Numerical methods and applications : 6th International conference, NMA 2006 : Borovets, Bulgaria, August 2006 : revised papers / Tudor Boyanov...[et al.] (Eds.)

• Record Nr.: UNISA990003073660203316
• Autore: International conference, NMA 2006 : <6; : 2006
• Pubbl/distr/stampa: Berlin [etc.] : Springer, copyr. 2007
• ISBN: 978-3-540-70940-4
• Descrizione fisica: XVI, 728 p. : ill. ; 24 cm.
• Collana: Lecture notes in computer science ; 4310
• Disciplina: 518.1
• Soggetti: Analisi numerica - Congressi - Borovets - 2006; Algoritmi - Congressi - Borovets - 2006
• Collocazione: 001 LNCS 4310
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia

A letter from the navy vvith the Earle of Warwick, Lord Admirall: from Hellevoyt Sluice, Novemb. 24. 1648 [[electronic resource] ] : Being a narrative of his proceedings, in reducing the revolted ships with the Prince: viz. The Constant Warwick, carrying 32 guns. The Love, 38 guns. The Hinde, 18 guns. The Satisfaction, 28 guns. A ship laden with sugars. A catch, and other small vessels. Also, the present condition of the Prince, Duke of Yorke, Prince Rupert, and the rest of the cavallerie in Holland, and from France

• Record Nr.: UNISA996392307603316
• Pubbl/distr/stampa: London, : Printed for Lawrence Blaikloke, and are to be sold in the Old-Bayly, 1648
• Descrizione fisica: 8 p
• Altri autori (Persone): WarwickRobert Rich, Earl of, <1587-1658.>
• Soggetti: Great Britain History Civil War, 1642-1649 Early works to 1800
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: The words "The Constant Warwick .. and other small vessels." are bracketed on the title page.; Annotation on Thomason copy: "Nou: 27".; Reproduction of the original in the British Library.
• Sommario/riassunto: eebo-0018

Stochastic processes : from physics to finance / / Wolfgang Paul, Jorg Baschnagel

• Record Nr.: UNINA9910741194403321
• Autore: Paul Wolfgang
• Pubbl/distr/stampa: Heidelberg ; ; New York, : Springer, 2013
• ISBN: 3-319-00327-5
• Edizione: [2nd ed.]
• Descrizione fisica: 1 online resource (287 p.)
• Altri autori (Persone): BaschnagelJörg <1965->
• Disciplina: 330; 330.0151; 330.1; 519
• Soggetti: Stochastic processes; Probabilities
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: A First Glimpse of Stochastic Processes -- A Brief Survey of the Mathematics of Probability Theory -- Diffusion Processes -- Beyond the Central Limit Theorem: Lévy Distributions -- Modeling the Financial Market -- Stable Distributions Revisited -- Hyperspherical Polar Coordinates -- The Weierstrass Random Walk Revisited -- The Exponentially Truncated Lévy Flight -- Put–Call Parity -- Geometric Brownian Motion.
• Sommario/riassunto: This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to ; option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.