Extended Abstracts Summer 2015

Strategic Behavior in Combinatorial Structures; Quantitative Finance

Nonfiction, Science & Nature, Mathematics, Combinatorics, Differential Equations
Cover of the book Extended Abstracts Summer 2015 by , Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9783319517537
Publisher: Springer International Publishing Publication: February 24, 2017
Imprint: Birkhäuser Language: English
Author:
ISBN: 9783319517537
Publisher: Springer International Publishing
Publication: February 24, 2017
Imprint: Birkhäuser
Language: English

This book is divided into two parts, the first of which seeks to connect the phase transitions of various disciplines, including game theory, and to explore the synergies between statistical physics and combinatorics. Phase Transitions has been an active multidisciplinary field of research, bringing together physicists, computer scientists and mathematicians. The main research theme explores how atomic agents that act locally and microscopically lead to discontinuous macroscopic changes. Adopting this perspective has proven to be especially useful in studying the evolution of random and usually complex or large combinatorial objects (like networks or logic formulas) with respect to discontinuous changes in global parameters like connectivity, satisfiability etc. There is, of course, an obvious strategic element in the formation of a transition: the atomic agents “selfishly” seek to optimize a local parameter. However, up to now this game-theoretic aspect of abrupt, locally triggered changes had not been extensively studied. 

In turn, the book’s second part is devoted to mathematical and computational methods applied to the pricing of financial contracts and the measurement of financial risks. The tools and techniques used to tackle these problems cover a wide spectrum of fields, like stochastic calculus, numerical analysis, partial differential equations, statistics and econometrics. Quantitative Finance is a highly active field of research and is increasingly attracting the interest of academics and practitioners alike. The material presented addresses a wide variety of new challenges for this audience. 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book is divided into two parts, the first of which seeks to connect the phase transitions of various disciplines, including game theory, and to explore the synergies between statistical physics and combinatorics. Phase Transitions has been an active multidisciplinary field of research, bringing together physicists, computer scientists and mathematicians. The main research theme explores how atomic agents that act locally and microscopically lead to discontinuous macroscopic changes. Adopting this perspective has proven to be especially useful in studying the evolution of random and usually complex or large combinatorial objects (like networks or logic formulas) with respect to discontinuous changes in global parameters like connectivity, satisfiability etc. There is, of course, an obvious strategic element in the formation of a transition: the atomic agents “selfishly” seek to optimize a local parameter. However, up to now this game-theoretic aspect of abrupt, locally triggered changes had not been extensively studied. 

In turn, the book’s second part is devoted to mathematical and computational methods applied to the pricing of financial contracts and the measurement of financial risks. The tools and techniques used to tackle these problems cover a wide spectrum of fields, like stochastic calculus, numerical analysis, partial differential equations, statistics and econometrics. Quantitative Finance is a highly active field of research and is increasingly attracting the interest of academics and practitioners alike. The material presented addresses a wide variety of new challenges for this audience. 

More books from Springer International Publishing

Cover of the book Textbook of Catheter-Based Cardiovascular Interventions by
Cover of the book Aiming Big with Small Cars by
Cover of the book Multi-Agent Systems and Agreement Technologies by
Cover of the book Design of Reconfigurable Logic Controllers by
Cover of the book Intimacies of Violence in the Settler Colony by
Cover of the book Interventional Urology by
Cover of the book Advances in Robust Fractional Control by
Cover of the book Overcoming Uncertainty of Institutional Environment as a Tool of Global Crisis Management by
Cover of the book Biobanking and Cryopreservation of Stem Cells by
Cover of the book The Neurobiology and Genetics of Nicotine and Tobacco by
Cover of the book Antioxidants in Andrology by
Cover of the book Statistical Models for Data Analysis by
Cover of the book Memory as Colonial Capital by
Cover of the book SYRIZA by
Cover of the book The Struggles of Identity, Education, and Agency in the Lives of Undocumented Students by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy