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Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series)
Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series)

Supercharge options analytics and hedging using the power ofPython

Derivatives Analytics with Python shows you how toimplement market-consistent valuation and hedging approaches usingadvanced financial models, efficient numerical techniques, and thepowerful capabilities of the Python programming language. Thisunique...

Bayesian Methods for Hackers: Probabilistic Programming and Bayesian Inference (Addison-Wesley Data & Analytics)
Bayesian Methods for Hackers: Probabilistic Programming and Bayesian Inference (Addison-Wesley Data & Analytics)

Master Bayesian Inference through Practical Examples and Computation–Without Advanced Mathematical Analysis

 

Bayesian methods of inference are deeply natural and extremely powerful. However, most discussions of Bayesian inference rely...

Fourier Transform Methods in Finance
Fourier Transform Methods in Finance

In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market...

Simulated Annealing and Boltzmann Machines: A Stochastic Approach to Combinatorial Optimization and Neural Computing
Simulated Annealing and Boltzmann Machines: A Stochastic Approach to Combinatorial Optimization and Neural Computing

Wiley-Interscience Series in Discrete Mathematics and Optimization Advisory Editors Ronald L. Graham Jan Karel Lenstra Robert E. Tarjan Discrete Mathematics and Optimization involves the study of finite structures. It is one of the fastest growing areas in mathematics today. The level and depth of recent advances in the area and the wide...

Financial Instrument Pricing Using C++ (The Wiley Finance Series)
Financial Instrument Pricing Using C++ (The Wiley Finance Series)

The goal of this book is to model financial instruments, such as options, bonds and interest-rate products by partial differential equations, finite differences and C++. It is intended for IT and quantitative finance professionals who know this material and wish to deepen their knowledge and for those readers who use...

Computational Intelligence: An Introduction
Computational Intelligence: An Introduction

Computational Intelligence: An Introduction, Second Edition offers an in-depth exploration into the adaptive mechanisms that enable intelligent behaviour in complex and changing environments. The main focus of this text is centred on the computational modelling of biological and natural intelligent systems, encompassing swarm...

The 3-D Global Spatial Data Model: Foundation of the Spatial Data Infrastructure
The 3-D Global Spatial Data Model: Foundation of the Spatial Data Infrastructure
Traditional methods for handling spatial data are encumbered by the assumption of separate origins for horizontal and vertical measurements. Modern measurement systems operate in a 3-D spatial environment. The 3-D Global Spatial Data Model: Foundation of the Spatial Data Infrastructure offers a new model for handling digital...
Path Integrals in Physics Volume 1: Stochastic Process & Quantum Mechanics
Path Integrals in Physics Volume 1: Stochastic Process & Quantum Mechanics
The importance of path-integral methods in theoretical physics can hardly be disputed. Their applications in most branches of modern physics have proved to be extremely fruitful not only for solving already existing problems but also as a guide for the formulation and development of essentially new ideas and approaches in the description of...
Spatial Variation of Seismic Ground Motions: Modeling and Engineering Applications (Advances in Engineering Series)
Spatial Variation of Seismic Ground Motions: Modeling and Engineering Applications (Advances in Engineering Series)
Taking a multidisciplinary approach, this book provides coverage from seismological and engineering, deterministic and stochastic, as well as physical and mathematical points of view. The author describes the estimation of spatial variability from recorded data, its physical interpretation, and the development of spatial variability/coherency...
Dependability of Networked Computer-based Systems (Springer Series in Reliability Engineering)
Dependability of Networked Computer-based Systems (Springer Series in Reliability Engineering)

This book is meant for research scholars, scientists and practitioners involved with the application of computer-based systems in critical applications. Ensuring dependability of systems used in critical applications is important due to the impact of their failures on human life, investment and environment. The individual aspects of...

Evolutionary Algorithms for Solving Multi-Objective Problems (Genetic and Evolutionary Computation)
Evolutionary Algorithms for Solving Multi-Objective Problems (Genetic and Evolutionary Computation)
Solving multi-objective problems is an evolving effort, and computer science and other related disciplines have given rise to many powerful deterministic and stochastic techniques for addressing these large-dimensional optimization problems. Evolutionary algorithms are one such generic stochastic approach that has proven to be successful and widely...
Introduction to Probability and Stochastic Processes with Applications
Introduction to Probability and Stochastic Processes with Applications

An easily accessible, real-world approach to probability and stochastic processes

Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their...

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