Mathematical Models in Finance
Mathematical Models in Finance

Author: S.D. Howison

Publisher: CRC Press

Published: 1995-05-15

Total Pages: 164

ISBN-13: 9780412630705

DOWNLOAD EBOOK

Mathematical Models in Finance compiles papers presented at the Royal Society of London discussion meeting. Topics range from the foundations of classical theory to sophisticated, up-to-date mathematical modeling and analysis. In the wake of the increased level of mathematical awareness in the financial research community, attention has focused on fundamental issues of market modelling that are not adequately allowed for in the standard analyses. Examples include market anomalies and nonlinear coupling effects, and demand new synthesis of mathematical and numerical techniques. This line of inquiry is further stimulated by ever tightening profits due to increased competition. Several papers in this volume offer pointers to future developments in this area.

Computer-Assisted Analysis and Model Simplification
Computer-Assisted Analysis and Model Simplification

Author: Harvey J. Greenberg

Publisher: Elsevier

Published: 2014-05-10

Total Pages: 535

ISBN-13: 1483273601

DOWNLOAD EBOOK

Computer-Assisted Analysis and Model Simplification deals with problems associated with the implementation, understanding, and management of large-scale, computer-resident models. This book focuses on five general research areas—structural modeling, qualitative economics, mathematical programming systems, relational databases, and combinatorics. In these topics, this compilation discusses the scope of computer-assisted analysis and model, structural models and graph theory, and qualitative stability of matrices and economic theory. The strong sign-solvability and weak satisfiability, automatic identification of embedded structure in large-scale optimization models, and query systems for linear programming models are also deliberated. This publication is a good source for students, specialists, and researchers interested in computer-assisted analysis and model simplification.