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 ADEX Optimized Adaptive Controllers and Systems by
Cover of the book Postcolonial Modernism and the Picaresque Novel by
Cover of the book Intelligent Comparisons II: Operator Inequalities and Approximations by
Cover of the book Engineering Mathematics I by
Cover of the book Anti-diabetes and Anti-obesity Medicinal Plants and Phytochemicals by
Cover of the book Pulmonary Dysfunction and Disease by
Cover of the book Buildings for Advanced Technology by
Cover of the book Applied Discourse Analysis by
Cover of the book New Dimensions in Community Well-Being by
Cover of the book Attractive Ellipsoids in Robust Control by
Cover of the book Lacan and the Nonhuman by
Cover of the book Back to the Future: Using Marketing Basics to Provide Customer Value by
Cover of the book Stamping the Earth from Space by
Cover of the book Forming, Recruiting and Managing the Academic Profession by
Cover of the book Poroelasticity 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