LEADER 04733nam 22007335 450 001 996594169903316 005 20240406124740.0 010 $a3-031-57259-9 024 7 $a10.1007/978-3-031-57259-3 035 $a(CKB)31435292500041 035 $a(MiAaPQ)EBC31281879 035 $a(Au-PeEL)EBL31281879 035 $a(DE-He213)978-3-031-57259-3 035 $a(OCoLC)1429288556 035 $a(EXLCZ)9931435292500041 100 $a20240405d2024 u| 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aFundamental Approaches to Software Engineering $e27th International Conference, FASE 2024, Held as Part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2024, Luxembourg City, Luxembourg, April 6?11, 2024, Proceedings /$fedited by Dirk Beyer, Ana Cavalcanti 205 $a1st ed. 2024. 210 1$aCham :$cSpringer Nature Switzerland :$cImprint: Springer,$d2024. 215 $a1 online resource (346 pages) 225 1 $aLecture Notes in Computer Science,$x1611-3349 ;$v14573 311 $a3-031-57258-0 327 $aFrom Mechanized Semantics to Verified Compilation: The Clight Semantics of CompCert -- Foundations for Query-based Runtime Monitoring of Temporal Properties over Runtime Models -- Probabilistic Runtime Enforcement of Executable BPMN Processes -- Integrating Look-ahead Design-time and Run-time Control-synthesis for Graph Transformation Systems -- Formal Specification of Trusted Execution Environment APIs -- Monitoring the Future of Smart Contracts -- Comprehending Object State via Dynamic Class Invariant Learning -- Detection for Large-Scale Online Service Systems Using Multi-Channel Data -- Refinement Verification of OS Services based on a Verified Preemptive Microkernel -- Fuzzy quantitative attack tree analysis -- Towards Reliable SQL Synthesis: Fuzzing-Based Evaluation and Disambiguation -- Invariant-based Program Repair -- Can ChatGPT support software verification -- Combining Deductive Verification with Shape Analysis -- First Steps towards Deductive Verification of LLVM IR -- FDSE: Enhance Symbolic Execution by Fuzzing-based Pre-Analysis (Competition Contribution) -- Fizzer: New Gray-Box Fuzzer (Competition Contribution) -- KLEEF: Symbolic Execution Engine (Competition Contribution) -- TracerX: Pruning Dynamic Symbolic Execution with Deletion and Weakest Precondition Interpolation (Competition Contribution) -- Ultimate TestGen: Test Case Generation with Automata-based Software Model Checking (Competition Contribution). 330 $aThis open access book constitutes the proceedings of the 27th International Conference on Fundamental Approaches to Software Engineering, FASE 2024, held in conjunction with ETAPS 2024 which took place in Luxembourg in April 2024. The 14 full papers included in this book were carefully reviewed and selected from 41 submission. The proceedings also include 5 short papers from the Test-Comp 2024 event that was hosted by FASE. They deal with the broad field of software engineering, focusing on requirements, design, architecture, modeling, applications of AI to software engineering and software engineering for AI-based systems, quality, model-driven engineering, processes, and software evolution. . 410 0$aLecture Notes in Computer Science,$x1611-3349 ;$v14573 606 $aSoftware engineering 606 $aOperating systems (Computers) 606 $aComputer science 606 $aMicroprogramming 606 $aComputer systems 606 $aNatural language processing (Computer science) 606 $aSoftware Engineering 606 $aOperating Systems 606 $aTheory of Computation 606 $aControl Structures and Microprogramming 606 $aComputer System Implementation 606 $aNatural Language Processing (NLP) 615 0$aSoftware engineering. 615 0$aOperating systems (Computers). 615 0$aComputer science. 615 0$aMicroprogramming. 615 0$aComputer systems. 615 0$aNatural language processing (Computer science). 615 14$aSoftware Engineering. 615 24$aOperating Systems. 615 24$aTheory of Computation. 615 24$aControl Structures and Microprogramming. 615 24$aComputer System Implementation. 615 24$aNatural Language Processing (NLP). 676 $a005.1 700 $aBeyer$b Dirk$01351238 701 $aCavalcanti$b Ana$01736503 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a996594169903316 996 $aFundamental Approaches to Software Engineering$94156357 997 $aUNISA LEADER 04573nam 22006615 450 001 9910874679003321 005 20251217135726.0 010 $a9783031605758$b(electronic bk.) 010 $z9783031605741 024 7 $a10.1007/978-3-031-60575-8 035 $a(MiAaPQ)EBC31534705 035 $a(Au-PeEL)EBL31534705 035 $a(CKB)33030951200041 035 $a(DE-He213)978-3-031-60575-8 035 $a(EXLCZ)9933030951200041 100 $a20240719d2024 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aComputation and Simulation for Finance $eAn Introduction with Python /$fby Cónall Kelly 205 $a1st ed. 2024. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2024. 215 $a1 online resource (335 pages) 225 1 $aSpringer Undergraduate Texts in Mathematics and Technology,$x1867-5514 311 08$aPrint version: Kelly, Cónall Computation and Simulation for Finance Cham : Springer International Publishing AG,c2024 9783031605741 320 $aIncludes bibliographical references and index. 327 $a- Part I Modelling Assets and Markets -- Introduction -- The Pricing of Financial Derivatives -- Part II Computational Pricing Methods in the Black-Scholes Framework -- Binomial Tree Methods -- Simulation I: Monte Carlo Methods -- Finite Difference Methods -- Part III Simulation Methods Beyond the Black-Scholes Framework -- Simulation II: Modelling Multivariate Financial Data -- Stochastic Models for Interest Rates -- Simulation III: Numerical Approximation of SDE Models. 330 $aThis book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core. The first part provides a welcoming but nonetheless rigorous introduction to the fundamental theory of option pricing, including European, American, and exotic options along with their hedge parameters, and combines a clear treatment of the mathematical framework with practical worked examples in Python. The second part explores the main computational methods for valuing options within the Black-Scholes framework: lattice, Monte Carlo, and finite difference methods. The third and final part covers advanced topics for the simulation of financial processes beyond the standard Black-Scholes setting. Techniques for the analysis and simulation of multidimensional financial data, including copulas, are covered and will be of interest to those studying machine learning for finance. There is also an in-depth treatment of exact and approximate sampling methods for stochastic differential equation models of interest rates and volatilities. Written for advanced undergraduate and masters-level courses, the book assumes some exposure to core mathematical topics such as linear algebra, ordinary differential equations, multivariate calculus, probability, and statistics at an undergraduate level. While familiarity with Python is not required, readers should be comfortable with basic programming constructs such as variables, loops, and conditional statements. 410 0$aSpringer Undergraduate Texts in Mathematics and Technology,$x1867-5514 606 $aSocial sciences$xMathematics 606 $aMathematics$xData processing 606 $aMathematics in Business, Economics and Finance 606 $aComputational Mathematics and Numerical Analysis 606 $aPython (Llenguatge de programació)$2thub 606 $aAnàlisi numèrica$2thub 606 $aEquacions diferencials estocàstiques$2thub 606 $aActius financers derivats$2thub 606 $aMatemàtica financera$2thub 608 $aLlibres electrònics$2thub 615 0$aSocial sciences$xMathematics. 615 0$aMathematics$xData processing. 615 14$aMathematics in Business, Economics and Finance. 615 24$aComputational Mathematics and Numerical Analysis. 615 7$aPython (Llenguatge de programació) 615 7$aAnàlisi numèrica 615 7$aEquacions diferencials estocàstiques 615 7$aActius financers derivats 615 7$aMatemàtica financera 676 $a332.6457 700 $aKelly$b Co?nall$01749271 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 912 $a9910874679003321 996 $aComputation and Simulation for Finance$94183280 997 $aUNINA