Iste Press Elsevier imprint: 176 books

Bio-inspired techniques are based on principles, or models, of biological systems. In general, natural systems present remarkable capabilities of resilience and adaptability. In this book, we explore how bio-inspired methods can solve different problems linked to computer networks. Future...

Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability...

This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black–Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities....

Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic...

This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional Value at Risk (CVaR)...

Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world environments,...

This new edited volume consists of a collection of original articles written by leading industry experts in the area of factor investing. The chapters introduce readers to some of the latest research developments in the area of equity and alternative investment strategies.Each chapter deals with new...

Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement...

Granular Materials at Meso-scale: Towards a Change of Scale Approach proposes a new way for developing an efficient change of scale—considering a meso-scale defined at the level of local arrays of particles. The change of scale is known to be a very interesting way to improve the modelling of mechanical...

Transformation Optics-based Antennas is organized into two chapters that follow an introduction that presents the basic principles of the transformation optics concept. Two types of transformation are presented, coordinate transformation and space transformation. Implementations using metamaterials...

Exterior Algebras: Elementary Tribute to Grassmann's Ideas provides the theoretical basis for exterior computations. It first addresses the important question of constructing (pseudo)-Euclidian Grassmmann's algebras. Then, it shows how the latter can be used to treat a few basic, though significant,...

The waves that animate the surface of the oceans represent a deposit of renewable energy that for the most part is still unexploited today. This is not for lack of effort, as for more than two hundred years inventors, researchers and engineers have struggled to develop processes and systems to recover...

This book provides a comprehensive overview of power electronic converters (DC / DC, DC / AC, AC / DC and AC / AC) conventionally used in industrial and transportation applications, specifically for the supply of electric machines with variable speed drop off window. From the perspective of design...

This book presents the research that resulted from a fruitful collaboration between many CNRS research laboratories, health establishments and industrialists. This research contributes to the study and the development of logistical systems, in particular health-oriented logistical systems, in order...