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BIBLIOTECA DEL DIPARTIMENTO DI
MATEMATICA APPLICATA
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| NUOVI ARRIVI OTTOBRE - DICEMBRE 2009 |
Robert
L. Phillips.
Pricing and revenue optimization.
Stanford university press 2005
This is the first comprehensive
introduction to the concepts, theories, and applications of pricing and
revenue optimization. From the initial success of "yield management" in
the commercial airline industry down to more recent successes of
markdown management and dynamic pricing, the application of
mathematical analysis to optimize pricing has become increasingly
important across many different industries. But, since pricing and
revenue optimization has involved the use of sophisticated mathematical
techniques, the topic has remained largely inaccessible to students and
the typical manager. With methods proven in the MBA courses taught by
the author at Columbia and Stanford Business Schools, this book
presents the basic concepts of pricing and revenue optimization in a
form accessible to MBA students, MS students, and advanced
undergraduates. In addition, managers will find the practical approach
to the issue of pricing and revene optimization invaluable.
Coll. 5 Oa 39
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Patrick
L. Anderson.
Business economics and finance
with Matlab, GIS, and simulation models.
Champman & Hall/CRC 2005
Indice: Bringing Analytic Power to the Internet. Sharing and Displaying
Information on the Web. MATLAB and Simulink Design Guidelines. Library
Functions for Business Economics. Economic and Fiscal Impact Models.
Applications for Finance, Manufacturing, Public Policy and other
fields. Fuzzy Logic Business Applications. Modeling Retail Sales.
Applications for Public Policy. Graphics.
Coll. 5 Oa 38
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Josè
Figueira - Salvatore
Greco - Matthias Enhrgott.
Multiple criteria decision
analysis.
MIT Press 2005
Indice:Introduction.- Paradigms and
Challenges.- Preference Modelling.- Conjoint Measurement Tools for
MCDM.- ELECTRE Methods.- PROMETHEE Methods.- Other Outranking
Approaches.- MAUT: Multiattribute Utility Theory.- UTA Methods.- The
Analytic Hierarchy and Analytic Network Processes for the Measurement
of Intangible Criteria and for Decision-Making.- On the Mathematical
Foundation of MACBETH.- Dealing with Uncertainties in MCDA.- Choice,
Ranking and Sorting in Fuzzy Multiple Criteria Decision Aid.- Decision
Rule Approach.- Fuzzy Measures and Integrals in MCDA.- Verbal Decision
Analysis.- Interactive Methods.- Multiobjective Programming.- Multiple
Objective Linear Programming with Fuzzy Coefficients.- MCDM Location
Problems.- Multicriteria Decision Aid/Analysis in Finance.- MCDA and
Energy Planning.- Multicriteria Analysis in Telecommunication Network
Planning and Design/Problems and Issues.- Multiple Criteria Decision
Analysis and Sustainable Development.- Multiple Criteria Decision
Support Software.- References.- Contributing Authors.- Index.
Coll. 5 Oa 37
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Peter
Gardenfors.
Conceptual spaces : the geometry
of thought.
MIT Press 2004
Within cognitive science, two
approaches currently dominate the problem of modelling representations.
The symbolic approach views cognition as computation involving symbolic
manipulation. Connectionism, a special case of associationism, models
associations using artificial neuron networks. Peter Gardenfors offers
his theory of conceptual representations as a bridge between the
symbolic and connectionist approaches. Symbolic representation is
particularly weak at modeling concept learning, which is paramount for
understanding many cognitive phenomena. Concept learning is closely
tied to the notion of similarity, which is also poorly served by the
symbolic approach. Gardenfors's theory of conceptual spaces presents a
framework for representing information on the conceptual level. A
conceptual space is built up from geometrical structures based on a
number of quality dimensions. The main applications of the theory are
on the constructive side of cognitive science: as a constructive model
the theory can be applied to the development of artificial systems
capable of solving cognitive tasks.
Coll. 5 Oa 36
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Michael
L. Pinedo
Planning and scheduling in
manufacturing and services.
Springer 2009.
Indice:Introduction.- Manufacturing
Models.- Service Models.- Project Planning and Scheduling.- Machine
Scheduling and Job Shop Scheduling.- Scheduling of Flexible Assembly
Systems.- Economic Lot Scheduling.- Planning and Scheduling in Supply
Chains.- Interval Scheduling, Reservations, and Timetabling.- Planning
and Scheduling in Sports and Entertainment.- Planning, Scheduling, and
Timetabling in Transportation.- Planning and Scheduling in Healthcare.-
Workforce Scheduling.- Systems Design and Implementation.- Advanced
Concepts in Systems Design.- What Lies Ahead?- Mathematical Programming
Formulations.- Exact Optimization Methods.- Heuristic Methods.-
Constraint Programing Methods.- Selected Scheduuling Sytems.- The LEKIN
Systems User's Guide.- Notation.- References.- Index.
Coll. 5 Oa 35
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Ian
Yeoman - Una
McMahon-Beattie
Revenue management and pricing :
case studies and applications.
Thomson-South western 2007.
Coll. 5 Oa 34
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Simon
Benninga - Cristiano
Zazzara
Modelli finanziari : la finanza
con excel.
McGraw-Hill 2001.
Il libro consente al lettore di risolvere una vasta gamma di concreti
problemi finanziari. Il testo affronta in ambienti Excel gli argomenti
tipici della finanza matematica (analisi finanziaria, valutazione
finanziaria, rendimenti finanziari). Il libro crea un ponte fra la
teoria e la pratica finanziaria, fornendo al lettore gli strumenti
operativi per imparare ad utilizzare la finanza nell'ambito dei
problemi del mondo reale.
Con CD-ROM.
Coll. 5 Oa 33
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Paolo
Brandimarte.
Numerical methods in finance and
economics : a Matlab-Based introduction.
Wiley-interscience
2006.
Indice:Preface to the Second
Edition.From the Preface to the First Edition.PART I. BACKGROUND.1.
Motivation.2. Financial Theory.PART II. NUMERICAL METHODS.3. Basics of
Numerical Analysis.4. Numerical Integration: Deterministic and Monte
Carlo Methods.5. Finite Difference Methods for Partial Differential
Equations.6. Convex Optimization.PART III. PRICING EQUITY OPTIONS.7.
Option Pricing by Binomial and Trinomial Lattices.8. Option Pricing by
Monte Carlo Methods.9. Option Pricing by Finite Difference Methods.PART
IV. ADVANCED OPTMIZATION MODELS AND METHODS.10. Dynamic Programming.11.
Linear Stochastic Programming Models with Recourse.12. Non-Convex
Optimization.PART V. APPENDICES.Appendix A. Introduction to MATLAB
Programming.Appendix B. Refresher on Probability theory and
Statistics.Appendix C. Introduction to AMPL.Index.
Coll. 5 Oa 32
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Yves
Balasko.
The equilibrium manifold :
postmodern developments in the theory of general economic equilibrium.
Mit press
2009.
In "The Equilibrium Manifold", noted
economic scholar and major contributor to the theory of general
equilibrium Yves Balasko argues that, contrary to what many textbooks
want readers to believe, the study of the general equilibrium model did
not end with the existence and welfare theorems of the 1950s. These
developments, which characterize the modern phase of the theory of
general equilibrium, led to what Balasko calls the postmodern phase,
marked by the reintroduction of differentiability assumptions and the
application of the methods of differential topology to the study of the
equilibrium equation. Balasko's rigorous study demonstrates the central
role played by the equilibrium manifold in understanding the properties
of the Arrow-Debreu model and its extensions. Balasko argues that the
tools of differential topology articulated around the concept of
equilibrium manifold offer powerful methods for studying economically
important issues, from existence and uniqueness to business cycles and
economic fluctuations. After an examination of the theory of general
equilibrium's evolution in the hundred years between Walras and
Arrow-Debreu, Balasko discusses the properties of the equilibrium
manifold and the natural projection. He highlights the important role
of the set of no-trade equilibria, the structure of which is applied to
the global structure of the equilibrium manifold. He also develops a
geometric approach to the study of the equilibrium manifold. Special
effort has been made at reducing the mathematical technicalities
without compromising rigor. "The Equilibrium Manifold" makes clear the
ways in which the postmodern developments of the Arrow-Debreu model
improve our understanding of modern market economies.
Coll. 5 Oa 31
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Michael
A Nielsen - Isaac
L Chuang.
Quantum
computation and quantum information.
Cambridg university press
2000.
Indice:Preface; Acknowledgement;
Nomenclature and notation; Part I. Fundamental Concepts: 1.
Introduction and overview; 2. Introduction to quantum mechanics; 3.
Introduction to computer science; Part II. Quantum Computation: 4.
Quantum circuits; 5. The quantum Fourier transform and its
applications; 6. Quantum search algorithms; 7. Quantum computers:
physical realisation; Part III. Quantum Information: 8. Quantum noise,
open quantum systems, and quantum operations; 9. Distance measurement
for quantum information; 10. Quantum error-correction; 11. Entropy and
information; 12. Quantum information theory; Appendix A. Notes on basic
probability theory; Appendix B. Group theory; Appendix C. Approximating
quantum gates: the Solvay-Kitaev theorem; Appendix D. Number theory;
Appendix E. Public-key cryptography and the RSA cryptosystem; Appendix
F. Proof of Lieb's theorem; References; Index.
Coll. 5 Oa 30
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Paul
Anand - Prasanta
K Pattanaik
- Clemens Puppe.
The handbook of rational and social choice.
Oxford university press
2009.
Indice: Introduction; UTILITY THEORY,
RATIONALITY AND DECISION-MAKING; 1. Expected Utility Theory; 2.
Rank-dependent Utility; 3. Applications of Non-Expected Utility; 4.
Ambiguity; 5. The Normative Status of the Independence Axiom; 6. The
Rationality of Intransitive Preference: Foundations for the Modern
View; 7. Dutch Book Arguments; 8. Experimental Tests of Rationality; 9.
State-Dependent Utility; 10. Choice over Time; 11. Imitation and
Learning; 12. Diversity; SOCIAL CHOICE AND WELFARE; 13. Limits of
Utilitarianism as the Ethical Basis of Public Action; 14.
Consequentialism and Non-Consequentialism: The Axiomatic Approach; 15.
Freedom of Choice; 16. Responsibility; 17. Equality and Priority; 18.
Rawlsian Justice; 19. Judgement Aggregation: A Survey; 20. Population
Ethics; 21. Distributive Justice: An Overview of Experimental Evidence;
22. Social Choice in Health and Healthcare; 23. The Capabilities
Approach
Coll. 5 Oa 29
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Mike
Mesterton-Gibbons .
A primer on the calculus of variations and optimal control theory.
American mathematical society
2009.
'The calculus of variations is used
to find functions that optimize quantities expressed in terms of
integrals. Optimal control theory seeks to find functions that minimize
cost integrals for systems described by differential equations. This
book is an introduction to both the classical theory of the calculus of
variations and the more modern developments of optimal control theory
from the perspective of an applied mathematician. It focuses on
understanding concepts and how to apply them. The range of potential
applications is broad: the calculus of variations and optimal control
theory have been widely used in numerous ways in biology, criminology,
economics, engineering, finance, management science, and physics.
Applications described in this book include cancer chemotherapy,
navigational control, and renewable resource harvesting. The
prerequisites for the book are modest: the standard calculus sequence,
a first course on ordinary differential equations, and some facility
with the use of mathematical software. It is suitable for an
undergraduate or beginning graduate course, or for self study. It
provides excellent preparation for more advanced books and courses on
the calculus of variations and optimal control theory.
Coll. 5 Oa 28
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Adam
Colin.
Riot at the calc exam and oder mathemathically bent
stories
American mathematical society
2009.
What's so funny about math? Lots! Especially if you're mathematically
bent. In the world of Colin Adams, differential equations bring on
tears of laughter. Hollywood producers hire algebraic geometers to
punch up a script. In this world, math and humor are synonymous. "Riot
at the Calc Exam" is a proof of this fact. A collection of humorous
math stories, this book gives a window into mathematics and the culture
of mathematicians. This title is appropriate for mathematicians, math
students, math teachers, lay people with an interest in mathematics,
and indeed everyone else. This book is a romp through the wild world of
mathematics.
Coll. 5 Oa 27
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Andrea
Pascucci - Wolfgang J. Runggaldier.
Finanza matematica.
Springer 2009.
La finanza matematica ha visto un
notevole sviluppo in tempi recenti, soprattutto per l'introduzione di
strumenti finanziari atti a contenere il rischio nelle operazioni di
mercato. Lo studio delle problematiche legate a tali strumenti richiede
tecniche matematiche talvolta sofisticate e la maggior parte di queste
tecniche sono legate alla teoria della Probabilità. Gli ambienti
finanziari sono quindi divenuti uno sbocco professionale non solo per
gli economisti, ma anche per i matematici ed in generale per i laureati
delle discipline tecnico-scientifiche. Il presente libro è inteso come
testo e nasce dall'esperienza d'insegnamento degli autori.
Coll. 5 Oa 26
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Lorenzo
Robbiano.
Algebra lineare per tutti.
Springer 2007.
È luogo comune il fatto che la
matematica non sia materia per tutti ed è vero che uno degli ostacoli
alla sua diffusione sono spesso i matematici stessi (per fortuna non
tutti). Alcuni di essi tendono a sviluppare un linguaggio astruso,
difficile, o addirittura talvolta incomprensibile persino per gli
esperti di settori limitrofi. E se provassimo a chiedere ad un
matematico di professione di estraniarsi per un poco dal suo linguaggio
abitudinario e parlare e scrivere in modo più lineare? E se gli
chiedessimo addirittura di essere vivace? E perché non esagerare e
chiedergli di essere a tratti persino divertente? Lo scopo di questo
libro è quello di fornire i primi strumenti matematici relativi ad un
capitolo della scienza che si chiama Algebra Lineare. Il testo è stato
scritto da un matematico che ha cercato di uscire dal suo personaggio
per venire incontro ad un pubblico ampio.
Coll. 5 Oa 25 (Testo d'esame)
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Vivina
Barutello - Monica Conti - Davide L.
Ferrario - Susanna Terracini - Gianmaria Verzini.
Analisi matematica.
Apogeo 2008.
Questo libro nasce dal tentativo di
trovare un equilibrio ragionevole fra astrazione e pratica, fra sintesi
e banalizzazione. Da un lato è stato enfatizzato il rapporto fra
l'analisi matematica e le altre scienze, riconoscendo il giusto spazio
all'approfondimento delle tecniche di calcolo più utili nelle
applicazioni e lasciando agio al lettore di osservare come i concetti
dell'analisi matematica siano fondamentali nell'enunciazione delle
leggi di base di altre discipline scientifiche e nella deduzione delle
conseguenze di tali leggi. Dall'altro lato si è voluto evitare che
l'esercizio meccanico di tecniche di calcolo semplificate e l'eccessiva
banalizzazione dei contenuti teorici impedissero il raggiungimento di
un livello di autonomia sufficiente all'elaborazione critica (o anche
solo ragionata) dei concetti e delle stesse metodologie di calcolo. Si
è dunque ritenuto necessario indicare al lettore la via
dell'astrazione, vista però più come un processo dinamico, la cui
necessità deriva dalla pratica dell'elaborazione concettuale, che come
un esercizio fine a sé stesso. L'opera si propone quindi l'obiettivo
primario di offrire agli studenti il senso di cosa sia e a cosa serva
una teoria matematica, ricomponendola, attraverso riquadri di
approfondimento, esercizi teorici guidati, problemi e intermezzi
storici, in una visione prospettica di unità culturale e concettuale.
Coll. 5 Oa 24 (Testo d'esame) |
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Paolo
Atzeni -
Stefano Ceri - Stefano Paraboschi - Riccardo Torlone.
Le basi di dati.
McGraw Hill 2009.
Coll. 5 Oa 23 (Testo d'esame)
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Dario
Spelta.
Teoria matematica delle assicurazioni sulla vita.
Pitagora 2001.
Coll. 5 Oa 22 (Testo d'esame)
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Carlo
Vercellis.
Ottimizzazione.
McGraw-Hill, 2008.
Coll. 5 Oa 21 (Testo d'esame)
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Angelo
Guerraggio.
Matematica.
Bruno Mondadori, 2004.
Coll. 5 Oa 20 (Testo d'esame)
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Raa
Thijs Ten.
The economics of benchmarking.
Palgrave : Macmillan , 2009.
Indice:What is Benchmarking and Why
is it Useful?; Linear Programming in one Lesson; The Technique of
Benchmarking; Case study 1: Spanish Restaurants; Case study 2: Indian
Banks; Case study 3: Korean Quality Management; Case study 4: Austrian
Banking Deregulation; Efficiency, Productivity and Profitability; Case
study 5: U.S. Manufacturing; Case study 6: U.S. Hotels; Case study 7:
European Railways Efficiency; Ranking; Case study 8: Dutch Economics
and Business Schools; Returns to Scale; Case study 9: U.S. Real Estate
Investment Trusts; Case study 10: European Railways Returns to Scale;
Concluding Remarks.
Coll. 5 Oa 19
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Dean
Corbae - Maxwell B. Stinchcombe -
Juraj Zeman.
An introduction to mathematical analysis for economic theory and
econometrics.
PrincetonUniversity Press, 2009.
Providing an introduction to
mathematical analysis as it applies to economic theory and
econometrics, this book bridges the gap that has separated the teaching
of basic mathematics for economics and the increasingly advanced
mathematics demanded in economics research today. Dean Corbae, Maxwell
B. Stinchcombe, and Juraj Zeman equip students with the knowledge of
real and functional analysis and measure theory they need to read and
do research in economic and econometric theory. Unlike other
mathematics textbooks for economics, "An Introduction to Mathematical
Analysis for Economic Theory and Econometrics" takes a unified approach
to understanding basic and advanced spaces through the application of
the Metric Completion Theorem. This is the concept by which, for
example, the real numbers complete the rational numbers and measure
spaces complete fields of measurable sets. Another of the book's unique
features is its concentration on the mathematical foundations of
econometrics. To illustrate difficult concepts, the authors use simple
examples drawn from economic theory and econometrics. Accessible and
rigorous, the book is self-contained, providing proofs of theorems and
assuming only an undergraduate background in calculus and linear
algebra. It begins with mathematical analysis and economic examples
accessible to advanced undergraduates in order to build intuition for
more complex analysis used by graduate students and researchers. It
takes a unified approach to understanding basic and advanced spaces of
numbers through application of the Metric Completion Theorem. It
focuses on examples from econometrics to explain topics in measure
theory.
Coll. 5 Oa 18
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Joseph
E. Harrington.
Games, strategies, and decision making.
Worth, 2009.
Indice: PART I: LAYING THE
FOUNDATIONS Introduction to Strategic Reasoning Building A Model of A
Strategic Situation PART II: SOLVING STRATEGIC FORM GAMES Eliminating
the Impossible:Solving A Game When Rationality is Common Knowledge
Stable Play: Nash Equilibria in Discrete Games with Two Or Three
Players Stable Play:Nash Equilibria in Discrete N-Player Games Stable
Play: Nash Equilibria in Continuous Games Keep 'Em Guessing: Randomized
Strategies PART III: SOLVING EXTENSIVE FORM GAMES Taking Turns:
Sequential Games of Perfect Information Taking Turns in the Dark:
Sequential Games of Imperfect Information PART IV: GAMES OF INCOMPLETE
INFORMATION I Know Something You Don't Know: Games with Private
Information What You Do Tells Me Who You Are: Signaling Games Lies and
the Lying Liars that Tell Them: Cheap Talk Games PART V: REPEATED GAMES
Playing Forever: Repeated Interaction with Infinitely-Lived Players
Cooperation and Reputation: Applications of Repeated Interaction with
Infinitely-Lived Players Interaction in Infinitely-Lived Institutions
PART VI: EVOLUTIONARY GAME THEORY AND BIOLOGY Evolutionary Game Theory
and Biology: Evolutionarily Stable Strategies Evolutionary Game Theory
and Biology: Replicator Dynamics
Coll. 5 Oa 17
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Michel
Grabisch - Jean Luc Marichal - Radko
Mesiar - Endre Pap .
Aggregation functions.
Cambridge University Press, 2009.
Indice: Preface; 1. Introduction; 2.
Properties for aggregation; 3. Conjunctive and disjunctive aggregation
functions; 4. Means and averages; 5. Aggregation functions based on
nonadditive integrals; 6. Construction methods; 7. Aggregation on
specific scale types; 8. Aggregation on ordinal scales; 9. Aggregation
on bipolar scales; 10. Behavioral analysis of aggregation functions;
11. Identification of aggregation functions; A. Aggregation of
infinitely many arguments; B. Examples and applications; List of
symbols; Bibliography; Index.
Coll. 5 Oa 16
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Annick Laruelle -
Federico Valenciano.
Voting and collective decision-making.
Cambridge University Press, 2008.
Indice: List of figures; Preface; 1.
Preliminaries; 2. Seminal papers, seminal ambiguities; 3.
Take-it-or-leave-it committees; 4. Bargaining committees; 5.
Application to the European Union; Index.
Coll. 5 Oa 15
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Frederick de Jong
- Barbara Rindi.
The microstructure of financial markets.
Cambridge University Press, 2009.
Indice:List of figures; List of tables; Preface;
Introduction; 1. Institutions and market structure; 2. Financial market
equilibrium; 3. Batch markets with strategic informed traders; 4.
Dealer markets: information-based models; 5. Inventory models; 6.
Empirical models of market microstructure; 7. Liquidity and asset
pricing; 8. Models of the limit order book; 9. Price discovery; 10.
Policy issues in financial market structure; Index.
Coll. 5 Oa 14
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Hernandez Cesareo - Marta Posada - Adolfo Lopez Paredes.
Artificial Economics.
Springer, 2009.
Indice:Part I: Macroeconomics.- Part
II: Industrial Organization.- Part III: Market Dynamics and Auctions.-
Part IV: Finance.- Part V: Financial Markets.- Part VI: Information and
Learning.- Part VII: Methodological Issues
Coll. 5 Oa 13
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David
S. Richeson.
Euler's gem.
Priceton University Press, 2008.
Indice:Preface ix Introduction 1 Chapter 1: Leonhard Euler
and His Three "Great" Friends 10 Chapter 2: What Is a Polyhedron? 27
Chapter 3: The Five Perfect Bodies 31 Chapter 4: The Pythagorean
Brotherhood and Plato's Atomic Theory 36 Chapter 5: Euclid and His
Elements 44 Chapter 6: Kepler's Polyhedral Universe 51 Chapter 7:
Euler's Gem 63 Chapter 8: Platonic Solids, Golf Balls, Fullerenes, and
Geodesic Domes 75 Chapter 9: Scooped by Descartes? 81 Chapter 10:
Legendre Gets It Right 87 Chapter 11: A Stroll through Konigsberg 100
Chapter 12: Cauchy's Flattened Polyhedra 112 Chapter 13: Planar Graphs,
Geoboards, and Brussels Sprouts 119 Chapter 14: It's a Colorful World
130 Chapter 15: New Problems and New Proofs 145 Chapter 16: Rubber
Sheets, Hollow Doughnuts, and Crazy Bottles 156 Chapter 17: Are They
the Same, or Are They Different? 173 Chapter 18: A Knotty Problem 186
Chapter 19: Combing the Hair on a Coconut 202 Chapter 20: When Topology
Controls Geometry 219 Chapter 21: The Topology of Curvy Surfaces 231
Chapter 22: Navigating in n Dimensions 241 Chapter 23: Henri Poincare
and the Ascendance of Topology 253 Epilogue The Million-Dollar Question
265 Acknowledgements 271 Appendix A Build Your Own Polyhedra and
Surfaces 273 Appendix B Recommended Readings 283 Notes 287 References
295 Illustration Credits 309 Index 311
Coll. 5 Oa 12
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Gilboa
Itzhak.
Theory of decision under uncertainty.
Cambridge University Press, 2009.
indice: 1. Preface; 2. Motivating examples; 3. Free will and
determinism; 4. The principle of indifference; 5. Relative frequencies;
6. Subjective probabilities; 7. A case study; 8. The role of theories;
9. Von Neumann and Morgenstern's theorem; 10. De Finetti's theorem; 11.
Savage's theorem; 12. The definition of states; 13. A critique of
Savage; 14. Objectivity and rationality; 15. Anscombe-Aumann's theorem;
16. Choquet expected utility; 17. Prospect theory; 18. Maxmin expected
utility; 19. Case-based qualitative beliefs; 20. Frequentism revisited;
21. Future research.
Coll. 5 Oa 11
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Jim
Pitman.
Combinatorial stochastic
processes.
Springer, 2006.
indice: Preliminaries.- Bell
polynomials, composite structures and Gibbs partitions.-Exchangeable
random partitions.- Sequential constructions of random partitions.-
Poisson constructions of random partitions.- Coagulation and
fragmentation processes.- Random walks and random forests.- The
Brownian forest.- Brownian local times, branching and Bessel
processes.- Brownian bridge asymptotics for random mappings.- Random
forests and the additive coalescent.- Bibliography.- Index.
Coll. 5 Oa 10
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G.
H. Hardy.
An Introduction to the Theory of
Numbers.
Oxford University Press, 2008.
indice: PREFACE TO THE SIXTH EDITION;
PREFACE TO THE FIFTH EDITION; 1. The Series of Primes (1); 2. The
Series of Primes (2); 3. Farey Series and a Theorem of Minkowski; 4.
Irrational Numbers; 5. Congruences and Residues; 6. Fermat's Theorem
and its Consequences; 7. General Properties of Congruences; 8.
Congruences to Composite Moduli; 9. The Representation of Numbers by
Decimals; 10. Continued Fractions; 11. Approximation of Irrationals by
Rationals; 12. The Fundamental Theorem of Arithmetic in k(l), k(i), and
k(p); 13. Some Diophantine Equations; 14. Quadratic Fields (1); 15.
Quadratic Fields (2); 16. The Arithmetical Functions o(n), (n), *d(n),
sigma(n), r(n); 17. Generating Functions of Arithmetical Functions; 18.
The Order of Magnitude of Arithmetical Functions; 19. Partitions; 20.
The Representation of a Number by Two or Four Squares; 21.
Representation by Cubes and Higher Powers; 22. The Series of Primes
(3); 23. Kronecker's Theorem; 24. Geometry of Numbers; 25. Elliptic
Curves; APPENDIX; LIST OF BOOKS; INDEX OF SPECIAL SYMBOLS AND WORDS;
INDEX OF NAMES; GENERAL INDEX
Coll. 5 Oa 9
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Sandro Salsa .
Equazioni a derivate parziali.
Springer, 2007.
Il testo nasce dall'esigenza di
offrire un'introduzione alle equazioni a derivate parziali strutturata
in modo da abituare il lettore ad una sinergia di metodologie teoriche
e modellistiche nell'affrontare un dato problema. Si rivolge
prevalentemente a studenti di Ingegneria, Fisica e Matematica, ma
costituisce un utile punto di riferimento anche per coloro che
desiderano approfondire alcuni aspetti teorici e modellistici di questa
importante disciplina.
Coll. 5 Oa 8
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NUOVI ARRIVI LUGLIO - SETTEMBRE 2009
|
Ermanno
Pitacco.
Elementi di matematica delle
assicurazioni.
LINT, 2009.
Il volume si propone come supporto
didattico per la matematica delle assicurazioni in corsi di laurea di
tipo economico e può dunque essere impiegato in insegnamenti quali
Matematica finanziaria, Matematica attuariale, Tecnica delle
assicurazioni, Teoria del rischio, ecc., svolgendo un importante ruolo
di "veicolo" di cultura assicurativa. Esso può altresì essere
utilizzato per corsi di formazione rivolti a funzionari e tecnici (non
attuari) operanti in ambito assicurativo (e finanziario), interessati
ad acquistare una buona preparazione sulle strutture fondamentali del
calcolo attuariale.
La trattazione riguarda prevalentemente le assicurazioni individuali
sulla vita (o, più propriamente, sulla "durata di vita"). Non sono
peraltro trascurati gli elementi di base delle assicurazioni contro i
danni , delle assicurazioni sulla salute e (ancora nell'ambito delle
assicurazioni vita) delle forme previdenziali per collettività.
Pertanto, gli argomenti trattati abbracciano in particolare le
principali tematiche attuariali inerenti alle prestazioni erogabili nel
contesto della previdenza complementare.
L'approccio matematico adottato è elementare, richiedendo soltanto una
conoscenza delle basi del calcolo delle probabilità.
Coll. 5 Oa 7
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C.T.J.
Dodson - T. Poston.
Tensor geometry.
Springer, 1997.
This treatment of differential geometry and the mathematics required
for general relativity makes the subject of this book accessible for
the first time to anyone familiar with elementary calculus in one
variable and with a knowledge of some vector algebra. The emphasis
throughout is on the geometry of the mathematics, which is greatly
enhanced by the many illustrations presenting figures of three and more
dimensions as closely as book form will allow. The imaginative text is
a major contribution to expounding the subject of differential geometry
as applied to studies in relativity, and will prove of interest to a
large number of mathematicians and physicists. Review from
L'Enseignement Mathematique
Coll. 5 Oa 6
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Masao
Mukaidono.
Fuzzy logic for beginners.
World scientific, 2001.
There are many uncertainties in the
real world. Fuzzy theory treats a kind of uncertainty called fuzziness,
where it shows that the boundary of yes and no is ambiguous and appears
in the meaning of words or is included in the subjunctives or
recognition of human beings. Fuzzy theory is essential and is
applicable to many systems - from consumer products like washing
machines or refrigerators to big systems like trains or subways.
Recently, fuzzy theory has been a strong tool for combining new
theories (called soft computing) such as genetic algorithms or neural
networks to get knowledge from real data. This introductory book
enables the reader to understand easily what fuzziness is and how we
can apply fuzzy theory to real problems - which explains why it was a
best-seller in Japan.
Coll. 5 Oa 5
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|
David
Colander - Richard P.F. Holt - Rosser J. Barkley.
The changing face of economics :
conversations with Cutting Edge economists.
University of Michigan press, 2009.
Coll. 5 Oa 4
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|
David
A. Levin - Yuval Peres - Elisabeth L. Wilmer.
Markov chains and mixing times.
American mathematical society, 2009.
This book is an introduction to the
modern approach to the theory of Markov chains. The main goal of this
approach is to determine the rate of convergence of a Markov chain to
the stationary distribution as a function of the size and geometry of
the state space. The authors develop the key tools for estimating
convergence times, including coupling, strong stationary times, and
spectral methods. Whenever possible, probabilistic methods are
emphasized. The book includes many examples and provides brief
introductions to some central models of statistical mechanics. Also
provided are accounts of random walks on networks, including hitting
and cover times, and analyses of several methods of shuffling cards. As
a prerequisite, the authors assume a modest understanding of
probability theory and linear algebra at an undergraduate level.
"Markov Chains and Mixing Times" is meant to bring the excitement of
this active area of research to a wide audience.
Coll. 5 Oa 3
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|
Ermanno
Pitacco.
Modelli attuariali per le
assicurazioni sulla salute.
Egea, 1995.
Uno strumento di aggiornamento culturale e professionale a disposizione
del tecnico impegnato nella progettazione e nella realizzazione di
singoli prodotti assicurativi e di “pacchetti previdenziali”
individuali. Superando la tradizionale distinzione tra rami vita e
danni, ma accomunando tutte le forme di assicurazione che mirano a
tutelare la salute.
Coll. 5 Oa 2
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|
Brian
Hayes.
Group theory in the bedroom and
other mathematical diversions.
Hill and Wang, 2008.
Coll. 5 Oa 1
|
|
Emilio
Barucci - Claudio Marsala - Matteo Nencini - Carlo Sgarra.
Ingegeneria finanziaria :
un'introduzione quantitativa.
Egea, 2009.
Il libro propone un'introduzione
all'ingegneria finanziaria e alla finanza quantitativa partendo dai
suoi fondamenti. Senza rinunciare a una trattazione rigorosa sono
presentati in modo semplice i principali risultati della moderna
finanza quantitativa riguardo a scelte di portafoglio, valutazione di
titoli obbligazionari, analisi dei rendimenti, valutazione dei titoli
derivati (equity, bond, credito), analisi del rischio. Il volume è
pensato per studenti universitari di materie finanziarie (facoltà di
economia, scienze bancarie, matematica, ingegneria, fisica) ma anche
per professionisti interessati ad approfondire le tematiche inerenti
all'ingegneria finanziaria con particolare attenzione alle seguenti
specializzazioni: gestione dei portafogli, analisti finanziari, wealth
management, pricing di titoli derivati, trading, valutazione di titoli
derivati, risk management, strutturazione di prodotti finanziari. Il
libro presenta oltre 150 tra esercizi ed esempi svolti e programmi in
Matlab a complemento delle materie trattate.
Coll.
4 Oa 27
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|
| NUOVI ARRIVI APRILE - GIUGNO 2009 |
Israel
Giorgio - Millan Gasca Ana.
Il mondo come gioco matematico :
la vita e le idee di John von Neumann.
Bollati Boringhieri, 2008.
Galileo e Newton dimostrarono che è
possibile rappresentare il mondo fisico con la matematica. Leibniz si
dedicò al progetto di costruire un calcolo logico universale, capace di
guidare meccanicamente il pensiero umano. Gli illuministi credettero
nella possibilità di matematizzare le relazioni sociali per renderle
razionali. Attorno al Circolo di Vienna si sviluppò l'idea di un'etica
come scienza esatta, capace di orientare l'individuo nella scelta di
decisioni corrette mediante l'analisi logico-matematica. Von Neumann
ereditò tutte queste aspirazioni e intuizioni filosofiche più o meno
antiche, proponendo una concezione del mondo come gioco matematico: un
mondo retto globalmente da una logica universale, in cui le coscienze
individuali si muovono seguendo diverse strategie. Sostenuto da
capacità matematiche smisurate, che gli consentirono di lasciare una
traccia quasi in ogni settore della matematica e della fisica
matematica, e dalla fiducia nel potere dei calcolatori, von Neumann
consacrò la sua vita a questo progetto fantastico, il cui culmine fu la
concezione di una teoria degli automi, capace di modellizzare e
sistematizzare la coscienza di un "essere" perfettamente logico che
interagisce con la realtà scambiando informazione matematizzata. Figura
poco nota e controversa, Von Neumann introdusse nel dibattito
intellettuale e nella scienza del XX secolo elementi profondamente
inquietanti, che erano stati già avvertiti alla fine dell'Ottocento,
con toni apocalittici.
Coll.
4 Oa 26
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|
Adler
Robert J - Taylor Jonathan E.
Random fields and geometry.
Springer, 2007.
Preface.- Part I. Gaussian Processes. Gaussian Fields. Gaussian
Inequalities. Orthogonal Expansions. Excursion Probabilities.
Stationary Fields.- Parat II. Geometry. Integral Geometry. Differential
Geometry. Piecewise Smooth Manifolds. Critical Point Theory. Volume of
Tubes.- Part III. The Geometry of Random Fields. Random Fields on
Euclidean Spaces. Random Fields on Manifolds. Mean Intrinsic Volumes.
Excursion Probabilities for Smooth Fields. Non-Gaussian Geometry.-
References.- Index.
Coll. 4 Oa 25
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|
Andersen
Kirsti.
The geometry of an art : the history of the mathematical theory of
perspective from Alberti to Monge.
Springer , 2007.
Introduction.- Acknowledgements.- Notes to the reader.- The birth of
perspective.- Alberti and Piero della Francesca.- Leonardo da Vinci.-
Italy in cinquecento.- North of the Alps before sixteen hundred.- The
birth of the mathematical theory of perspective: Guidobaldo and
Stevin.- The Dutch development after Stevin.- Italy after Guidobaldo.-
France and the Southern Netherlands after 1600.- Britain.- The German
speaking areas after 1600.- Lambert.- Monge closing a circle.- Summing
up.- Appendix: On ancient roots of perspective.- Appendix: The
Appearance of a rectangle a la Leonardo da Vinci.- Appendix:
'sGravesande taking recourse to the infinitesimal calculus to draw a
column base in perspective.- Appendix: The perspective sources, listed
countrywise.- Bibliography.- Index.
Coll. 4 Oa 24
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|
Kelley
John L.
General topology.
Springer-Verlag , 1995.
Index: Preface; 0. Preliminaries; 1. Topological Spaces; 2.
Moore-SmithConvergence; 3. Product and Quotient Spaces; 4. Embedding
andMetrization; 5. Compact Spaces; 6. Uniform Spaces; 7. Function
Spaces;Appendix
Coll. 4 Oa 23
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|
Aste
Tomaso - Weaire Denis
The pursuit of perfect packing.
Taylor and Francis, 2008.
Historically problematic, the packing
of solid structures is central to many areas of science. Written by
Thomas Aste and Dennis Wearie, renowned for his work on the
Wearie-Phelan Structure, this book describes packing models and
provides historical and biographical details of the key players in the
field. The first edition was regarded by many as the best
introductory/elementary book on the topic. Completely revised,
extended, and updated, this second edition maintains its mathematical
core and includes examples of packing problems in a range of
disciplines and applications, including the remarkable Water Cube
building of the Beijing Olympics and can be easily read by a
non-specialist, including those interested in the current interplay of
science, art, and design.
Coll. 4 Oa 22
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|
| NUOVI ARRIVI GENNAIO - MARZO 2009 |
Shoham
Yoav - Leyton-Brown Kevin
Multiagent systems : algorithmic,
game-theoretic, and logical foundations.
Cambridge university press, 2009.
Distributed constraint satisfaction;
2. Distributed optimization; 3. Introduction to non-cooperative game
theory; 4. Computing solution concepts of normal-form games; 5. Games
with sequential actions; 6. Richer representations; 7. Learning and
teaching; 8. Communication; 9. Aggregating preferences; 10. Protocols
for strategic agents; 11. Protocols for multiagent resource allocation;
12. Teams of selfish agents; 13. Logics of knowledge and belief; 14.
Beyond belief.
Coll. 4 Oa 21
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|
Coon
Andrew R. - Scheinberg Katya - Vicente Luis N.
Introduction to derivate-free
optimization.
SIAM, 2009.
Preface; 1. Introduction; Part I.
Sampling and Modeling: 2. Sampling and linear models; 3. Interpolating
nonlinear models; 4. Regression nonlinear models; 5. Underdetermined
interpolating models; 6. Ensuring well poisedness and suitable
derivative-free models; Part II. Frameworks and Algorithms: 7.
Directional direct-search methods; 8. Simplicial direct-search methods;
9. Line-search methods based on simplex derivatives; 10. Trust-region
methods based on derivative-free models; 11. Trust-region
interpolation-based methods; Part III. Review of Other Topics: 12.
Review of surrogate model management; 13. Review of constrained and
other extensions to derivative-free optimization; Appendix: software
for derivative-free optimization; Bibliography; Index.
Coll. 4 Oa 20
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|
Griva
Igor - Nash Stephen G. - Sofer Ariela.
Linear and nonlinear optimization.
SIAM, 2009.
Preface; Part I. Basics: 1. Optimization models; 2. Fundamentals of
optimization; 3. Representation of linear constraints; Part II. Linear
Programming: 4. Geometry of linear programming; 5. The simplex method;
6. Duality and sensitivity; 7. Enhancements of the simplex method; 8.
Network problems; 9. Computational complexity of linear programming;
10. Interior-point methods of linear programming; Part III.
Unconstrained Optimization: 11. Basics of unconstrained optimization;
12. Methods for unconstrained optimization; 13. Low-storage methods for
unconstrained problems; Part IV. Nonlinear Optimization: 14. Optimality
conditions for constrained problems; 15. Feasible-point methods; 16.
Penalty and barrier methods; Part V. Appendices: Appendix A. Topics
from linear algebra; Appendix B. Other fundamentals; Appendix C.
Software; Bibliography; Index.1.
Coll. 4 Oa 19
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|
Berkovich
Yakov - Janko Zvonimir.
Groups of prime power order.
Volume 2.
De Gruyter, 2008.
Part of the three volumes on finite p-group theory.
Coll. 4 Oa 18
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|
Berkovich Yakov.
Groups of prime power order.
Volume 1.
De Gruyter, 2008.
This is the first of three volumes on
finite p-group theory. It presents the state of the art and in addition
contains numerous new and easy proofs of famous theorems, many
exercises (some of them with solutions), and about 1500 open problems.
It is expected to be useful to certain applied mathematics areas, such
as combinatorics, coding theory, and computer sciences. The book should
also be easily comprehensible to students and scientists with some
basic knowledge of group theory and algebra.
Coll. 4 Oa 17
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|
Laudon
Kenneth C. - Laudon Jane P.
Management dei sistemi
informativi.
Pearson, 2008.
Questo testo continua a offrire una
trattazione completa e aggiornata di tutte le questioni legate
all'information technology e ai sistemi informativi che stanno
trasformando l'ambiente aziendale odierno. Gli autori sono ben
consapevoli di come l'integrazione digitale stia cambiando la gestione
e l'organizzazione delle imprese coinvolgendo tutti i livello e tutte
le strutture e sanno bene quali sono le decisioni che i manager devono
prendere per trarre valore dagli investimenti in strutture IT. Questa
nuova edizione presenta alcune importanti novità. La gestione dei
sistemi globali, con molti esempi di imprese internazionali, assume una
maggiore rilevanza. Gli autori dedicano inoltre ampio spazio a temi
cruciali per il futuro delle imprese, per esempio, lo rivoluzione del
wireless, i sistemi per la gestione della conoscenza e un'analisi
dettagliata delle opportunità offerte dalle nuove soluzioni
tecnologiche.
Coll. 4 Oa 16
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|
Atelli
Massimiliano. Gli strumenti derivati negli enti
locali.
Il sole 24 ore , 2008.
Gli strumenti derivati negli enti locali Il loro andamento "deriva" da
altri prodotti finanziari. Da qui la dose di rischio insita nei
"derivati", che si confermano però come una importante opportunità per
le amministrazioni a corto di risorse, impegnate in operazioni di
ristrutturazione del debito o alla ricerca di fondi per nuovi
investimenti. La Finanziaria di quest'anno, nonostante l'allarme
sollevato da alcuni organi di stampa per alcune operazioni rischiose,
ha abbracciato questa impostazione. Nessun limite, dunque,
all'autonomia di Regioni, Comuni e Province ma, al contrario, una
conferma della piena legittimità delle operazioni attive sul debito.
Prevedendo, però, nel contempo, anche degli strumenti di monitoraggio e
consulenza per i contratti stipulati dalle amministrazioni, non sempre
munite delle professionalità richieste. Il volume fornisce una
ricostruzione chiara e completa degli aspetti normativi, contrattuali e
contabili del funzionamento e dell'utilizzo sul campo degli strumenti
"derivati". Approfondendo, però, anche i profili di responsabilità
degli amministratori e dei dirigenti in caso di danno patrimoniale.
Coll. 4 Oa 15
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|
Kelton
W. David - Sadowski Randall P. - Sturrock David T.
Simulation with arena.
Mc Graw Hill , 2007.
Index:1. What is Simulation? 2.
Fundamental Simulation Concepts 3. A Guided Tour Through Arena 4.
Modeling Basic Operations and Inputs 5. Modeling Detailed Operations 6.
Statistical Design and Analysis of Terminating Simulations 7.
Intermediate Modeling and Steady-State Statistical Analysis 8. Entity
Transfer 9. A Sampler of Further Modeling Issues and Techniques 10.
Arena Integration and Customization 11. Continuous and Combined
Discrete/Continuous Models 12. Further Statistical Issues 13.
Conducting Simulation Studies Appendix A: A Functional Specification
for The Washington Post Appendix B: IIE/RS Contest Problems Appendix C:
A Refresher or Probability and Statistics Appendix D: Arena's
Probability Distributions Appendix E: Academic Software Installation
Instructions References Index CD with current academic version of Arena
and all examples used in the book
Coll. 4 Oa 14
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|
Burkard
Rainer E. - Dell'Amico Mauro - Martello Silvano.
Assignment
problems.
Siam , 2009.
Index: Preface; 1. Introduction; 2.
Theoretical foundations; 3. Bipartite matching algorithms; 4. Linear
sum assignment problem: sequential algorithms; 5. Further results on
the linear sum assignment problem; 6. Other types of linear assignment
problems; 7. Quadratic assignment problems: formulations and bounds; 8.
Quadratic assignment problems: algorithms; 9. Other types of quadratic
assignment problems; 10. Multi-index assignment problems; Bibliography;
Author index; Subject index
Coll. 4 Oa 13
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John
H. Conway - Heidi Burgiel - Chaim Goodman-Strauss.
The
symmetries of things.
Wellesley : A. K. Peters , 2008.
Start with a single shape. Repeat it
in some way - translation, reflection over a line, rotation around a
point - and you have created symmetry. Symmetry is a fundamental
phenomenon in art, science, and nature that has been captured,
described, and analyzed using mathematical concepts for a long time.
Inspired by the geometric intuition of Bill Thurston and empowered by
his own analytical skills, John Conway, with his coauthors, has
developed a comprehensive mathematical theory of symmetry that allows
the description and classification of symmetries in numerous geometric
environments. This richly and compellingly illustrated book addresses
the phenomenological, analytical, and mathematical aspects of symmetry
on three levels that build on one another and will speak to interested
lay people, artists, working mathematicians, and researchers.
Coll. 4 Oa 10
|
|
Greg
N. Gregoriou - Christian Hoppe (ed.).
The
handbook of credit portfolio management.
McGraw Hill , 2009.
Index:Section 1: Performance
Measurement 1 Implementing Credit Portfolio Management 2 Credit
Portfolio Management under IFRS Accounting 3 Basel II Framework and the
Impact of a New Regulatory Universe on Credit Asset Management 4 Basel
II Expected Loss in Credit Risk Management 5 Credit Risk Capital
Allocation and Performance Measurement Section Two: Evaluation of
Credit Risk 6 Characteristics of Credit Assets and relevance for Credit
Portfolio Management 7 Measuring Credit Risk with Emphasis on CDOs 8
Model for the Rating Transitions in a SME Bank Loan Portfolio 9
Cost-to-Securitize as a Transfer Pricing Instrument 10 Mark-to-Market
Pricing of Illiquid Loans Section Three: Managing Credit Exposure 11 A
New Age of Liquidity for Bank Debt: Reshaping Loan Portfolio Management
12 Bank Loan Syndication 13 CDS and other Credit Derivatives --
Valuation and Application 14 Evaluation of Basket Credit Derivatives
and STCDO Swaps 15 Classification and Characterization of CDS-Indices
16 Converting Derivatives Credit Risk Into Market Risk Section Four:
Credit Portfolio Transactions 17 The Strategies of Hedge Funds in Fixed
Income Markets 18 Trading CDS: Illustrating Positive and Negative Basis
Arbitrage 19 Securitisation of Shipping Loans 20 Legal Issues in
Securitizing Risky Loans 21 "How cheap is zero cost protection" 22
Managing Country Risk 23 The Role of Credit Banks in Corporate
Workout-Management Index
Coll. 4 Oa 8
|
|
Margherita
Disertori.
Random Schrodinger operators.
Societe mathematique de France , 2008.
Coll. 6 Xa 22
|
|
Christopher
D. Manning - Prabhakar Raghavan - Hinrich Schutze.
Introduction
tu information retrieval.
Cambridge University press, 2008.
Index:1. Information retrieval using
the Boolean model; 2. The dictionary and postings lists; 3. Tolerant
retrieval; 4. Index construction; 5. Index compression; 6. Scoring and
term weighting; 7. Vector space retrieval; 8. Evaluation in information
retrieval; 9. Relevance feedback and query expansion; 10. XML
retrieval; 11. Probabilistic information retrieval; 12. Language models
for information retrieval; 13. Text classification and Naive Bayes; 14.
Vector space classification; 15. Support vector machines and kernel
functions; 16. Flat clustering; 17. Hierarchical clustering; 18.
Dimensionality reduction and latent semantic indexing; 19. Web search
basics; 20. Web crawling and indexes; 21. Link analysis.
Coll. 6 Xa 21
|
|
Erik
D. Demaine - Joseph O' Rourke.
Geometric
folding algorithms : linkages, origami, polyhedra.
Cambridge University press, 2007.
Index:Introduction; Part I. Linkages:
1. Problem classification and examples; 2. Upper and lower bounds; 3.
Planar linkage mechanisms; 4. Rigid frameworks; 5. Reconfiguration of
chains; 6. Locked chains; 7. Interlocked chains; 8. Joint-constrained
motion; 9. Protein folding; Part II. Paper: 10. Introduction; 11.
Foundations; 12. Simple crease patterns; 13. General crease patterns;
14. Map folding; 15. Silhouettes and gift wrapping; 16. The tree
method; 17. One complete straight cut; 18. Flattening polyhedra; 19.
Geometric constructibility; 20. Rigid origami and curved creases; Part
III. Polyhedra: 21. Introduction and overview; 22. Edge unfolding of
polyhedra; 23. Reconstruction of polyhedra; 24. Shortest paths and
geodesics; 25. Folding polygons to polyhedra; 26. Higher dimensions.
Coll. 6 Xa 20
|
|
Thomas William Korner.
Naive
decision making : mathematics applied to the social world.
Cambridge University press, 2008.
Introduction; 1. A day at the races;
2. The long run; 3. The virtue of insurance; 4. Passing the time; 5. A
pack of cards; 6. Other people; 7. Simple games; 8. Points of
agreement; 9. Long duels; 10. A night at the casino; 11. Prophecy; 12.
Final reflections; A. The logarithm; B. Cardano; C. Huygens's problems;
D. Hints on pronunciation; Index.
Coll. 6 Xa 19
|
|
David Lovelock - Marilou Mandel - A. Larry Wright.
An
Introduction to the mathematics of money : saving and investing.
Springer , 2007.
Index:Preface.- Interest - Simple.-
Interest - Compound.- Inflation and Taxes.- Annuities.- Loans and
Risks.- Amortization.- Credit Cards.- Bonds.- Stocks and Stock
Markets.- Stock Market Indexes, Pricing, and Risk.- Options.- Appendix:
Induction, Recurrence Relations, Inequalities.- Appendix: Statistics.-
Answers.- References.- Index.
Coll. 6 Xa 18
|
|
Knut
Sydsaeter - Peter Hammond.
Manuale di matematica per l'analisi economica.
Vita e pensiero , 2004.
Questo manuale costituisce una valida
e completa introduzione all'analisi matematica per gli studenti di
economia o di altri corsi di laurea che prevedano un esame di
matematica generale. Dall'algebra elementare ai concetti più avanzati,
i diversi temi vengono affrontati in maniera chiara e rigorosa, con un
approccio che privilegia il ragionamento, frutto di una lunga
esperienza di insegnamento. Ogni capitolo comprende un'ampia selezione
di esempi svolti, attraverso i quali ciascun argomento viene trattato
anzitutto da un punto di vista squisitamente matematico, per poi
trovare applicazione in ambito più prettamente economico.
Coll. 6 Xa 16
Coll. 6 Xa 17
|
|
Anthony
Brabazon - Michael O'Neill.
Biologically inspired algorithms for financial modelling.
Springer, 2006.
Index:Introduction: Introduction.-
Part 1 Methodologies: Introduction to Modelling.- Neural Network
Methodologies.- Evolutionary Methodologies.- Grammatical Evolution.-
The Particle Swarm Model.- Ant Colony Systems.- Artificial Immune
Systems.- Part 2 Model Development: Model Development Process.-
Technical Analysis.- Overview of Case Studies.- Index Prediction Using
MLPs.- Part 3 Case Studies: Index Prediction Using a Hybrid MLP-GA.-
Index Trading Using Grammatical Evolution.- Intra-day Trading Using
Grammatical Evolution.- Automatic Generation of Foreign Exchange
Trading Rules.- Corporate Failure Prediction Using GE.- Corporate
Failure Prediction Using an Ant-Clustering Model.- Bond Rating Using
GE.- Bond Rating Using AIS.- Wrap-up.- References.
Coll. 6 Xa 15
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|
Christian Kassel - Vladimir Turaev ; with the graphical assistance of
Olivier Dodane.
Braid
groups.
Springer, 2008.
Index:Braids and Braid Groups.-
Braids, Knots, and Links.- Burau Representation.- Garside Monoids and
Braid Monoids.- Representations and the Iwahori-Hecke Algebras.-
Orderings.- Appendix A. Free Groups and Magnus Expansion.- Appendix B.
Fibrations and Homotopy Sequences.- Appendix C. The Symmetric Groups.-
Appendix D. Representations of Finite Groups and Finite-dimensional
Algebras.- Appendix E. Presentations of the Modular Group.- Notes.-
Bibliography.- Index
Coll. 6 Xa 14
|
|
Eric
Joundeau - Ser-Huang Poon - Michael Rockinger.
Financial
modeling under non-gaussian distributions .
Springer, 2007.
Part I: Financial Markets and
Financial Time Series.- Introduction. Statistical Properties of
Financial Market Data. Functioning of Financial Markets and Theoretical
Models for Returns. Part II: Econometric Modeling of Asset Returns.-
Modeling Volatility. Modeling Higher Moments. Modeling Correlation.
Extreme Value Theory. Part III: Applications of Non-Gaussian
Econometrics.- Risk Management and VaR. Portfolio Allocation. Part IV:
Option Pricing with Non-Gaussian Returns.-Fundamentals of Option
Pricing. Non-Structural Option Pricing. Structural Option Pricing. Part
V: Appendices on Option Pricing Mathematics.- Brownian Motion and
Stochastic Calculus. Martingale and Changing Measure. Characteristic
Functions and Fourier Transforms. Jump Processes.- References.- Index.
Coll. 6 Xa 13
|
|
Norman
Ehrentreicher. Agent-based
modeling : the Santa Fe Institut artificial stock market model
revisited .
Springer, 2008.
This book reconciles the existence of
technical trading with the Efficient Market Hypothesis. By analyzing a
well-known agent-based model, the Santa Fe Institute Artificial Stock
Market (SFI-ASM), it finds that when selective forces are weak,
financial evolution cannot guarantee that only the fittest trading
rules will survive.Its main contribution lies in the application of
standard results from population genetics which have widely been
neglected in the agent-based community. This has led to various
misinterpretations of previous simulation results. The book is able to
finally establish the emergence of technical trading for faster
learning speeds in the SFI-ASM beyond a doubt. In emphasizing the
importance of genetic drift as an important evolutionary factor and
analyzing its effects on various mutation operators, this book provides
agent-based modelers with several tools to design better evolutionary
algorithms.
Coll. 6 Xa 12
|
|
Dan
Ariely. Prevedibilmente
irrazionale : le forze nascoste che influenzano le nostre decisioni .
Rizzoli, 2008.
Perché un farmaco di marca dovrebbe
essere più efficace di un generico? Perché riteniamo legittimo rubare
la cancelleria in ufficio? Perché la lotteria non ci sembra
antieconomica? Ce lo spiega Dan Ariely esaminando innanzitutto la sua
esperienza: grande ustionato dopo un attentato terroristico in Israele,
ha dovuto anche subire le conseguenze delle "decisioni irrazionali"
prese dalle infermiere che gli strappavano i cerotti. Da allora ha
raccolto una vera e propria collezione di quotidiane scelte sbagliate.
Dalle conseguenze dell'eccitazione sessuale alle strategie di
esposizione delle merci in vetrina, ha scoperto che anche i
comportamenti più insensati hanno una logica, radicata nel nostro
essere animali più emotivi che razionali. Per fortuna, siamo anche
animali prevedibili e un po' di accortezza potrebbe trasformarci
persino in creature (davvero) intelligenti.
Coll. 6 Xa 11
|
|
Associazione
subalpina Mathesis. Conferenze
e seminari / dell'Associazione subalpina mathesis ; Seminario di storia
delle matematiche Tullio Viola.
Kim Williams , 1994.
Coll. 6 Xa 10
|
|
| NUOVI ARRIVI OTTOBRE - DICEMBRE 2008 |
Fried, Harold - Lovell, C. A. Knox - Schmidt, Shelton S. The
measurement of productive efficiency and productivity growth.
Oxford University press , 2008.
Index:1. Efficiency and Productivity;
2. The Econometric Approach To Efficiency Analysis; 3. DEA - The
Mathematical Programming Approach to Efficiency Analysis; 4.
Statistical Inference in Nonparametric Frontier Models: Recent
Developments and Perspectives; 5. Efficiency and Productivity:
Malmquist and More
Coll. 6 Xa 9
|
|
Gura, Ein-yaAltug - Mashler, Michael B.
Insights into game theory : an
alternative mathematical experience.
Cambridge University press , 2008.
Index:Introduction; 1. Mathematical
matching; 2. Social justice; 3. The Shapley value in cooperative games;
4. Analysis of a bankruptcy problem from the Talmud; Answers to the
exercises; Index.
Coll. 6 Xa 8
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Sumru
Altug - Pamela Labadie. Asset
pricing for dynamic economies.
Cambridge University press , 2008.
Index: List of figures; List of
tables; Preface; Part I. Basic Concepts: 1. Complete contingent claims;
2. Arbitrage and asset valuation; 3. Expected utility; 4. CAPM and APT;
5. Consumption and saving; Part II. Recursive Models: 6. Dynamic
programming; 7. Intertemporal risk sharing; 8. Consumption and asset
pricing; 9. Nonseparable preferences; 10. Economies with production;
11. Investment; 12. Business cycles; Part III. Monetary and
International Models: 13. Models with money; 14. International models;
Part IV. Models with Market Incompleteness: 15. Asset pricing with
frictions; 16. Borrowing constraints; 17. Overlapping generations
models; Part V. Supplementary Material: A. Mathematical appendix;
References; Index.
Coll. 6 Xa 7
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Rabi Bhattacharya - Mukul Majumdar.
Random dynamical systems : theory
and applications. Cambridge University press , 2007.
Index: 1. Dynamical systems; 2.
Markov processes; 3. Random dynamical systems; 4. Random dynamical
systems: special structures; 5. Invariant distributions: estimations
and computation; 6. Discounted dynamic programming under uncertainty;
7. Appendix.
Coll. 6 Xa 6
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Patrone, Fioravanti . Decisori
(razionali) interagenti : una introduzione alla teoria dei giochi.
Plus , 2006.
A fronte di una situazione di diffuso
interesse per la teoria dei giochi, questo libro vuole rispondere
fornendo una introduzione che sia fruibile da chi, incuriosito dalla
sua espansione, voglia comprenderne i concetti principali, senza
volerne diventare un esperto. Va anche detto che questa disciplina è
presente solo recentissimamente in modo sufficientemente diffuso nei
curricula universitari, per cui possono essere interessati a
quest'opera anche potenziali utenti "professionali" della disciplina
(manager, insegnanti, ricercatori).
Coll. 6 Xa 5
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Gambarelli,
Gianfranco - Stefania Mercanti .
Matematica indolore.
Giappichelli , 2005.
Perché la Matematica non piace? Qual
è la genesi dei relativi incubi notturni? La risposta sta nella sua
stretta consequenzialità, che rende impossibile capire la lezione di
oggi se non si è capita quella di ieri, studiare senza aver capito,
superare l'esame senza aver studiato. A quanto sopra si aggiunge la
mancanza di un entusiasmo che porti a superare le difficoltà di
apprendimento. Gianfranco Gambarelli è professore ordinario di
Matematica, Teoria dei Giochi e delle Decisioni nella Facoltà di
Economia dell'Università degli Studi di Bergamo e nell'Accademia della
Guardia di Finanza. Stefania Mercanti è "cultore della materia" e
"tutor" di Metodi matematici per l'Economia e la Finanza
nell'Università degli Studi di Bergamo.
Coll. 6 Xa 4
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Lucchetti,
Roberto.
Passione per Trilli : alcune idee dalla matematica.
Springer , 2007.
È convinzione generale che la
matematica sia una materia difficile da capire, che usa simboli
esoterici e un linguaggio poco comprensibile, che sia soprattutto
calcolo. Certamente, è una materia particolare, che ha bisogno di
formule e che necessita di un linguaggio formale a volte molto
sofisticato. Tuttavia, è anche una scienza piena di idee, che non hanno
solo la funzione di progredire in una qualche teoria o di servire altre
scienze per i loro modelli quantitativi. Come la filosofia, come la
letteratura, la matematica è utile all'uomo per cercare di capire un
po' meglio il mondo che lo circonda, e soprattutto se stesso. Convinto
profondamente di questo, l'autore propone alcuni argomenti, che sono
particolarmente adatti a mettere in luce questo aspetto della
matematica. L'autore utilizza, a volte, un linguaggio più matematico
per completare il ragionamento, ma è del tutto convinto che il lettore
interessato possa seguire tutti i suoi ragionamenti perché,
parafrasando un grande matematico del secolo scorso, "chi non ha
dimestichezza con le tecniche matematiche si renderà conto di potersela
cavare senza problemi ignorandole del tutto" (J.F.Nash, jr).
Coll. 6 Xa 3
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Gambarelli, Gianfranco.Giochi
competitivi e cooperativi : per applicazione a problemi decisionali di
natura industriale, economica, commerciale, militare, politica,
sportiva .
Giappichelli , 2003.
Coll. 6 Xa 2
|
|
Fenton-O'Creevy, Mark.
Traders : risks, decisions, and management in financial markets.
Oxford University press , 2007.
Index:1. Introduction; 2. The Growth
of Financial Markets and the Role of Traders; 3. Economic,
Psychological, and Social Explanations of Market Behaviour; 4. Traders
and Their Theories; 5. A Framework for Understanding Trader Psychology;
6. Risk Takers; 7. Becoming a Trader; 8. Managing Traders; 9.
Conclusions; 10. Appendix
Coll. 6 Xa 1
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Raw Hamish.
Binary options : fixed odds financial bets.
Harriman , 2008.
Outlines regular bets and explains the rationale defining some basic
winning and losing bets. This work examines how the value of a bet is
dependant on the passing of time, the volatility of the underlying
instrument plus the price of the underlying instrument. It also shows
when and how to profitably use binaries in various market conditions.
Coll. 5 Xa 23
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Claudio Citrini.
Analisi matematica 2.
Springer , 1992.
Coll. 5 Xa 22
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Claudio Citrini.
Analisi matematica 1.
Springer , 1991.
Coll. 5 Xa 21
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Grigorios
A. Pavliotis, Andrew M. Stuart.
Multiscale methods : averaging and homogenization.
Bollati Boringhieri , 2008.
Index: Introduction.- Analysis.-
Probability Theory and Stochastic Processes.- Ordinary Differential
Equations.- Markov Chains.- Stochastic Differential Equations.- Partial
Differential Equations.- Invariant Manifolds for ODEs.- Averaging for
Markov Chains.- Averaging for ODEs and SDEs.- Homogenization for ODEs
and SDEs.- Homogenization for Elliptic PDEs.- Homogenization for
Parabolic PDEs.- Averaging for Linear Transport and Parabolic PDEs.-
Invariant Manifolds for ODEs: The Convergence Theorem.- Averaging for
Markov Chains: The Convergence Theorem.- Averaging for SDEs: The
Convergence Theorem.- Homogenization for SDEs: The Convergence
Theorem.- Homogenization for Elliptic PDEs: The Convergence Theorem.-
Homogenization for Parabolic PDEs: The Convergence Theorem.- Averaging
for Linear Transport and Parabolic PDEs: The Convergence Theorem.
Coll. 5 Xa 20
|
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Huiye
Ma, Ho-fung Leung.
Bidding strategies in agent-based continuous double auctions.
Birkhauser, 2008.
Online auctions are a platform to
trade goods on the Internet. In this context, negotiation capabilities
for software agents in continuous double auctions (CDAs) are a central
concern. Agents need to be able to prepare bids for and evaluate offers
on behalf of the users they represent with the aim of obtaining the
maximum benefit for their users. For the agents, their bids are decided
according to some bidding strategy. However, in CDAs, it is a complex
decision problem because of the inherent uncertainty and dynamics of
the auction market. In this book, we present a new bidding strategy for
agents to adopt in CDAs and propose tools to enhance the performance of
existing bidding strategies in CDAs. The superior performance of the
new bidding strategy as well as the tools presented in this book are
illustrated through extensive experiments.
Coll. 5 Xa 19
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|
| NUOVI ARRIVI AGOSTO - SETTEMBRE 2008 |
Christiane
Rousseau, Yvan Saint-Aubin.
Mathematics and technology.
Springer , 2008.
Index:Preface.Flash sciences: A
collection of small subjects to be taught in one or two hours.
Savings and loans. Google and the PageRank algorithm. Image compression
with fractals.Error correcting codes. Public key cryptography. Turing
machines. DNA computer. GPS and positioning in space. Friezes and
tilings. The movements of a robot. Calculus of variations.
Why 44100 numbers per second (the standard to record musical CDs).
The JPEG format. The skeleton and gamma knife radiosurgery.
Bibliography.
Coll. 5 Xa 18
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|
Schredelseker
Klaus, Hauser Florian.
Complexity and artificial markets .
Springer , 2008.
Index:Part I Market Mechanisms: Zero
Intelligence Trading Without Resampling by Marco LiCalzi and Paolo
Pellizzari.
Understanding the Price Dynamics of a Real Market Using Simulations:
the Dutch Auction of the Pescara Wholesale Fish Market by Gianfranco
Giulioni and Edgardo Bucciarelli.
Market Behavior under Zero
Intelligence Trading and Price Awareness by Lucia Milone.
Part II Evolution and Decision Making: Evolutionary Switching between
Forecasting Heuristics: an Explanation of an Asset
Pricing Experiment by Mikhail Anufriev and Cars Hommes.
Prospect Theory Behavioral Assumptions in an Artificial Financial
Economy by Marco Raberto, Andrea Teglio, and Silvano Cincotti.
Computing the Evolution of Walrasian Behaviour by Gonzalo Fernandez
de Cordoba and lvaro P. Navas.
Multidimensional evolving opinion for sustainable consumption decision
by Sabine Garabedian.
Part III Information Economics: Local Interaction, Incomplete
Information and Properties of Asset Prices by Richard Hule and Jochen
Lawrenz.
Longterm Orientation in Trade by Gert Jan Hofstede, Catholijn M.
Jonker, and Tim Verwaart.
Agent based experimental economics in signaling games by Adolfo Lopez
Paredes, Marta Posada, Cesareo Hernandez, and Javier Pajares.
Part IV Methodological Issues: Why do we need Ontology for Agent
Based Models by Pierre Livet, Denis Phan, and Lena Sanders.
Production and Finance in EURACE by Sander van der Hoog, Christophe
Deissenberg, and Herbert Dawid. Serious Games for Economists by Wilbert
Grevers and Anne van der Veen.
Coll. 5 Xa 17
|
|
William
Goldbloom Bloch.
The unimaginable mathematics of Borges' library of Babel .
Oxford University press , 2008.
Index:PREFACE INTRODUCTION
COMBINATORICS: CONTEMPLATING VARIATIONS OF THE 23 LETTER TOPOLOGY AND
COSMOLOGY: THE UNIVERSE (WHICH OTHERS CALL THE LIBRARY) INFORMATION
THEORY: CATALOGING THE COLLECTION GEOMETRY AND GRAPH THEORY: AMBIGUITY
AND ACCESS REAL ANALYSIS: THE BOOK OF SAND MORE COMBINATORICS:
DISORDERINGS INTO ORDER A HOMOMORPHISM: STRUCTURE INTO MEANING CRITICAL
POINTS OPENINGS ACKNOWLEDGEMENTS APPENDIX ITHE LOGOS OF LOGARITHMS
APPENDIX IIFLAT-OUT DISORIENTED APPENDIX IIIPEELING THE 3-SPHERE
APPENDIX IVA LABYRINTH, NOT A MAZE APPENDIX VAN EXAMPLE OF THE ARS
COMBINATORIA
Coll. 5 Xa 16
|
|
Universita
degli studi, Padova, Dipartimento di matematica pura e applicata
I
matematici nell'universita di Padova dal suo nascere al xx secolo.
Esedra , 2008.
Coll. 5 Xa 15
|
|
U.
Narayan Bat.
An introduction to queueing theory : modelling and analysis in
applications. Birkhauser, 2008.
This introductory textbook is
designed for a one-semester course on queueing theory that does not
require a course in stochastic processes as a prerequisite. By
integrating the necessary background on stochastic processes with the
analysis of models, the work provides a sound foundational introduction
to the modeling and analysis of queueing systems for a broad
interdisciplinary audience of students in mathematics, statistics, and
applied disciplines such as computer science, operations research, and
engineering. Key features: * An introductory chapter including a
historical account of the growth of queueing theory in the last 100
years. * A modeling-based approach with emphasis on identification of
models using topics such as collection of data and tests for
stationarity and independence of observations. * Rigorous treatment of
the foundations of basic models commonly used in applications with
appropriate references for advanced topics. * A chapter on modeling and
analysis using computational tools. * A comprehensive treatment of
statistical inference for queueing systems. * A discussion of
operational and decision problems. * Modeling exercises as a
motivational tool, and review exercises covering background material on
statistical distributions. An Introduction to Queueing Theory may be
used as a textbook by first-year graduate students in fields such as
computer science, operations research, industrial and systems
engineering, as well as related fields such as manufacturing and
communications engineering. Upper-level undergraduate students in
mathematics, statistics, and engineering may also use the book in an
elective introductory course on queueingtheory. With its rigorous
coverage of basic material and extensive bibliography of the queueing
literature, the work may also be useful to applied scientists and
practitioners as a self-study reference for applications and further
research.
Coll. 5 Xa 14
|
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Ehrhard Behrends.
Five-minute mathematics.
AMS, 2008.
How much math can you cover in five
minutes? Quite a bit, if you have a good guide. In this collection of
one hundred short essays, Ehrhard Behrends offers a tour through
contemporary and everyday mathematics. The topics range from pure
mathematics to applications of mathematics to observations about the
mathematics that surrounds us in daily life. Here, we read about the
parable of grains of rice on a chessboard, the mathematics of the
lottery, music and mathematics, intriguing paradoxes, the concept of
infinity, the Poincare conjecture, quantum computers, and plenty more.
Coll. 5 Xa 13
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|
Roberto Moscati, Massimiliano Vaira (a cura).
L'universita di fronte al cambiamento : realizzazioni, problemi e
prospettive.
il Mulino , 2008.
Coll. 5 Xa 12
|
|
Adams,
Colin - Thomas Garrity.
The great pi/e debate [videoregistrazione].
The
mathematical association of America , 2006. - 1 dvd
Coll. 5 Xa 11
|
|
| NUOVI ARRIVI GIUGNO - LUGLIO 2008 |
Douglas Hofstadter.
I am a strange loop. Paperback ed , 2008.
Hofstadter--who won a Pulitzer for
his 1979 book, "Gdel, Escher, Bach"--blends a surprising array of
disciplines and styles in his continuing rumination on the nature of
consciousness.
Coll. 5 Xa 10
|
|
Antonio
Borghesi.
Marketing-logistica. Giuffre , 2006.
Abstract:Tradizionalmente le attività
di marketing e logistica sono state gestite separatamente nella maggior
parte delle imprese. Oggi tuttavia il servizio al cliente appare essere
un comune denominatore delle due funzioni, ciò che risulta ben più
evidente quando esse vengono integrate nel processo di gestione della
catena di fornitura (Supply Chain Management). In tal caso, infatti, al
processo viene assegnato l'obiettivo di "creazione di valore per il
cliente" che si sostanzia in due elementi del servizio di consegna che
svolgono azioni complementari nella soddisfazione del cliente: il
servizio di marketing al cliente (MCS) e il servizio di distribuzione
fisica (PDS). Tale punto di vista è largamente condiviso e può essere
considerato la base intellettuale per l'integrazione delle attività di
marketing e logistica. È stato anche evidenziato come in tutti i casi
di successo è stata sempre osservata una stretta coordinazione e
collaborazione tra marketing e logistica. Molti piani basati sulla leva
logistica sono stati guidati da ricerche di mercato, mentre una
prestazione logistica superiore non avrebbe avuto un impatto sui
clienti senza un'efficace comunicazione di marketing. I manager che
cercano di raggiungere posizioni di vantaggio competitivo attraverso la
leva logistica devono riconoscere il ruolo che la logistica può giocare
nella strategia di marketing ed il fatto che questo ruolo coinvolge in
modo inestricabile le due funzioni.
Coll. 5 Xa 9
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|
Steven J. Brams.
Mathematics and democracy.
Princeton university press, 2008.
Voters often desert a preferred
candidate for a more viable second choice to avoid wasting their vote.
Likewise, parties to a dispute often find themselves unable to agree on
a fair division of contested goods. This book shows how social-choice
and game theory could make political and social institutions more
democratic.
Coll. 5 Xa 8
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David D. Luenberger.
Information science. Princeton university press, 2006.
From cell phones to Web portals,
advances in information and communications technology have thrust
society into an information age that is far-reaching, fast-moving,
increasingly complex, and yet essential to modern life. This book
distills and explains the most important concepts and insights at the
core of this revolution.
Coll. 5 Xa 7
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|
Julian Havil.
Nonplussed!. Princeton university press, 2008.
Index:Preface xi Acknowledgements
xiii Introduction 1 Chapter 1: Three Tennis Paradoxes 4 Chapter 2: The
Uphill Roller 16 Chapter 3: The Birthday Paradox 25 Chapter 4: The Spin
of a Table 37 Chapter 5: Derangements 46 Chapter 6: Conway&aposs
Chequerboard Army 62 Chapter 7: The Toss of a Needle 68 Chapter 8:
Torricelli&aposs Trumpet 82 Chapter 9: Nontransitive Effects 92
Chapter 10: A Pursuit Problem 105 Chapter 11: Parrondo&apos.
Coll. 5 Xa 6
|
|
Stephen Fletcher Hewson.
A Mathematical Bridge.
River Edge (N.J.) : World scientific , 2003.
Index:Numbers Analysis Algebra
Calculus and Differential Equations Probability Theoretical Physics
Appendices: Exercises for the Reader Further Reading Basic Mathematical
Background.
Coll. 5 Xa 5
|
|
Simon
R
Blackburn - Peter M. Neumann - Geetha Venkataraman.
Enumeration of finite groups.
Cambridge university press , 2007.
Index:1. Introduction Part I.
Elementary Results: 2. Some basic observations Part II. Groups of Prime
Power Order: 3. Preliminaries 4. Enumerating p-groups: a lower bound 5.
Enumerating p-groups: upper bounds Part III. Pyber&aposs Theorem:
6. Some more preliminaries 7. Group extensions and cohomology 8. Some
representation theory 9. Primitive soluble linear groups 10. The orders
of groups 11. Conjugacy classes of maximal soluble subgroups of
symmetric groups 12. Enumeration of finite groups with abelian Sylow
subgroups 13. Maximal soluble linear groups 14. Conjugacy classes of
maximal soluble subgroups of the general linear group 15.
Pyber&aposs theorem: the soluble case 16. Pyber&aposs theorem:
the general case Part IV. Other Topics: 17. Enumeration within
varieties of abelian groups 18. Enumeration within small varieties of
A-groups 19. Enumeration within small varieties of p-groups 20.
Miscellanea 21. Survey of other results 22. Some open problems.
Coll. 5 Xa 4
|
|
Andrei N. Borodin - Paavo Salminen. Handbook of Brownian motion.
Birkhauser , 2002.
This text aims to give an easy
reference to a large number of facts and formulae associated with
Brownian motion. The first part is devoted to properties of linear
diffusions, while the second part is a table of distributions of
functionals of Brownian motion and related processes.
Coll. 5 Xa 3
|
|
Anita Schobel. Optimization in public
transportation. Springer , 2006.
Index:Preface.1. Customeroriented
traffic planning.
PART I. STOP LOCATION. 2. Introduction. 3. Covering all demand points.
4. Bicriterial stop location. 5. Extensions. PART II. DELAY MANAGEMENT.
6. Introduction. 7. Delay management with fixed connections. 8.
Minimizing the sum of all delays. 9. The bicriterial delay management
problem.
10. Extensions. PART III. TARIFF PLANNING. 11. Introduction. 12.
Finding zones and zone prices.
Appendix A. Frequently used notation. Appendix B. List of the main
problems. Appendix C. Integer programming. Appendix D. Bicriterial
optimization. Appendix E. Gauges as distance measures.
Coll. 5 Xa 2
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|
Paul Doukhan - George Oppenheim - Murad S. Taqqu.
Theory and applications of long-range dependence.
Birkhauser , 2003.
This work focuses on the topic of
long-range dependence in data. The topics selected should give an
overview from the probabilistic and statistical perspective. Articles
cover topics such as fractional Brownian motion; models; inequalities
and limit theorems; and robust estimation.
Coll. 5 Xa 1
|
|
Brunello Tirozzi (et al). Neural networks and
sea time series.
Birkhauser , 2006.
Index:Preface. Introduction. Basic
Notions on Waves and Tides. The Wave Amplitude Model. Artificial Neural
Networks. Approximation Theory. Extreme Value Theory. Application of
ANN to Sea Time Series.
Application of Approximation Theory and ARIMA Models. Extreme Event
Analysis. Generalization to Other Phenomena. Conclusions. References.
Coll. 4 Xa 23
|
|
Nicola Bellomo. Modeling complex living
systems.
Birkhauser , 2008.
Index:Introduction. Evolution
Equations for OneParticle Distribution Function. System Modeling.
Modeling of Social Competition. Modeling of Immune Competition.
Vehicular Traffic Flow Modeling. Modeling of Swarms. Overview of
Different Types of Models. Multiscale and Multistructure Modeling.
Conclusion and Future Research Perspectives. Bibliography.
Coll. 4 Xa 22
|
|
Samuel
Kotz - Tomasz J. Kozubowski - Krzysztof
Podgorski . The Laplace distribution and
generalizations.
Birkhauser , 2001.
This work focuses on the importance
of reviving the Laplace distribution and describes the inferential and
modelling advantages which this distribution offers.
Coll. 4 Xa 21
|
|
Steven G. Krantz - Harold R. Parks. The implicit function theorem.
Birkhauser , 2002.
The implicit function theorem is part
of the bedrock of mathematical analysis and geometry. This book covers
implicit and inverse function theorems and their applications. It is of
interest to mathematicians, graduate/advanced undergraduate students,
and to those who apply mathematics.
Coll. 4 Xa 20
|
|
Gianni
Ricci. Matematica
generale. McGraw Hill , 2008.
Coll. 4 Xa 19
|
|
Hal Hellman. Great
feuds in mathematics.
J. Wiley , 2006.
Presents various debates and the
history of ten mathematical disputes.
Coll. 4 Xa 18
|
|
Frank E. Burk. A
garden of integrals. MAA , 2007.
Index:Foreword 1. An historical
overview 2. The Cauchy integral 3. The Riemann integral 4. The
Riemann-Stieltjes integral 5. Lebesgue measure 6. The Lebesgue integral
7. The Lebesgue-Stieltjes integral 8. The Henstock-Kurzweil integral 9.
The Wiener integral 10. The Feynman integral Index
Coll. 4 Xa 17
|
|
Leonid
Hurwicz - Stanley Reiter. Designing
economic mechanisms. Cambridge University press, 2006.
Index: 1. Mechanisms and mechanism
design 1.1. Introduction to mechanisms and mechanism design 1.2.
Environments and goal functions 1.3. Mechanisms: message exchange
processes and game forms 1.4. Initial dispersion of information and
privacy preservation 1.5. Mechanism design 1.6. Mechanism design
Illustrated in a Walrasian example 1.7. The rectangles method applied
to the Walrasian goal function-informal 1.8. Introductory discussion of
informational efficiency concepts 1.9. Regulation of logging in a
national forest - an example of mechanism design 2. From goals to
means: constructing mechanisms 2.1. Mechanism construction: phase one
2.2. Phase two: constructing decentralized 2.3.1. Flagpoles-principles
2.4.1. Phase two: via condensation: principles 2.5. Overlaps 2.6.1 Main
results 3. Designing informationally efficient mechanisms using the
language of aets 3.1. Introduction 3.2. Mechanism design 3.3.
Mechanisms and coverings 3.4. A systematic process (an algorithm) for
constructing and rRM covering 3.5 Transversals 3.6. Coverings and
partitions 3.7. Informational efficiency 3.8. Example 1.9 revisited - a
graphical presentation 3.9. Informationally efficient mechanisms with
strategic behavior 4. Revelation mechanisms (co-authored with Kenneth
R. Mount) 4.1. Introduction 4.2. Initial set theoretic constructions
4.3. The topological case.
Coll. 4 Xa 16
|
|
Knut
Sydsaeter - Peter Hammond. Manuale di matematica per
l'analisi ecomomica. Vita e pensiero , 2004.
Questo manuale costituisce una valida
e completa introduzione all'analisi matematica per gli studenti di
economia o di altri corsi di laurea che prevedano un esame di
matematica generale. Dall'algebra elementare ai concetti più avanzati,
i diversi temi vengono affrontati in maniera chiara e rigorosa, con un
approccio che privilegia il ragionamento, frutto di una lunga
esperienza di insegnamento. Ogni capitolo comprende un'ampia selezione
di esempi svolti, attraverso i quali ciascun argomento viene trattato
anzitutto da un punto di vista squisitamente matematico, per poi
trovare applicazione in ambito più prettamente economico.
Coll. 4 Xa 15
|
|
Sean Dineen. Probability
theory in finance : a mathematical guide to the Black-Scholes formula.
AMS , 2005.
Index: Money and markets Fair games
Set theory Measurable functions Probability spaces Expected values
Continuity and integrability Conditional expectation Martingales The
Black-Scholes formula Stochastic integration Solutions Bibliography
Index Money and markets Fair games Set theory Measurable functions
Probability spaces Expected values Continuity and integrability
Conditional expectation Martingales The Black-Scholes formula
Stochastic integration Solutions Bibliography.
Coll. 5 Fa 26
|
|
Henry
P.
McKean . Stochastic
Integrals. AMS , 2005.
Index: Brownian motion Stochastic
integrals and differentials Stochastic integral equations $(d=1)$
Stochastic integral equations $(dgeq2)$ References Subject index.
Coll. 5 Fa 25
|
|
Antony
C.C. Coolen. The mathematical theory of
minority games : statistical mechanics of interacting agents.
University press , 2005.
Index:
1. Introduction 2. Preparing the stage for statistical mechanics 3.
Pseudo-equilibrium replica analysis 4. Dynamics of the batch MG with
fake memory 5. Dynamics of the on-line MG with fake memory 6. The
overall bid distribution 7. MG versions with new types of phase
transitions 8. Dynamics of MGs with true market history 9. Variations
and generalizations 10. Notes APPENDICES Simple mathematical
conventions and tools Integrals Moments of random matrices Expansion of
bid sign recurrence probabilities Combinatorics in history frequency
moments Details of numerical simulation experiments References
Coll. 5 Fa 23
|
|
| NUOVI ARRIVI GENNAIO-MAGGIO 2008 |
Svetlana
Boyarchenko - Sergei Levendorskii. Irreversible decisions under
uncertainty. Springer, 2007.
In real life, as well as in economic
models, individuals often make decisions in an uncertain environment.
In many cases, a problem which an optimizing agent faces can be
formulated or reformulated as a problem of optimal timing of a certain
irreversible or partially reversible action or optimal stopping
problem. In this book, the authors present an alternative approach to
optimal stopping problems. The basic ideas and techniques of the
approach can be explained much simpler than the standard methods in the
literature on optimal stopping problems. The monograph will teach the
reader to apply the technique to many problems in economics and
finance, including new ones. From the technical point of view, the
method can be characterized as option pricing via the Wiener-Hopf
factorization.
Coll. 4 Xa 14
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|
Hans Otto Georgii. Stochastics
: introduction to probability and statiscs.
de Gruyter, 2008.
This book is a translation of the
third edition of the well accepted German textbook "Stochastik", which
presents the fundamental ideas and results of both probability theory
and statistics, and comprises the material of a one-year course. The
stochastic concepts, models and methods are motivated by examples and
problems and then developed and analysed systematically.
Coll. 4 Xa 13
|
|
Noam
Nisan (curatore) (et al). Algorithmic
game theory.
Cambridge University press , 2007.
Index: Introduction Noam Nisan, Tim
Roughgarden, Eva Tardos and Vijay V. Vazirani Part I. Computing in
Games: 1. Basic solution concepts and computational issues Eva Tardos
and Vijay V. Vazirani 2. Algorithms for equilibria Christos
Papadimitriou 3. Equilibrium computation for games in strategic and
extensive form Bernhard von Stengel 4. Learning, regret minimization
and correlated equilibria Avrim Blum and Yishay Mansour 5. Graphical
games Michael J. Kearns 6. Cryptography and game theory Yevgeniy Dodis
and Tal Rabin 7. Combinatorial algorithms for market equilibria Vijay
V. Vazirani 8. Computation of market equilibria by convex programming
Bruno Codenotti and Kasturi Varadarajan Part II. Algorithmic Mechanism
Design: 9. Introduction to mechanism design (for computer scientists)
Noam Nisan 10. Mechanism design without money James Schummer and Rakesh
V. Vohra 11. Combinatorial auctions Noam Nisan and Liad Blumrosen 12.
Computationally efficient approximation mechanisms Ron Lavi 13. Profit
maximization in mechanism design Jason Hartline and Anna Karlin 14.
Distributed algorithmic mechanism design Joan Feigenbaum, Michael
Schapira and Scott Shenker 15. Cost sharing Kamal Jain and Mohammad
Mahdian 16. On-line mechanisms David C. Parkes Part III. Quantifying
the Inefficiency of Equilibria: 17. Introduction to the inefficiency of
equilibria Tim Roughgarden and Eva Tardos 18. Routing games Tim
Roughgarden 19. Inefficiency of equilibria in network formation games
Eva Tardos and Tom Wexler 20. Selfish load-balancing Berthold Vocking
21. Efficiency loss and the design of scalable resource allocation
mechanisms Ramesh Johari Part IV. Additional Topics: 22. Incentives and
pricing in communication networks Asuman Ozdaglar and R. Srikant 23.
Incentives in peer-to-peer systems John Chuang, Michal Feldman and
Moshe Babaioff 24. Cascading behavior in networks: algorithmic and
economic issues Jon Kleinberg 25. Incentives and information security
Ross Anderson, Tyler Moore, Shishir Nagaraja and Andy Ozment 26.
Computational aspects of information markets David M. Pennock and Rahul
Sami 27. Manipulation-resistant reputation systems Eric Friedman, Paul
Resnick and Rahul Sami 28. Sponsored search auctions Sebastien Lahaie,
David M. Pennock, Amin Saberi and Rakesh V. Vohra
Coll. 4 Xa 12
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Peter
Whittle. Networks :
optimisation and evolution.
Cambridge University press , 2007.
Index: 1. Tour d&aposhorizon Part
I. Distribution Networks: 2. Simple flows 3. Continuum formulations 4.
Multi-class and destination-specific flows 5. Design optimality under
variable loading 6. Concave costs and hierarchical structure 7. Road
networks 8. Structural optimisation Michell structures 9. Structures:
computational experience of evolutionary algorithms 10. Structure
design for variable loading Part II. Artificial Neural Networks: 11.
Models and learning 12. Some particular nets 13. Oscillatory operation
Part III. Processing Networks: 14. Queuing networks 15. Time-sharing
networks Part IV. Communication Networks: 16. Loss networks: optimality
and robustness 17. Loss networks: stochastics and self-regulation 18.
Operation of the Internet 19. Evolving networks and the World-wide Web
Appendix 1. Spatial integrals for the telephone problem Appendix 2.
Bandit and tax processes Appendix 3. Random graphs and polymer models
References
Coll. 4 Xa 11
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|
Svetlozar T. Rachev (et al.). Bayesian
methods in finance. Wiley, 2008.
Index: Preface.About the
Authors.Chapter 1. Introduction.Chapter 2. The Bayesian
Paradigm.Chapter 3. Prior and Posterior Information, Predicative
Inference.Chapter 4. Bayesian Linear Regression Model.Chapter 5.
Bayesian Numerical Computation.Chapter 6. Bayesian Framework for
Portfolio Allocation.Chapter 7. Prior Beliefs and Asset Pricing
Models.Chapter 8. The Black
Litterman Portfolio Selection Framework.Chapter 9. Market Efficiency
and return Predictability.Chapter 10. Volatility Models.Chapter 11.
Bayesian Estimation of ARCH
Coll. 4 Xa 10
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Francesca
Biagini (et al.). Stochastic
calculus for fractional brownian motion and applications.
Springer , 2008.
Fractional Brownian motion (fBm) has
been widely used to model a number of phenomena in diverse fields from
biology to finance. This huge range of potential applications makes fBm
an interesting object of study. fBm represents a natural one-parameter
extension of classical Brownian motion therefore it is natural to ask
if a stochastic calculus for fBm can be developed. This is not obvious,
since fBm is neither a semimartingale (except when H = 1/2), nor a
Markov process so the classical mathematical machineries for stochastic
calculus are not available in the fBm case. Several approaches have
been used to develop the concept of stochastic calculus for fBm. The
purpose of this book is to present a comprehensive account of the
different definitions of stochastic integration for fBm, and to give
applications of the resulting theory. Particular emphasis is placed on
studying the relations between the different approaches. Readers are
assumed to be familiar with probability theory and stochastic analysis,
although the mathematical techniques used in the book are thoroughly
exposed and some of the necessary prerequisites, such as classical
white noise theory and fractional calculus, are recalled in the
appendices. This book will be a valuable reference for graduate
students and researchers in mathematics, biology, meteorology, physics,
engineering and finance. Aspects of the book will also be useful in
other fields where fBm can be used as a model for applications.
Coll. 4 Xa 9
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Jeff
Augen. The volatility edge
in options trading. Prentice Hall , 2008.
Index: Acknowledgments ... xi About
the Author ... xii Preface ... xiii A Guide for Readers ... xv 1.
Introduction ... 1 Price Discovery and Market Stability ... 6 Practical
Limitations of Technical Charting ... 9 Background and Terms ... 12
Securing a Technical Edge ... 16 Endnote ... 21 2. Fundamentals of
Option Pricing ... 23 Random Walks and Brownian Motion ... 25 The Black
Scholes Pricing Model ... 29 The Greeks: Delta, Gamma, Vega, Theta, and
Rho ... 32 Binomial Trees: An Alternative Pricing Model ... 42 Summary
... 45 Further Reading ... 45 Endnotes ... 46 3. Volatility ... 47
Volatility and Standard Deviation ... 48 Calculating Historical
Volatility ... 50 Profiling Price Change Behavior ... 61 Summary ... 75
Further Reading ... 76 4. General Considerations ... 77 Bid
Ask Spreads ... 79 Volatility Swings ... 82 Put
Call Parity Violations ... 89 Liquidity ... 91 Summary ... 95 Further
Reading ... 97 Endnotes ... 97 5. Managing Basic Option Positions ...
99 Single
Sided Put and Call Positions ... 100 Straddles and Strangles ... 118
Covered Calls and Puts ... 137 Synthetic Stock ... 143 Summary ... 146
Further Reading ... 148 Endnotes ... 149 6. Managing Complex Positions
... 151 Calendar and Diagonal Spreads ... 152 Ratios ... 162 Ratios
That Span Multiple Expiration Dates ... 175 Complex Multipart Trades
... 182 Hedging with the VIX ... 195 Summary ... 202 Further Reading
... 203 Endnotes ... 204 7. Trading the Earnings Cycle ... 205
Exploiting Earnings
Associated Rising Volatility ... 207 Exploiting Post
Coll. 4 Xa 8
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David
L. Applegate...(et al). The
traveling salesman problem. Princeton
University press , 2006.
Index: Preface xi Chapter 1: The
Problem 1 1.1 Traveling Salesman 1 1.2 Other Travelers 5 1.3 Geometry
15 1.4 Human Solution of the TSP 31 1.5 Engine of Discovery 40 1.6 Is
the TSP Hard? 44 1.7 Milestones in TSP Computation 50 1.8 Outline of
the Book 56 Chapter 2: Applications 59 2.1 Logistics 59 2.2 Genome
Sequencing 63 2.3 Scan Chains 67 2.4 Drilling Problems 69 2.5 Aiming
Telescopes and X-Rays 75 2.6 Data Clustering 77 2.7 Various
Applications 78 Chapter 3: Dantzig, Fulkerson, and Johnson 81 3.1 The
49-City Problem 81 3.2 The Cutting-Plane Method 89 3.3 Primal Approach
91 Chapter 4: History of TSP Computation 93 4.1 Branch-and-Bound Method
94 4.2 Dynamic Programming 101 4.3 Gomory Cuts 102 4.4 The
Lin-Kernighan Heuristic 103 4.5 TSP Cuts 106 4.6 Branch-and-Cut Method
117 4.7 Notes 125 Chapter 5: LP Bounds and Cutting Planes 129 5.1
Graphs and Vectors 129 5.2 Linear Programming 131 5.3 Outline of the
Cutting-Plane Method 137 5.4 Valid LP Bounds 139 5.5 Facet-Inducing
Inequalities 142 5.6 The Template Paradigm for Finding Cuts 145 5.7
Branch-and-Cut Method 148 5.8 Hypergraph Inequalities 151 5.9 Safe
Shrinking 153 5.10 Alternative Calls to Separation Routines 156 Chapter
6: Subtour Cuts and PQ-Trees 159 6.1 Parametric Connectivity 159 6.2
Shrinking Heuristic 164 6.3 Subtour Cuts from Tour Intervals 164 6.4
Padberg-Rinaldi Exact Separation Procedure 170 6.5 Storing Tight Sets
in PQ-trees 173 Chapter 7: Cuts from Blossoms and Blocks 185 7.1 Fast
Blossoms 185 7.2 Blocks of G<sub> 1/2 187 7.3 Exact
Separation of Blossoms 191 7.4 Shrinking 194 Chapter 8: Combs from
Consecutive Ones 199 8.1 Implementation of Phase 2 202 8.2 Proof of the
Consecutive Ones Theorem 210 Chapter 9: Combs from Dominoes 221 9.1
Pulling Teeth from PQ-trees 223 9.2 Nonrepresentable Solutions also
Yield Cuts 229 9.3 Domino-Parity Inequalities 231 Chapter 10: Cut
Metamorphoses 241 10.1 Tighten 243 10.2 Teething 248 10.3
Naddef-Thienel Separation Algorithms 256 10.4 Gluing 261 Chapter 11:
Local Cuts 271 11.1 An Overview 271 11.2 Making Choices of V and sigma
272 11.3 Revisionist Policies 274 11.4 Does phi(chi*) Lie Outside the
Convex Hull of T ? 275 11.5 Separating phi(chi*) from T : The Three
Phases 289 11.6 PHASE 1: From T* to T" 291 11.7 PHASE 2: From
T" to T&apos 315 11.8 Implementing ORACLE 326 11.9 PHASE 3:
From T&apos to T 329 11.10 Generalizations 339 Chapter 12: Managing
the Linear Programming Problems 345 12.1 The Core LP 345 12.2 Cut
Storage 354 12.3 Edge Pricing 362 12.4 The Mechanics 367 Chapter 13:
The Linear Programming Solver 373 13.1 History 373 13.2 The Primal
Simplex Algorithm 378 13.3 The Dual Simplex Algorithm 384 13.4
Computational Results: The LP Test Sets 390 13.5 Pricing 404 Chapter
14: Branching 411 14.1 Previous Work 411 14.2 Implementing Branch and
Cut 413 14.3 Strong Branching 415 14.4 Tentative Branching 417 Chapter
15: Tour Finding 425 15.1 Lin-Kernighan 425 15.2 Flipper Routines 436
15.3 Engineering Lin-Kernighan 449 15.4 Chained Lin-Kernighan on TSPLIB
Instances 458 15.5 Helsgaun&apos
Coll. 4 Xa 7
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Simon Benninga. Financial
modeling. The MIT Press, 2008.
Too often, finance courses stop short
of making a connection between textbook finance and the problems of
real-world business. This work bridges this gap between theory and
practice by providing a guide to solving common financial models with
spreadsheets. It takes you through each model, showing how it can be
solved using Microsoft Excel.
Coll. 4 Xa 6
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Ross
Geoghegan. Topological
methods in group theory. Springer
, 2008.
Topological Methods in Group Theory
is about the interplay between algebraic topology and the theory of
infinite discrete groups. The author has kept three kinds of readers in
mind: graduate students who have had an introductory course in
algebraic topology and who need a bridge from common knowledge to the
current research literature in geometric, combinatorial and homological
group theory; group theorists who would like to know more about the
topological side of their subject but who have been too long away from
topology; and manifold topologists, both high- and low-dimensional,
since the book contains much basic material on proper homotopy and
locally finite homology not easily found elsewhere. The book focuses on
two main themes: 1. Topological Finiteness Properties of groups
(generalizing the classical notions of "finitely generated" and
"finitely presented"); 2. Asymptotic Aspects of Infinite Groups
(generalizing the classical notion of "the number of ends of a group").
Illustrative examples treated in some detail include: Bass-Serre
theory, Coxeter groups, Thompson groups, Whitehead's contractible
3-manifold, Davis's exotic contractible manifolds in dimensions greater
than three, the Bestvina-Brady Theorem, and the Bieri-Neumann-Strebel
invariant. The book also includes a highly geometrical treatment of
PoincarA(c) duality (via cells and dual cells) to bring out the
topological meaning of PoincarA(c) duality groups. To keep the length
reasonable and the focus clear, it is assumed that the reader knows or
can easily learn the necessary algebra (which is clearly summarized)
but wants to see the topology done in detail. Apart from the
introductory material, most ofthe mathematics presented here has not
appeared in book form before.
Coll. 4 Xa 5
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Giovanni Fiorito. Analisi
matematica. Catania : Spazio libri , 2007.- 2
vol.
Coll. 4 Xa 4/2
|
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Giovanni Fiorito. Analisi
matematica. Catania : Spazio libri , 2007.- 2
vol.
Coll. 4 Xa 4/1
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Guido Antonio Rossi (editor). Changing
models. Levrotto&Bella, 2005.
Coll. 4 Xa 3
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Stavros A. Zenios. Practical
financial optimization : decision making for financial engineers. Blackwell,
2007.
Index: Foreword: Harry M.
Markowitz.Preface.Acknowledgments.Notation.List of Models.I.
Introduction.1. An Optimization View of Financial Engineering.2. Basics
of Risk Management.II. Portfolio Optimization Models.3. Mean
Coll. 4 Xa 2
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Gianluca
Fusai - Andrea Roncoroni. Implementing
models in quantitative finance : methods and cases. Springer,
2008.
Index: Part I: Methods. Finite
Difference Methods Numerical Solution of Linear Systems Basic Monte
Carlo Advanced Monte Carlo Quadrature Methods Laplace Transforms
Structuring Dependence using Copula Functions Dynamic Programming -
Part II: Cases. Portfolio Selection: "Optimizing an
Error" Alpha, Beta, and Beyond Automatic Trading: Winning or
Losing in a kBit Estimating the Risk Neutral Density An
"American" Monte Carlo Fixing Volatile Volatility An
Average Problem Quasi Monte Carlo Lookback Options: A Discrete Problem
Electrifying the Price of Power A Sparkling Option Swinging on a Tree
Floating-Rate Mortgages Basket Default Swaps Scenario Simulation using
Principal Components Parametric estimation of Jump-Diffusions
Nonparametric Estimation of Jump-Diffusions
Coll. 4 Xa 1
|
|
Wenchang
Chu. Teoria dei gruppi
finiti ed applicazioni combinatorie. Universita
del Salento, 2007.
Coll. 3 Xa 24
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|
Andrea
Pascucci. Calcolo
stocastico per la finanza. Springer
Italia , 2007.
Questo testo offre un'introduzione ai
metodi matematici, probabilistici e numerici utilizzati nel settore
della finanza che si occupa della valutazione degli strumenti derivati.
Il libro fornisce un'esposizione accessibile ad un lettore che abbia
una formazione matematica di base. Con lo scopo di ridurre il
formalismo, il testo introduce rapidamente i concetti fondamentali
senza rinunciare al rigore matematico. La prima parte del volume
contiene un'introduzione agli elementi di probabilità e una
presentazione della teoria della valutazione nell'ambito dei mercati
discreti. Vengono in particolare illustrati con dimostrazione i teoremi
fondamentali della valutazione, i modelli binomiale e trinomiale e
vengono accennati alcuni approcci al problema della valutazione in
mercati incompleti. Nella seconda parte viene sviluppata la teoria
dell'integrazione e del calcolo stocastico. Il classico modello di
Black&Scholes è presentato inizialmente in ambito Markoviano con un
approccio basato sulle equazioni alle derivate parziali.
Successivamente, dopo aver trattato il teorema di Girsanov, la
valutazione d'arbitraggio viene rivisitata nell'ottica della teoria
delle martingale. Di seguito viene approfondita la teoria delle
equazioni differenziali stocastiche mettendo particolare enfasi sui
legami con le equazioni alle derivate parziali paraboliche,
eventualmente degeneri. L'ultima parte del testo è dedicata alla
descrizione dei classici metodi numerici utilizzati nella valutazione
dei derivati.
Coll. 3 Xa 23
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|
| NUOVI ARRIVI MAGGIO-DICEMBRE 2007 |
Kenneth R. Mount - Stanley Reiter.
Computation and complexity in economic behavior
and organization. Cambridge University, 2007.
Index:Acknowledgements 1.
Introduction 2. F networks 3. Networks of real-valued functions 4.
Applications to economics 5. Applications to games 6. Lower bounds and
approximations 7. Organizations Appendices Bibliography.
Coll. 3 Xa 22
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|
Dmitry Fuchs - Serge Tabachnikov.
Mathematical omnibus. AMS,
2007.
Index: Arithmetical properties of
binomial coefficients On collecting like terms, on Euler, Gauss, and
MacDonald, and on missed opportunities Equations of degree five How
many roots does a polynomial have? Chebyshev polynomials Geometry of
equations Around four vertices Segments of equal areas On plane curves
Paper Mobius band More on paper folding Twenty-seven lines Web geometry
The Crofton formula Non-inscribable polyhedra Can one make a
tetrahedron out of a cube? Impossible tilings Rigidity of polyhedra
Flexible polyhedra Cone eversion The Poncelet porism and other closure
theorems Gravitational attraction of ellipsoids Solutions to selected
exercises Bibliography
Coll. 3 Xa 21
.
|
|
Peter Borwein...(et al).The Riemann hypothesis. Springer
, 2008.
This book presents the Riemann
Hypothesis, connected problems, and a taste of the body of theory
developed towards its solution. It is targeted at the educated
non-expert. Almost all the material is accessible to any senior
mathematics student, and much is accessible to anyone with some
university mathematics. The appendices include a selection of original
papers. This collection is not very large and encompasses only the most
important milestones in the evolution of theory connected to the
Riemann Hypothesis. The appendices also include some authoritative
expository papers. These are the "expert witnessesa whose insight into
this field is both invaluable and irreplaceable.
Coll. 3 Xa 20
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|
Gaurav Suri - Hartosh Singh Bal. A certain ambiguity. Princeton
university press, 2007.
While taking a class on infinity at
Stanford in the 1980s, Ravi Kapoor discovers that he is confronting the
same mathematical and philosophical dilemmas that his mathematician
grandfather had faced many decades earlier - and that had landed him in
jail. This book tells the story about what it means to face the extent
of human knowledge.
Coll. 3 Xa 19
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|
Stephen Wolfram. A new kind of science. Wolfram
Media , 2002.
Coll. 3 Xa 18
|
|
(A cura di )L. Giacardi - M. Mosca - O. Robutti. Conferenze e
seminari 2006-2007 dell'Associazione subalpina MATHESI. Kim
Williams Books, 2007.
Coll. 3 Xa 17
|
|
Arthur Knoebel...(et al.). Mathematical masterpieces. Springer,
2007.
Index:Preface. The Bridge Between the
Continuous and the Discrete. Solving Equations Numerically: Finding our
Roots. Curvature and the Notion of Space. Patterns in Prime Numbers:
The Quadratic Reciprocity Law. References.
Coll. 3 Xa 16
|
|
Philip Barke. Java methods for financial engineering. Springer,
2007.
Describes the principles of model
building in financial engineering and explains those models as designs
and working implementations for Java-based applications. This book
presents a series of packaged classes to address a range of financial
applications.
Coll. 3 Xa 15
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|
Winfried Schirotzek. Nonsmooth analysis. Springer,
2007.
Index:The book treats various
concepts of generalized derivatives and subdifferentials in normed
spaces, their geometric counterparts (tangent and normal cones) and
their application to optimization problems. It starts with the
subdifferential of convex analysis, passes to corresponding concepts
for locally Lipschitz continuous functions and finally presents
subdifferentials for general lower semicontinuous functions. All basic
tools are presented where they are needed; this concerns separation
theorems, variational and extremal principles as well as relevant parts
of multifunction theory. The presentation is rigorous, with detailed
proofs. Each chapter ends with bibliographic notes and exercises.
Coll. 3 Xa 14
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|
Patrick Dehornoy. Braids and self-distributivity. Basel
: Birkhauser , 2000.
Coll. 3 Xa 13
|
|
Wolfgang Hardle - Zdenek Hlavka. Multivariate statistics :
exercise and solutions. Springer,
2007.
Index: Comparison of Batches. A Short
Excursion Into Matrix Algebra. Moving to Higher Dimensions.
Multivariate Distributions. Theory of The Multinormal. Theory of
Estimation. Hypothesis Testing.
Decomposition of Data Matrices by Factors. Principal Components
Analysis. Factor Analysis. Cluster Analysis. Discriminate Analysis.
Correspondence Analysis. Canonical Correlation Analysis.
Multidimensional Scaling. Conjoint Measurement Analysis. Applications
in Finance.
Coll. 3 Xa 12
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|
A
cura di Claudio Bartocci e Piergiorgio Odifreddi. I luoghi e i
tempi.
Einaudi , 2007.
All'interno dell'universo della
matematica sembrano esserci infiniti temi, suggestioni, letture che,
prendendo le mosse dagli studi specialistici, invadono e permeano ogni
campo del sapere umano. Il libro è un'opera che getta una luce nuova
sui rapporti, antichi e moderni, tra la scienza dei numeri e le altre
forme di cultura. Claudio Barrocci e Piergiorgio Odifreddi, due
matematici da sempre aperti al confronto interdisciplinare, curano
questa "Grande Opera" in quattro volumi con il contributo di un
comitato scientifico di prima grandezza e composta con i saggi di quasi
cento autori provenienti da tutto il mondo. Il primo volume ripercorre
in circa 30 saggi la storia di altrettanti centri di cultura dai quali
si è irradiata nel mondo la conoscenza matematica, da Babilonia ed
Atene a Oxford e a Princeton.
Coll. 3 Xa 11/1
|
|
Carlo Bagnoli. La misurazione economica sfocata. F.Angeli
, 2007.
Il volume studia le conseguenze che
il riconoscimento della complessità dei fenomeni reali ha sul concetto
classico di "misurazione" nelle scienze fisiche e sociali, e riflette
sul significato e sulla funzione della misurazione in economia
aziendale. Si approfondiscono le potenzialità e i limiti, nei campi
propri dell'economia aziendale, della teoria degli insiemi sfocati, che
rende possibile il rigoroso trattamento di misure vagamente espresse.
Coll. 3 Xa 10
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Paolo Marcellini - Carlo Sbordone. Matematica generale. Liguori,
2007.
Il volume è rivolto a studenti che
affrontano un corso universitario breve di Matematica Generale. In esso
vengono trattati alcuni argomenti (qui sotto specificati) in un
contesto semplificato, in accordo con le nuove esigenze didattiche
determinate dai nuovi Corsi di Laurea di tre anni. Particolare enfasi
viene data alle applicazioni. Gli argomenti trattati nel testo sono i
seguenti: - i numeri e le funzioni reali; - i limiti di successioni e
di funzioni; - le funzioni continue; - le matrici, i determinanti ed i
sistemi lineari; - le derivate; - la rappresentazione di grafici di
funzioni; - gli integrali definiti e indefiniti; - le funzioni di due
variabili; - le serie.
Coll. 3 Xa 9
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|
Marcus
Du Sautoy. Il disordine perfetto.
Rizzoli, 2007.
Nel 1770, il quattordicenne Mozart si
trovava in Italia assieme a suo padre. Il Giovedì Santo, andò ad
assistere alla funzione celebrata nella Cappella Sistina per ascoltare
il celebre Miserere di Allegri, l'incantevole pezzo corale che, per
esplicito decreto del papa, poteva essere eseguito solo a Roma durante
la Settimana Santa. Il ragazzo ne rimase talmente colpito che, tornato
nel suo alloggio scrisse di getto, basandosi su quanto ricordava,
l'intero spartito a nove voci. Fu solo la prodigiosa memoria del
giovane musicista a rendere possibile questa impresa? Ne "Il disordine
perfetto", Marcus du Sautoy mostra che l'atto di ricrearlo non fu tanto
un merito della sua memoria, quanto piuttosto una conseguenza della
straordinaria capacità di Mozart di cogliere la struttura logica
interna della composizione, di catturarne la simmetria e di sfruttarla
per ricostruire il pezzo a partire da quegli elementi che gli erano
rimasti impressi. Ma quello di Mozart è solo uno degli infiniti esempi
della potenza della simmetria, una caratteristica che pervade e anima
ogni aspetto del mondo naturale e umano: dalle molecole di carbonio
alle pietre di Stonehenge, dai mosaici dell'Alhambra ai codici
informatici, dai virus alla musica fino al funzionamento stesso della
mente umana. Nel suo libro, du Sautoy ci propone un viaggio
nell'universo della simmetria e delle sue varie sfaccettature che è, al
contempo, un viaggio nell'avvincente lavoro svolto dalla matematica per
comprenderla, interpretarla e classificarla.
Coll. 3 Xa 8
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|
George
Gratzer . More math into LaTeX . Springer
, 2007.
Index: -European Mathematical
Society Newsletter For close to two decades, Math into Latex has been
the standard introduction and complete reference for writing articles
and books containing mathematical formulas. In this fourth edition, the
reader is provided with important updates on articles and books. An
important new topic is discussed: transparencies (computer
projections).Key features of More Math into Latex, 4th edition:-
Installation instructions for PC and Mac users- An example-based,
visual approach and a gentle introduction with the Short Course- A
detailed exposition of multiline math formulas with a Visual Guide- A
unified approach to Tex, Latex, and the AMS enhancements- A quick
introduction to creating presentations with computer projectionsFrom
earlier reviews of Math into Latex:"There are several Latex
guides, but this one wins hands down for the elegance of its approach
and breadth of coverage."-Amazon.com Best of 2000, Editor?s
choice"A novice reader will be able to learn the most essential
features of Latex sufficient to begin typesetting papers within a few
hours of time?An experienced Tex user, on the other hand, will find a
systematic and detailed discussion of Latex features."-Report
on Mathematical Physics "A very helpful and useful tool for all
scientists and engineers.".
Coll. 3 Xa 7
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|
Levant Kandiller. Principles of mathematics in operations research. Springer
, 2007.
Index: Introduction.
Preliminary linear algebra. Orthogonality. Eigen values and vectors.
Positive definiteness. Computational aspects. Convex sets. Linear
programming. Number systems. Basic topology. Continuity.
Differentiation. Power series and special functions. Special
transformations.
Solutions.
Coll. 3 Xa 6
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|
Rogemar S. Mamon - Robert J. Elliot (ed) . Hidden Markov
models. Springer , 2007.
A number of methodologies have been
employed to provide decision making solutions to a whole assortment of
financial problems in today's globalized markets. Hidden Markov Models
in Finance by Mamon and Elliott will be the first systematic
application of these methods to some special kinds of financial
problems; namely, pricing options and variance swaps, valuation of life
insurance policies, interest rate theory, credit risk modeling, risk
management, analysis of future demand and inventory level, testing
foreign exchange rate hypothesis, and early warning systems for
currency crises. This book provides researchers and practitioners with
analyses that allow them to sort through the random "noise" of
financial markets (i.e., turbulence, volatility, emotion, chaotic
events, etc.) and analyze the fundamental components of economic
markets. Hence, Hidden Markov Models in Finance provides decision
makers with a clear, accurate picture of core financial components by
filtering out the random noise in financial markets.
Coll. 3 Xa 5
|
|
Constance Reid. From zero to infinity. A.K. Peters
, 2006.
A combination of number lore, number
history, and descriptions of the simply stated, but difficult problems
posed by the ordinary numbers that first appeared in 1955.
Coll. 3 Xa 4
|
|
Paul J. Nahin. Chases and escapes : the mathematics of pursuit and
evasion. Princeton university society , 2007.
Index: What You Need to Know to
Read This Book (and How I Learned What I Needed to Know to Write It)
xiii Introduction 1 Chapter 1: The Classic Pursuit Problem 7 1.1 Pierre
Bouguer&aposs Pirate Ship Analysis 7 1.2 A Modern Twist on Bouguer
17 1.3 Before Bouguer: The Tractrix 23 1.4 The Myth of Leonardo da
Vinci 27 1.5 Apollonius Pursuit and Ramchundra&aposs Intercept
Problem 29 Chapter 2: Pursuit of (Mostly) Maneuvering Targets 41 2.1
Hathaway&aposs Dog-and-Duck Circular Pursuit Problem 41 2.2
Computer Solution of Hathaway&aposs Pursuit Problem 52 2.3 Velocity
and Acceleration Calculations for a Moving Body 64 2.4
Houghton&aposs Problem: A Circular Pursuit That Is Solvable in
Closed Form 78 2.5 Pursuit of Invisible Targets 85 2.6 Proportional
Navigation 93 Chapter 3: Cyclic Pursuit 106 3.1 A Brief History of the
n-Bug Problem, and Why It Is of Practical Interest 106 3.2 The
Symmetrical n-Bug Problem 110 3.3 Morley&aposs Nonsymmetrical 3-Bug
Problem 116 Chapter 4: Seven Classic Evasion Problems 128 4.1 The
Lady-in-the-Lake Problem 128 4.2 Isaacs&aposs Guarding-the-Target
Problem 138 4.3 The Hiding Path Problem 143 4.4 The Hidden Object
Problem: Pursuit and Evasion as a Simple Two-Person, Zero-Sum Game of
Attack-and-Defend 156 4.5 The Discrete Search Game for a Stationary
Evader -- Hunting for Hiding Submarines 168 4.6 A Discrete Search Game
with a Mobile Evader -- Isaacs&aposs Princess-and-Monster Problem
174 4.7 Rado&aposs Lion-and-Man Problem and Besicovitch&aposs
Astonishing Solution 181 Appendix A: Solution to the Challenge Problems
of Section 1.1 187 Appendix B: Solutions to the Challenge Problems of
Section 1.2 190 Appendix C: Solution to the Challenge Problem of
Section 1.5 198 Appendix D: Solution to the Challenge Problem of
Section 2.2 202 Appendix E: Solution to the Challenge Problem of
Section 2.3 209 Appendix F: Solution to the Challenge Problem of
Section 2.5 214 Appendix G: Solution to the Challenge Problem of
Section 3.2 217 Appendix H: Solution to the Challenge Problem of
Section 4.3 219 Appendix I: Solution to the Challenge Problem of
Section 4.4 222 Appendix J: Solution to the Challenge Problem of
Section 4.7 224 Appendix K: Guelman&apo.
Coll. 3 Xa 3
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Davar Koshnevisan. Probability. American mathematical
society , 2007.
Index: Classical probability
Bernoulli trials Measure theory Integration Product spaces Independence
The central limit theorem Martingales Brownian motion Terminus:
Stochastic integration Background material Bibliography Index Classical
probability Bernoulli trials Measure theory Integration Product spaces
Independence The central limit theorem Martingales Brownian motion
Terminus: Stochastic integration Background material Bibliography.
Coll. 3 Xa 2
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Charalambos D. Aliprantis - Rabee Tourky. Cones and duality.
American mathematical society , 2007.
Index: Cones Cones in
topological vector spaces Yudin and pull-back cones Krein operators
$mathcal{K}$-lattices The order extension of $L&apos$ Piecewise
affine functions Appendix: Linear topologies Bibliography.
Coll. 3 Xa 1
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Andrea Consiglio (ed.). Artificial markets modeling : methods
and applications.
Springer , 2007.
Agent-based computational modeling
with its intrinsic multidisciplinary approach is gaining increasing
recognition in the social sciences, particularly in economics, business
and finance. The methodology is now widely used to compute analytical
models numerically and test them for departures from theoretical
assumptions, and to provide stand-alone simulation models for problems
that are analytically intractable.This volume is devoted to recent
contributions to the field from both the social sciences and computer
sciences. It presents applications of agent-based computational
methodologies and tools in the social sciences, focusing strongly on
the uses, requirements and constraints of agent-based models employed
by social scientists. Topics include agent-based macroeconomics, the
emergence of norms and conventions, the dynamics of social and economic
networks, and behavioral models in financial markets.
Coll. 2 Xa 21
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Arthur Campbell (et al.).
Solutions manual to accompany contract theory.
MIT press , 2007.
A solutions manual for "Contract
Theory". It gives complete solutions to 27 of the 54 exercises in the
text, allowing students to study and compare their answers and take
greater advantage of this crucial part of the book. It also follows the
structure of the text, grouping exercises by chapter.
Coll. 2 Xa 20
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Soren Asmussen, Peter W. Glynn.
Stochastic simulation : algorithms and analysis Springer , 2007.
Index: Part A: General Methods
and Algorithms. Generating Random Objects. Output Analysis.Steady
State Simulation. Variance Reduction Methods. Rare Event Simulation.
Gradient Estimation. Stochastic Optimization.
Part B: Algorithms for Special Models. Numerical Integration.
Stochastic Differential Equations. Gaussian Processes. Levy Processes.
Markov Chain Monte Carlo Methods. Selected Topics and Extended
Examples. Appendix. Bibliography.
Coll. 2 Xa 19
Coll. 2 Xa 19/a
|
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Michel Denuit. Actuarial
modelling of claim counts : risk classification, credibility and
bonus-malus system. Wiley , 2007.
Index:
Foreword.Preface.Notation.Part I Modelling Claim Counts.1 Mixed Poisson
Models for Claim Numbers.1.1 Introduction.1.2 Probabilistic Tools.1.3
Poisson Distribution.1.4 Mixed Poisson Distributions. 1.5 Statistical
Inference for Discrete Distributions.1.6 Numerical Illustration.1.7
Further Reading and Bibliographic Notes.2 Risk Classification.2.1
Introduction.2.2 Descriptive Statistics for Portfolio A.2.3 Poisson
Regression Model.2.4 Overdispersion.2.5 Negative Binomial Regression
Model.2.6 Poisson
Inverse Gaussian Regression Model.2.7 Poisson
LogNormal Regression Model.2.8 Risk Classification for
Portfolio A.2.9 Ratemaking using Panel Data.2.10 Further Reading and
Bibliographic Notes.Part II Basics of Experience Rating.3 Credibility
Models for Claim Counts.3.1 Introduction.3.2 Credibility Models.3.3
Credibility Formulas with a Quadratic Loss Function.3.4 Credibility
Formulas with an Exponential Loss Function.3.5 Dependence in the Mixed
Poisson Credibility Model.3.6 Further Reading and Bibliographic Notes.4
Bonus
Malus Scales.4.1 Introduction.4.2 Modelling Bonus Malus
Systems.4.3 Transition Probabilities.4.4 Long
Term Behaviour of Bonus Malus Systems.4.5 Relativities with a
Quadratic Loss Function.4.6 Relativities with an Exponential Loss
Function.4.7 Special Bonus Rule.4.8 Change of Scale.4.9 Dependence in
Bonus Malus Scales.4.10 Further Reading and Bibliographic Notes.Part
III Advances in Experience Rating.5 Efficiency and Bonus Hunger.5.1
Introduction.5.2 Modelling Claim Severities.5.3 Measures of Efficiency
for Bonus Malus Scales.5.4 Bonus Hunger and Optimal Retention.5.5
Further Reading and Bibliographic Notes.6 Multi Event Systems.6.1
Introduction.6.2 Multi Event Credibility Models.6.3 Multi
Event Bonus Malus Scales.6.4 Further Reading and
Bibliographic Notes.7 Bonus Malus Systems with Varying Deductibles.7.1
Introduction.7.2 Distribution of the Annual Aggregate Claims.7.3
Introducing a Deductible within a Posteriori Ratemaking.7.4 Numerical
Illustrations.7.5 Further Reading and Bibliographic Notes.8 Transient
Maximum Accuracy Criterion.8.1 Introduction.8.2 Transient Behaviour and
Convergence of Bonus Malus Scales.8.3 Quadratic Loss Function.8.4
Exponential Loss Function.8.5 Numerical Illustrations.8.6 Super Bonus
Level. 8.7 Further Reading and Bibliographic Notes.9 Actuarial Analysis
of the French Bonus Malus System.9.1 Introduction.9.2 French Bonus
Coll. 2 Xa 18
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Annamaria Squellati Marinoni.
Esercizi svolti di matematica generale.
Unicopli , 1995.
Coll. 2 Xa 17
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Michael J. Mauboussin. More
than you know : finding financial wisdom in unconventional places.
Columbia univesity press , 2006.
Explores ideas from a variety of
disciplines to develop sound investment strategies and different
approaches to understanding such concepts as choice, risk, and
innovation. Drawing lessons from casino gambling and other disciplines,
this book shows how attention to process produces the best long-term
financial results for investors.
Coll. 2 Xa 16
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Neil Hindman - Dona Strauss.
Algebra in the Stone-Cech compactification : theory and applications.
W. de Gruyter , 1998.
A study of the algebraic properties
of compact right topological semigroups in general and the Stone-Cech
compactification of a discrete semigroup in particular. Several
powerful applications to combinatorics are given, and connections with
topological dynamics and ergodic theory are presented.
Coll. 2 Xa 15
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David
A. Kendrick - P. Ruben Mercado - Hans M. Amman- A.K. Computational
economics. Princeton university press , 2006.
Index:
Preface ix Introduction 1 PART I: Once Over Lightly ... Growth Chapter
1: Growth Model in Excel 9 Finance Chapter 2: Neural Nets in Excel 25
Microeconomics Chapter 3: PartIal Equilibrium in Mathematica 37 Chapter
4: Transportation in GAMS 55 Database Chapter 5: Databases in Access 67
Finance Chapter 6: Thrift in GAMS (with Genevieve Solomon) 91 Chapter
7: Portfolio Model in MATLAB 119 PART II: Once More ... Microeconomics
Chapter 8: General Equilibrium Models in GAMS 149 Game Theory Chapter
9: Cournot Duopoly in Mathematica (with Daniel Gaynor) 173 Chapter 10:
Stackelberg Duopoly in Mathematica (with Daniel Gaynor) 189 Chapter 11:
Genetic Algorithms and Evolutionary Games in MATLAB 201 Finance Chapter
12: Genetic Algorithms and Portfolio Models in MATLAB 223
Macroeconomics Chapter 13: Macroeconomics in GAMS 247 Agent-Based
Computational Economics Chapter 14: Agent-Based Model in MATLAB 267
Environmental Economics Chapter 15: Global Warming in GAMS 291 Dynamic
Optimization Chapter 16: Dynamic Optimization in MATLAB 309 PART III:
Special Topic:tochastic Control Stochastic Control Chapter 17:
Stochastic Control in Duali 339 Chapter 18: Rational Expectations Macro
in Duali 361 APPENDIXES A. Running GAMS 389 B. Running Mathematica 391
C. Running the Solver in Excel 393 D. Ordered Sets in GAMS 394 E.
Linearization and State-Space Representation of Hall and
Taylor&apos1
Coll. 2 Xa 14
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A.R.
Rajwad, - A.K. Bhandari . Surprises and counterexamples in real
function theory groups.
Hindustan book agency , 2007.
Index: 1: Introduction to the real
line R and some of its subsets 2: Functions: Pathological, peculiar and
extraordinary 3: Famous everywhere continuous, nowhere differentiable
functions: van der Waerden&aposs and other 4: Functions:
Continuous, periodic, locally recurrent and others 5: The derivative
and higher derivatives 6: Sequences, Harmonic Series, Alternating
Series and related result 7: The infinite exponential and related
results. A.1. Stirling&aposs formula and the trapezoidal rule A.2.
Schwarz differentiability A.3. Cauchy&aposs functional equation f(x
+ y) = f(x) + f(y).
Coll. 2 Xa 13
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Alexander Lubotzky . Discrete groups, expandings graphs and
invariant measures. Birkhauser , 1994.
Index: Expanding graphs the
Banach-Ruziewicz problem Kazhdan property (T) and its applications the
Laplacian and its eigenvalues the representation theory of PGL2
spectral decomposition of L2 (G(Q)\G(A)) Banach-Ruziewicz problem for
n=2,3, - Ramanujan graphs some more discrete mathematics distributing
points on the sphere.
Coll. 2 Xa 12
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Luciana Bazzini. Matematica
e scuola : facciamo il punto : atti del primo convegno MeS.
F. Angeli , 2001.
Coll. 2 Xa 11
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Christer Carlsson - Mario Fedrizzi - Robert Fuller. Fuzzy logic in
management .Kluwer, 2004.
Index: List of Tables.Introduction.1:
Management and intelligent support technologies.2: Fuzzy sets and fuzzy
logic.3: Group decision support systems.
4: Fuzzy real options for strategic planning.5: A fuzzy approach to
reducing the bullwhip effect.6: Knowledge management.Preface. 1
Coll. 2 Xa 10
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Steven
J. Miller - Ramin Takloo-Bighash. An invitation to modern
number theory .Princeton and Oxford University
Press , 2006.
Foreword
xi Preface xiii Notation xix PART 1. BASIC NUMBER THEORY 1 Chapter 1.
Mod p Arithmetic, Group Theory and Cryptography 3 Chapter 2. Arithmetic
Functions 29 Chapter 3. Zeta and L-Functions 47 Chapter 4. Solutions to
Diophantine Equations 81 PART 2. CONTINUED FRACTIONS AND APPROXIMATIONS
107 Chapter 5. Algebraic and Transcendental Numbers 109 Chapter 6. The
Proof of Roth&aposs Theorem 137 Chapter 7. Introduction to
Continued Fractions 158 PART 3. PROBABILISTIC METHODS AND
EQUIDISTRIBUTION 189 Chapter 8. Introduction to Probability 191 Chapter
9. Applications of Probability: Benford&apos
Coll. 2 Xa 9 |
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Edward T. Dowling. Introduction
to mathematical economics
McGraw Hill , 1980.
Review.
Economic Applications of Graphs and Equations. The Derivative and the
Rules of Differentiation. Uses of the Derivative in Mathematics and
Economics. Calculus of Multivariable Functions. Caculus of
Multivariable Functions in Economics. Exponential and Logarithmic
Functions in Economics. Differentiation of Exponential and Logarithmic
Functions. The Fundamentals of Linear (or Matrix) Algebra. Matrix
Inversion. Special Determinants and Matrices and Their Use in
Economics. Comparative Statics and Concave Programming. IUntegral
Calculus: The Indefinite Integral. Integral Calculus: The Definite
Integral. First Order Differential Equations. First Order Difference
Equations. Second
Coll. 2 Xa 8
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Rudolf Avenhaus, I. William Zartman
(Editors). Diplomacy games : formal models and international
negotiations Springer , 2007.
Presenting
formal models of conflict resolution and international negotiations,
this book describes different models and approaches of conflict
resolution
Coll. 2 Xa 7
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Volodymyr Nekrashevych. Self-Similar
Groups American Mathematical Society, 2005.
Basic definitions and examples
Algebraic theory Limit spaces Orbispaces Iterated monodromy groups
Examples and applications Bibliography Index Basic definitions and
examples Algebraic theory Limit spaces Orbispaces Iterated monodromy
groups Examples and applications Bibliography
Coll. 2 Xa 6
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NUOVI ARRIVI APRILE- MAGGIO 2007
|
|
Brams. Superior Beings: if They
Exist, How would we know? Springer, 2006.
Index: Preface. 1.
Introduction; 2. The Rationality of Belief in a Superior Being; 3.
Omniscience and Partial Omniscience; 4. The Paradox of Omniscience and
the Theory of Moves; 5. Omnipotence: moving and Staying Power; 6.
Immortality and Incomprehensibility; 7. Superior Beings: They May Be
Undecidable.
Coll. 1
Xa 28
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Di Bucchianico - Mattheij. Progress
in Industrial Mathematics at ECMI 2004. Springer, 2006.
Index: Preface. 1.
Aerospace; 2.Electronic Industry; 3. Chemical Technology; 4. Life
Sciences; 5. Materials; 6. Geophysics; 7. Financial Mathematics; 8.
Water Flow; 9. Other Contributions;
Coll. 1
Xa 22
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Michael J. Crawley.The R Book.
Wiley, 2007.
Index: 1. Getting
started; 2. Essentials of the R Language; 3. Data Input; 4. Dataframes;
5. Graphics; 6. Tables; 7. Mathematics; 8. Classical tests; 9.
Statistical Modelling; 10. Regression; 11. Analysis of Variance; 12.
Analysis of Covariance; 13. Generalized Linear Models; 14. Count Data;
15. Count Data in tables; 16. Proportion Data; 17. Binary Response
Variables; 18. Generalized Additive Models; 19. Mixed-Effects Models;
20. Non-linear regression; 21. Tree models; 22. Time series analysis;
23. Multivariate statistics; 24. Spatial Analysis; 25. Survival
Analysis; 26. Simulation Modles; 27. Changing the look of graphics.
Coll. 2
Xa 4
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Harry Dym. Linear Algebra in
Action. AMS, 2007.
Index: Preface. 1.
Vector spaces; 2. Gaussian elimination; 3. Additional applications of
Gaussian elimination; 4. Eigenvalues and eigenvectors; 5. Determinants;
6. Calculating Jordan Forms; 7. Normed linear spaces; 8. Inner product
spaces and orthogonality; 9. Symmetric, Hermitian and normal matrices;
10. Singular values and related inequalities; 11. Pseudoinverses; 12.
Triangular factorization and positive definite matrices; 13. Difference
equations and differential equations; 14. Vector valued parameters; 15.
The Implicit function theorem; 16. Extremal problems; 17. Matrix valued
holomorphic functions; 18. Matrix equations; 19. Realization theory;
20. Eigenvalue location problems; 21. Zero location problems; 22.
Convexity; 23. Matrices with nonnegative entries; APPENDIX A: Some
Facts from analysis; APPENDIX B: More Complex variables.
Coll. 2
Xa 2
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|
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Jack Hungelmann. Insurance for
dummies. Wiley, 2007.
Index: Preface. 1.
Getting started; 2. Undersatanding Automobile Insurance; 3. Understaing
Home Insurance; 4. Buying an Unbrella Policy; 5. Dealing with Insurance
Companies; 6. Managing Life, Health, and Disability Risks; 7. The part
of tens. Appendix.
Coll. 2
Xa 3
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|
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Matousek
- Gartner. Understanding and Using Linear Programming.
Springer, 2006.
Index: Preface. 1.
What is It, and What for?; 2. Examples; 3. Integer Programming and LP
Relaxation; 4. Theory of Linear programming; 5. The Simplex Method; 6.
Duality of Linear programming; 7. Not Only the Simplex Method; 8. More
Applications; 9. Software and Further Readings.
Coll. 1
Xa 26
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John Miller - Scott Page. Complex
Adaptive Systems: an introduction to Computational Models of Social
Life. Princeton U.P., 2007.
Index: Preface. 1.
Introduction; 2. Preliminaries; 3. Computational Modeling; 4. Models of
Complex Adaptive Social Systems; 5. Conclusions.
Coll. 1
Xa 29
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Efe A. Ok. Real analysis with
Economic Applications. Princeton University Press, 2007.
Index: Preface. 1.
Set Theory; 2. Analysis on Metric Spaces; 3. Analysis on Linear Spaces;
4. Analysis on Metric/normed linear spaces; Index.
Coll. 2
Xa 1
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Platen - Heath. A Benchmark
Approach to Quantitative Finance. Springer, 2006.
Index: Preface. 1.
Preliminaries from probability Theory; 2. Statistical Methods; 3.
Modeling via Stochastic Processes; 4. Diffusion Processes; 5.
Martingales and Stochastic Integrals; 6. The Ito Formula; 7. Stochastic
Differential Equations; 8. Introduction to Option pricing; 9. Various
Approaches to asset pricing; 10. Continuous Financial Markets; 11.
Portfolio Optimization; 12. Modeling Stochastic Volatility; 13. Minimal
Market Model; 14. Markets with Event Risk; 15. Numerical Methods.
Coll. 1
Xa 24
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Resende - Pardalos. Handbook of
Optimization in Telecommunications. Springer, 2006.
Index: Preface. 1.
Optimization Algorithms; 2. Planning and Design; 3. Routing; 4.
Reliability, restoration, and grooming; 5. Wireless; 6. The Web and
Beyond.
Coll. 1
Xa 25
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William Rice IV. Moodle.
Packt, 2007.
Index: Preface. 1.
Introduction; 2. Installing and configuring Moodle; 3. Creating
Categories and Courses; 4. Adding Static Course Material; 5. Adding
Interactive Course Material; 6. Adding Social Course Material; 7.
Welcoming your students; 8. Features for Teachers; 9. Extending and
Administering Moodle. Index
Coll. 2
Xa 5
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Salicone Simona. Measurement
Uncertainty: an approach via the Mathematical Theory of Evidence.
Springer, 2006.
Index: Preface. 1.
Uncertainty in Measurement; 2. Fuzzy Variables and Measurement
Uncertainty; 3. The Theory of Evidence; 4. Random-Fuzzy Variables; 5.
Construction of Ramdon-Fuzzy Variables; 6. Fuzzy Operators; 7. The
Mathematics of Random-Fuzzy Variables; 8. Representation of
Random-Fuzzy Variables; 9. Decision-Making Rules with Random-Fuzzy
Variables; 10. List of Symbols.
Coll. 1
Xa 27
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Sondermann Dieter. Introduction
to Stochastic Calculus for Finance. Springer, 2006.
Index: Preface. 1.
Preliminaries; 2. Introduction to Ito-Calculus; 3. The Girsanov
Transformation; 4. Application to Financial Economics; 5. Term
Structure Models; 6. Why do We Need Ito-Calculus in Finance? 7.
Appendix.
Coll. 1
Xa 23
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NUOVI ARRIVI MARZO
2007
|
|
Bruce C. Berndt. Number Theory
in the Spirit of Ramanujan. AMS, 2006.
Index: Preface. 1.
Introduction; 2. Congruences for p(n) and t(n); 3. Sums of Squares and
Sums of Triangular Numbers; 4. Eisenstein Series; 5. The Connection
between Hyper geometric Functions and Theta Functions.; 6. Applications
of the preliminary Theorem of Chapter 5; 7. The Rogers-Ramanujan
Continued Fraction; Bibliography
Coll. 1
Xa 18
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Jorg Bewersdorff. Galois Theory
for Beginners: a historical perspective. AMS, 2006.
Index: 1. Cubic
Equations; 2. Casus Equations; 3. Biquadratic Equations; 4. Equations
of Degree n and their properties; 5. The Search for Additional Solution
Formulas; 6. Equations that can be reduced in degree; 7. The
Construction of regular Polygons; 8. The Solution of Equations of the
Fifth Degree; 9. The Galois Group of an equation; 10. Algebraic
Structures and Galois Theory. Bibliography
Coll. 1
Xa 21
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|
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Charles Holt. Markets, Games and
Strategic Behavior. Pearson, 2006.
Index: 1. Basic
concepts: decision, game theory and market equilibrium; 2. Market
experiments; 3. Bargaining and Behavioral Labor Economics; 4. Public
Choice; 5. Auctions; 6. Behavioral Game Theory: treasures and Intuitive
Contradictions; 7. Individual Decision Experiments; 8. Information,
Learning, and Signaling; 9. Class Experiments.
Coll. 1
Xa 17
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Joingmin Yong. Recent
Developments in Mathematical Finance: International Conference on
Mathematical Finance, 2002. World Scientific, 2002.
Coll. 1 Xa 16
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Anne L. Young. Mathematical
Ciphers: from Caesar to RSA. AMS, 2006.
Index: 1.
Introduction; 2. Caesar Ciphers; 3. Terminology and results from Number
Theory; 4. Modular Arithmetic; 5. Describing the Caesar cipher
Mathematically; 6. Cryptanalysis for the Caesar Cipher; 7.
Multiplication Cipher; 8. Cryptanalysis for the multiplication-shift
cipher; 9. Multiplication-shift cipher; 10. Non Mathematical
substitution ciphers; 11. Preparing to generalize; 12. Finding Inverse
Modulo n; 13. General Multiplication-shift cipher; 14. Security of the
general multiplication-shift cipher; 15. Introduction to the
Exponential Cipher; 16. Deciphering the Exponential Cipher; 17.
Cryptanalysis for the Exponential Cipher; 18. Mathematical Basis for
the Exponential Cipher; 19. Public Key Ciphers; 20. RSA Cipher.
Coll. 1
Xa 19
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Shahriar Shahriari. Approximately
Calculus. AMS, 2006.
Index: 1. Patterns
and Induction; 2. Divisibility; 3. Primes; 4. Derivatives and
Approximations of Functions; 5. Anti-derivatives and Integration; 6.
Distribution of Primes; 7. Log, Potential and the Inverse Trigonometric
Functions; 8. The Mean Value Theorem and Approximation; 9.
Linearization Topics; 10. Defining Integrals, Areas, and Arclenghts;
11. Improper integrals and techniques of integration; 12. The Prime
Number Theorem; 13. Local approximation of Functions and Integrals
Estimations Goals; 14. Sequences and Series; 15. Power Series and
Taylor Series; 16. More on series; 17. Limit of Functions; 18.
Differential Equations. 19. Logical Arguments. Bibliography.
Coll. 1
Xa 20
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NUOVI ARRIVI GENNAIO
- FEBBRAIO 2007
|
|
Coletti - Scozzafava. Probabilistic
Logic in a Coherent Setting. Kluwer, 2006.
Index: 1.
Introduction; 2. Events as Propositions; 3. Finitely Additive
Probability; 4. Coherent probability; 5. Betting Interpretation of
Coherence; 6. Coherent Extensions of probability Assessments; 7. Random
Quantities; 8. Probability Meaning and assessment; 9. To be or not to
be Compositional?; 10. Conditional Events; 11. Coherent conditional
probability; 12. Zero-Layers; 13. Coherent Extensions of Conditional
Probability; 14. Exploiting Zero Probabilities; 15. Lower and Upper
Conditional Probabilities; 16. Inference; 17. Stochastic Independence
in a Coherent Setting; 18. A Random Walk in the Midst of Paradigmatic;
19. Fuzzy Sets and Possibility as Coherent Conditional Probabilities;
20 Coherent Conditional Probability and Default Reasoning; 21. Short
Account of Decomposable Measures. Coll. 1 Xa 3
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|
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Chung Kai Lai. Chance &
Choice Memorabilia. World Scientific, 2005.
Index: 1. Will the
Sun Rise again?; 2. Continuous Parameter Markov Chains; 3. Hsu's Work
in Probability.
Coll. 1
Xa 8
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Clemens van Dinther. Adaptive
Bidding in Singles-Sided Auctions Under Uncertainty: an Agent-based
Approach in Market Engineering. Birkhauser, 2006.
Index: 1. Motivation
and Fundamentals; 2. Agent-Based Simulation Approaches and Tools; 3.
Examination of Bidding under Uncertainty; 4. Concluding Discussion and
Future Research. 5. Appendixes.
Coll. 1
Xa 6
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Hodge - Klima. The Mathematics of
Voting and Elections: a Hand-On Approach. AMS, 2006.
Index: 1. What 's so
Good about Majority Rule?; 2. Perot, Nader and other Inconveniences; 3.
Back into the Ring; 4. Trouble in Democracy; 5. Explaining the
Impossible; 6. One person, One vote?, 7. Calculating Corruption; 8. The
Ultimate College Experience; 9. Trouble in Direct Democracy; 10.
Proportional (Mis)representation. Bibliography
Coll. 1
Xa 1
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|
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Oliver Johnson. Information
Theory and the Central Limit Theorem. Imperial College Press, 2006.
Index: 1.
Introduction to Information Theory; 2. Convergence in Relative Entropy;
3. Non-Identical Variables and Random Vectors; 4. Dependent Random
Variables; 5. Convergence to Stable Laws; 6. Convergence on Compact
Groups; 7. Convergence to the Poisson Distribution; 8. Free Random
Variables; Appendix A: Calculating Entropies; Appendix B: Poincaré
Inequalities; Appendix C: de Bruijn Identity; Appendix D: Entropy Power
Inequality; Appendix E: Relationships Between Different Forms of
Convergence.
Coll. 1
Xa 9
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Robert Kolb. Practical Reading
in Financial Derivatives. Blackwell, 2006.
Index: A.
INSTRUMENTS AND PRICING: 1. Future and Forwards; 2. Options; 3. Swaps;
4. Exotics; B: RISK MANAGEMENT APPLICATIONS: 1. Overview; 2. Debt
Markets; 3. Equity Markets; 4. Over-the-counter Markets.
Coll. 1
Xa 4
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Christopher G. Small. Functional
Equations and How to Solve Them. Springer, 2006.
Index: 1. An
historical introduction; 2. Functional equations with two variables; 3.
Functional equations with one variable; 4. Miscellaneous methods for
functional equations; 5. Some closing heuristics; 6. Appendix: Hamel
Bases; 7. Hints and partial solutions to problems. 8. Bibliography.
Coll. 1
Xa 5
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Symeonidis - Mitkas. Agent
Intelligence through Data Mining. Springer, 2005.
Index: 1. Concepts
and Techniques; 2. Methodology; 3. Knowledge Diffusion: Three
Representative Test Cases; 4. Extensions;
Coll. 1
Xa 2
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Gerald H. Thomas. Geometry,
Language and Strategy. World Scientific, 2004.
Index: 1.
Introduction; 2. Rules-of-the-Game; 3. Flow of Strategic-Mass; 4. Game
Symmetries; 5. Analysis; 6. Graphical Presentation; 7. Applications and
Open Problems;
Coll. 1
Xa 7
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NUOVI ARRIVI GIUGNO
– DICEMBRE 2006
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Cynthia Barnhart – Gilbert Laporte. Transportation.
Elsevier, 2007.
Index: 1. Air
Transportation: Irregular operations and Control; 2. Public Transit; 3.
Passenger Railway Optimization; 4. Maritime Transportation; 5. Dynamic
Models for freght Transportation; 6. Vehicle Routing; 7. Transportation
on Demand; 8. Intermodal Transportation; 9. Hazardous Materials
Transportation; 10. Traffic Equilibrium; 11. ITS and Traffic
Management; References. Coll. 5 Fa 48
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Christopher Bishop. Pattern
Recognition and Machine Learning. Springer, 2006.
Index: 1. Introduction; 2.
Probability Distributions; 3. Linear Models for Regression; 4. Linear
Models for Classificiation; 5. Neural Networks; 6. Kernel Methods; 7.
Sparse Kernel Machines; 8. Graphical Models; 9. Mixture Models and EM;
10. Approximate Inference; 11. Sampling Methods; 12. Continuous Latent
Variables; 13. Sequential Data; 14. Combinign Models; References. Coll.
1 Ea 49
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Philip Booth. Modern
Actuarial Theory and Practice. Chapman and Hall CRC, 2005.
Index: 1.
Investment; 2. Life Insurance; 3. General Insurance; 4. Pensions; 5.
Health Insurance; Bibliography. Coll. 4 Ea 41
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J. Robert Buchanan. An Undergraduate
Introduction to Financial Mathematics. World Scientific, 2006.
Index: 1. The theory of interest; 2.
Discrete Probability; 3. Normal Random Variables and Probability; 4.
The Arbitrage Theorem; 5. Random Walks and Brownian Motion; 6. Options;
7. Solution of the Black-Scholes Equation; 8. Derivatives of
Black-Scholes Option Prices; 9. Hedging; 10. Optimizing Portfolios; A.
Sample Stock Market data; B. Solution to Chapter Exercises.
Bibliography. Coll.
5 Fa 45
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J. W. S. Cassels. An introduction to
the Geometry of Numbers. Springer, 1997.
Index: 1. Lattices; 2. Reduction; 3.
Theorems of Blichfeldt and Minkowski; 4. Distance functions; 5.
Mahler0s compactness theorem; 6. The theorem of Minkowski-Hlawka; 7.
The quotient space; 8. Successive minima; 9. Packings; 10. Automorphs;
11. Inhomogeneous problems. Coll. 1 C 41
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P. Cherix – M.
Cowling. Groups with the Haagerup Property. Birkhauser, 2001.
Index: 1.
Introduction; 2. Dynamical Characterizations; 3. Simple Lie Groups of
Rank One; 4. Classificiation of Lie Groups with the Haagerup Property;
5. The Radial Haagerup Property; 6. Discrete Groups; 7. Open Questions
and Partial Results; Bibliography. Coll. 1 C 43
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P. Dembowski. Finite geometries. Springer, 2000.
Index: 1. Basic Concepts; 2. Designs;
3. Projective and Affine properties; 4. Collineations of Finite Planes.
5. Construction of Finite Planes; 6. Inversive Planes. 7. Appendices. Coll. 5 Fa 44
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R. Hartshorne.
Geometry: Euclid and Beyond. Springer, 2000.
Index: 1.
Euclid's Geometry; 2. Hilbert's Axioms; 3. Geometry over Fields; 4.
Segment Arithmetic; 5. Area; 6. Construction Problems and Field
extensions; 7. Non-Euclidean Geometry; 8. Polyhedra; References. Coll. 1 C 42
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Tatsuri Ichiishi. Microeconomic
Theory. Blackwell, 1997.
Index: 1. Static Analysis of
Consumer; 2. Static Analysis of Producer Behavior; 3. Partial
Equilibrium Analysis of output Market; 4. General Equilibrium Analysis;
5. Behavior under Uncertainty; 6. General Equilibrium Analysis of
Uncertainty; 7. Information Processing; 8. Underlying Game-Theoretical
Structure; 9. Cooperative behavioral principle: Theory of the Firm;
References. Coll. 1 Ea 50
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David G. Luenberger. Finanza
e investimenti: fondamenti matematici. Apogeo, 2006.
Index: Introduzione; 1.
Successioni di flussi di cassa deterministiche; 2. Flussi di cassa
aleatori; 3. I contratti a termine e i titoli derivati; 4. Flussi di
cassa: il caso generale; bibliografia. Coll. 1 Ea 48
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George J.
Mailath – Larry Samuelson. Repeated games and reputations: Long-Run
Relationships. Oxford University Press, 2006.
Index: 1. Introduction; 2. Games
with Perfect Monitoring; 3. The Folk Theorem with perfect Monitoring;
4. How Long is Forever?; 5. Variations on the Game; 6. Applications; 7.
Basic Structure of Repeated games with Imperfect Public Monitoring; 8.
Bounding Perfect Public Equilibrium Payoff; 9. The Folk Theorem with
Imperfect Public Monitoring; 10. Private Strategies in Games with
Imperfect Monitoring; 11. Applications; 12. Private Monitoring; 13.
Almost Public Monitoring Games; 14. Belief-Equilibria in private
Monitoring Games; 15. Reputations with Short-Lived Players; 16.
Reputations with Long-Lived Players; 17. Finitely Repeated Games; 18.
Modeling Reputations; Bibliography. Coll. 5 Fa 47
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Dolly Predovic. La
valutazione del marchio: dalla consumer-based brand equity alla
valutazione finanziaria. Egea, 2006.
Index: 1. Marchio,
marca e brand equity; 2. La valutazione delle aziende; 3. Il marchio
nella disciplina giuridica e contabile; 4. La valutazione monetaria del
brand; 5. I modelli di valutazione monetaria del marchio; 6. Una
metodologia condivisa per la valutazione monetaria del marchio;
Bibliografia. Coll. 1 C 39
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Sidney I.
Resnick. Heavy-Tail Phenomena: Probabilistic and Statistical
Modeling. Springer, 2006.
Index:
1. Introduction; 2. Crash Course I Regular Variation; 3. Crash Course
II Weak Convergence and Implications for Heavy-Tail Analysis; 4.
Dipping a Toe in the Statistical Water; 5. The Poisson Process; 6.
Multivariate Regular Variation and the Poisson Transform; 7. Weak
Convergence and the Poisson process; 8. Applied Probability Models and
the Heavy Tails; 9. Additional Statistics Topics; 10. Notation and
Conventions; 11. Software. Coll. 5 Fa 43
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Vladimir I. Rotar. Actuarial
Models: the Mathematics of Insurance. Chapman & Hall CRC, 2004.
Index: 0.
Some Preliminary Notions and Facts from Probability Theory, the Theory
of Interest, and Calculus; 1. Comparison of Random Variables.
Preferences of Individuals; 2. An Individual Risk Model for a Short
Period; 3. Conditional Expectations; 4. A Collective Risk Model for a
Short Period; 5. Random processes. Counting and Compound Processes.
Markov Chains. Modeling Claim and Cash Flows; 6. Random Processes.
Brownian Motion and Martingales. Hitting Times; 7. Global
Characteristics of the Surplus Process. Ruin Models. Models with paying
Dividends; 8. Survival Distributions; 9. Life Insurance Models;
10.Annuity Models; 11. Premium and Reserves; 12. Risk Exchange:
reinsurance and Coinsurance. References. Coll. 5 Fa 46
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Carlo Vercellis. Business
Intellingence: Modelli Matematici e Sistemi per le Decisioni.
McGraw Hill, 2006.
Index: 1. Business
Intelligence; 2. Sistemi di supporto alle decisioni; 3. Data
warehousing; 4. Modeli matematici per le decisioni ; 5. Data mining; 6.
Preparazione dei dati; 7. Esplorazione dei dati; 8.
Regressione; 9. Serie storiche; 10. Classificazione; 11. Regole
associative; 12. Clustering; 13. Modelli di marketing; 14. Modelli
logistici e produttivi; 15. Data envelopment
analysis; Indice.
Coll. 1 C 38
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James Webb. Game Theory: Decisions, Interaction and
Evolution. Springer, 2006.
Index: 1. Simple Decision
Models; 2. Simple Decision processes; 3. Markov Decision Processes; 4.
Static Game; 5. Finite Dynamic Games; 6. Games with Continuous Strategy
Sets; 7. Infinite Dynamic Games; 8. Population Games; 9. Replicator
Dynamics. Bibliography. Coll. 5 Fa 42
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R. Whaley.
Derivatives: markets, valuation, and risk management. Wiley, 2006.
Index: 1.
Derivative Market; 2. Fundamentals of Valuation; 3.
Forwards/Future/Swap Valuation; 4. Option Valuation; 5. Stock
Derivatives; 6. Stock Index Derivatives; 7. Currency Derivatives; 8.
Interest Rate Derivatives; 9. Commodity Derivatives; 10. Lessons
Learned; References. Coll. 1
C 40
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NUOVI ARRIVI MARZO – MAGGIO 2006
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Girelli. Noi e i Numeri.
|
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Gisler – Buehlmann. A Course in Credibility Theory
and its Applications.
|
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Kai Lai – AitSahlia. Elementary Probability Theory:
with Stochastic Processes and an Introduction to Mathematical Finance.
|
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Phillips. Mathematics is not a Spectator Sport.
|
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Rubinstein. A History of the Theory of
Investments: my annotate bibliography.
|
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Singer. Duality for Nonconvex Approximation and
Optimization.
|
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Stillwell. The Four Pillars of Geometry.
|
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NUOVI ARRIVI FEBBRAIO 2006
|
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Geever. The Foundation Center's Guide to Proposal
Writing.
|
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Tramontana. Guida ai Corporate Bond: come
guadagnare controllando i rischi.
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Williams. Storia dell'Intelligenza Artificiale: la
battaglia per la conquista della scienza del XXI secolo.
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NUOVI ARRIVI GENNAIO 2006
|
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Andreescu – Mushkarov – Stoyanov. Geometric
Problems on Maxima and Minima.
|
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Bamberg – Sternberg. A course in Mathematics for
Students in Physics. Vol. I – Vol. II
|
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Bornemann – Laurie. The SIAM 100-Digit. Challenge.
A study in High-Accuracy Numerical Computing.
|
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Cieslik. Steiner Minimal Trees.
|
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Consul – Famoye. Lagrangian Probability
Distributions.
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Cresswell. Mathematics and Sex.
|
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Delbaen – Schachermayer. The Mathematics of
Arbitrage.
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Hoffman. The man who loved only numbers: the story
of Paul Erdos and the search for mathematical truth.
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