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Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for...
Dry stone retaining structures are structures made of individual decimeter stone blocks in contact. One advantage of this construction technology lies in the weak amount of embodied energy required for their construction, and uses only local materials. This technology...
Object oriented programming is a way of thinking about problems. Smalltalk is one of the purest incarnations of an object-oriented programming language. Using a pedagogical approach, this book covers all aspects of object oriented programming: first through the study of...
Digital communications plays an important role in numerical transmission systems due to the proliferation of radio beams, satellite, optic fibbers, radar, and mobile wireless systems. This book provides the fundamentals and basic design techniques of digital...
This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles are intended to introduce readers to some of the latest, cutting edge research encountered by academics and...
Wireless Public Safety Networks, Volume One: Overview and Challenges presents the latest advances in the wireless Public Safety Networks (PSNs) field, the networks established by authorities to either prepare the population for an eminent catastrophe, or as support...
Traffic Anomaly Detection presents an overview of traffic anomaly detection analysis, allowing you to monitor security aspects of multimedia services. The author's approach is based on the analysis of time aggregation adjacent periods of the traffic. As traffic varies...
This book addresses the high performance computing of the Discrete Element Model (DEM). It is a comprehensive presentation of parallel implementation of the DEM on three popular parallel computing platforms; the multi-core PC, the GPU computer, and the cluster...
The new concept of metamaterial is increasingly attracting the interest of physicists and mechanical engineers. Such materials are obtained by suitably assembling multiple individual elements but usually arranged in (quasi-)periodic substructures in order to show exotic...
The Southern Ocean surrounding the Antarctic continent is vast, in particular, its history, its isolation, and climate, making it a unique "laboratory case" for experimental evolution, adaptation and ecology. Its evolutionary history of adaptation provide a wealth...
Optimization Tools for Logistics covers the theory and practice of the main principles of operational research and the ways it can be applied to logistics and decision support with regards to common software. The book is supported by worked problems and examples from...
This book provides a review of the current understanding of the behavior of non-spherical particle suspensions providing experimental results, rheological models and numerical modeling. In recent years, new models have been developed for suspension rheology and as a...
Mobile Robotics presents the different tools and methods that enable the design of mobile robots; a discipline booming with the emergence of flying drones, underwater robots mine detectors, sailboats robots and robot vacuum cleaners. Illustrated with simulations,...
"We have to adapt to the impacts that, unfortunately, we can no longer avoid", said President Obama at the UN Climate Summit in September 2014. Adaptation and resilience are now a must in both academic research and international bodies. A fashionable concept,...
This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR),...
This book deals with the modeling of food processing using dimensional analysis. When coupled to experiments and to the theory of similarity, dimensional analysis is indeed a generic, powerful and rigorous tool making it possible to understand and model complex...
The physical and chemical properties of food products have central roles in biotechnology and the pharmaceutical and food industries. Understanding these properties is essential for engineers and scientists to tackle the numerous issues in food processing, including...
Agent-based modeling is a flexible and intuitive approach that is close to both data and theories, which gives it a special position in the majority of scientific communities. Agent models are as much tools of understanding, exploration and adaptation as they are media...
Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to...
In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to...
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