that: • Define a PDE problem, i.e.
284p khinhkha 20072010 73 17 Download

In recent years the study of numerical methods for solving ordinary differential equations has seen many new developments. This second edition of the author's pioneering text is fully revised and updated to acknowledge many of these developments. It includes a complete treatment of linear multistep methods whilst maintaining its unique and comprehensive emphasis on RungeKutta methods and general linear methods. Although the specialist topics are taken to an advanced level, the entry point to the volume as a whole is not especially demanding.
479p kennybibo 14072012 43 12 Download

This volume is an eclectic mix of applications of Monte Carlo methods in many fields of research should not be surprising, because of the ubiquitous use of these methods in many fields of human endeavor. In an attempt to focus attention on a manageable set of applications, the main thrust of this book is to emphasize applications of Monte Carlo simulation methods in biology and medicine.
438p cucdai_1 20102012 30 6 Download

The goal of this book is to expose the reader to modern computational tools for solving differential equation models that arise in chemical engineering, e.g., diffusionreaction, massheat transfer, and fluid flow. The emphasis is placed on the understanding and proper use of software packages. In each chapter we outline numerical techniques that either illustrate a computational property of interest or are the underlying methods of a computer package. At the close of each chapter a survey of computer packages is accompanied by examples of their use....
267p dontetvui 21012013 18 6 Download

This material is taught in the BSc. Mathematics degree programme at the Manchester Metropolitan University, UK. The Finite Volume Method (FVM) is taught after the Finite Difference Method (FDM) where important concepts such as convergence, consistency and stability are presented. The FDM material is contained in the online textbook, ‘Introductory Finite Difference Methods for PDEs’ which is free to download from:
82p sn_buon 29112012 34 5 Download

The three texts in this one cover, entitled ‘The series solution of second order, ordinary differential equations and special functions’ (Part I), ‘An introduction to SturmLiouville theory’ (Part II) and ‘Integral transforms’ (Part III), are three of the ‘Notebook’ series available as additional and background reading to students at Newcastle University (UK).
181p sn_buon 29112012 37 3 Download

Differential evolution is one of the most recent global optimizers. Discovered in 1995 it rapidly proved its practical efficiency. This book gives you a chance to learn all about differential evolution. On reading it you will be able to profitably apply this reliable method to problems in your field. As for me, my passion for intelligent systems and optimization began as far back as during my studies at Moscow State Technical University of Bauman, the best engineering school in Russia. At that time, I was gathering material for my future thesis.
200p camchuong_1 04122012 24 3 Download

The present volume, compiled in honor of an outstanding historian of science, physicist and exceptional human being, Sam Schweber, is unique in assembling a broad spectrum of positions on the history of science by some of its leading representatives. Readers will find it illuminating to learn how prominent authors judge the current status and the future perspectives of their field. Students will find this volume helpful as a guide in a fragmented field that continues to be dominated by idiosyncratic expertise and still lacks a methodical canon.
628p thienbinh1311 13122012 29 3 Download

n mathematics, an ordinary differential equation (abbreviated ODE) is an equation containing a function of one independent variable and its derivatives. There are many general forms an ODE can take, and these are classified in practice (see below).[1][2] The derivatives are ordinary because partial derivatives only apply to functions of many independent variables (see Partial differential equation).
0p taurus23 27092012 25 2 Download

This note deals with two fully parallel methods for solving linear partial differentialalgebraic equations (PDAEs) of the form: Aut + B∆u = f(x, t) where A is a singular, symmetric and nonnegative matrix, while B is a symmetric positive define matrix. The stability and convergence of proposed methods are discussed. Some numerical experiments on highperformance computers are also reported.
9p tuanlocmuido 19122012 16 2 Download

(BQ) Part 2 book "Finite element method" has contents: Vibrational principles, galerkin approximation and partial differential equations, isoparametric finite elements, selected topics in finite element analysis.
123p bautroibinhyen18 23022017 4 2 Download

We have attempted to write a concise modern treatment of differential equations emphasizing applications and containing all the core parts of a course in differential equations.Asemester or quarter course in differential equations is taught to most engineering students (and many science students) at all universities, usually in the second year. Some universities have an earlier brief introduction to differential equations and others do not. Some students will have already seen some differential equations in their science classes.We do not assume any prior exposure to differential equations.
445p bachduong1311 10122012 20 1 Download

Introduction to Thermal Analysis Methods analysis refers to a variety of techniques in which physical property of a sample is continuously measured as a function of temperature, whist the sample is subjected to a pre determined temperature profile.
32p myphuongblu 04082016 8 1 Download

In this chapter you will learn how to draw data flow diagrams, a popular process model that documents a system’s processes and their data flows. You will know process modeling as a systems analysis tool when you can: Define systems modeling and differentiate between logical and physical system models, define process modeling and explain its benefits, recognize and understand the basic concepts and constructs of a process model,...
64p estupendo4 18082016 4 1 Download

In this chapter you will learn more about the design phase of systems development. You will know that you understand the process of systems design when you can: Describe the design phase in terms of your information building blocks, identify and differentiate between several systems design strategies, describe the design phase tasks in terms of a computerbased solution for an inhouse development project,...
34p estupendo4 18082016 4 1 Download

In this chapter you will learn how to design and prototype computer outputs. You will know how to design and prototype outputs when you can: Distinguish between internal, external, and turnaround outputs; differentiate between detailed, summary, and exception reports; identify several output implementation methods; differentiate among tabular, zoned, and graphic formats for presenting information;...
33p estupendo4 18082016 3 1 Download