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- Title: Spectral Theory of Block Operator Matrices and Applications
- Author: Christiane Tretter
- Pages: 296 pages
- Publisher: Imperial College Press (October 15, 2008)
- Language: English
- ISBN-10: 1860947689
- ISBN-13: 978-1860947681
Book Description
This book presents a wide panorama of methods to investigate the spectral properties of block operator matrices. Particular emphasis is placed on classes of block operator matrices to which standard operator theoretical methods do not readily apply: non-self-adjoint block operator matrices, block operator matrices with unbounded entries, non-semibounded block operator matrices, and classes of block operator matrices arising in mathematical physics.
The main topics include: localization of the spectrum by means of new concepts of numerical range; investigation of the essential spectrum; variational principles and eigenvalue estimates; block diagonalization and invariant subspaces; solutions of algebraic Riccati equations; applications to spectral problems from magnetohydrodynamics, fluid mechanics, and quantum mechanics. Please Login or Register to see the link.
- Title: Methods of Molecular Quantum Mechanics: An Introduction to Electronic Molecular Structure
- Author: Valerio Magnasco
- Pages: 298 pages
- Publisher: Wiley (January 26, 2010)
- Language: English
- ISBN-10: 0470684429
- ISBN-13: 978-0470684429
Book Description
This advanced text introduces to the advanced undergraduate and graduate student the mathematical foundations of the methods needed to carry out practical applications in electronic molecular quantum mechanics, a necessary preliminary step before using commercial programmes to carry out quantum chemistry calculations.
Major features of the book include: Please Login or Register to see the link.
- Title: A Physicist’s Guide to Mathematica
- Author: Patrick Tam
- Pages: 506 pages
- Publisher: Academic Press; 1st edition (May 12, 1997)
- Language: English
- ISBN-10: 0126831904
- ISBN-13: 978-0126831900
Book Description
A Physicists Guide to Mathematica(r) teaches students and professional physicists how to master Mathematica using examples and approaches that will appeal to them. The book illustrates the usefulness of Mathematica in learning, teaching, and carrying out research in physics. Part One gives a practical, physics-oriented, and self-contained introduction to the program. Part Two covers the application of Mathematica to mechanics, electricityand magnetism, and quantum physics.
Mathematica enables the user to solve a wide range of physics problems, from the most important to those that are just for fun, and provides an environment that allows the user to develop a greater intuitive understanding of physics. This book aids the reader in using Mathematica for numerical, symbolic, and graphical calculations, and also demonstrates the programs capability to animate two- and three-dimensional graphics. Tams treatment of the subject is greatly detailed, and makes this book an essential reference for anyone needing an introduction to Mathematicas application to physics. Please Login or Register to see the link.
- Title: Theory of Financial Risks: From Statistical Physics to Risk Management
- Authors: Jean-Philippe Bouchaud, Marc Potters
- Pages: 218 pages
- Publisher: Cambridge University Press; 1 edition (January 15, 2000)
- Language: English
- ISBN-10: 0521782325
- ISBN-13: 978-0521782326
Book Description
The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. It takes a physicist’s point of view to financial risk by comparing theory with experiment. Starting with important results in probability theory, the authors discuss the statistical analysis of real data, the empirical determination of statistical laws, the definition of risk, the theory of optimal portfolio, and the problem of derivatives (forward contracts, options). Please Login or Register to see the link.
- Title: Random Processes in Physics and Finance
- Authors: Melvin Lax, Wei Cai, and Min Xu
- Pages: 342 pages
- Publisher: Oxford University Press, USA (November 30, 2006)
- Language: English
- ISBN-10: 0198567766
- ISBN-13: 978-0198567769
Book Description
This respected high-level text is aimed at students and professionals working on random processes in various areas, including physics and finance. The first author, Melvin Lax (1922-2002) was a distinguished Professor of Physics at City College of New York and a member of the U. S. National Academy of Sciences, and is widely known for his contributions to our understanding of random processes in physics. Most chapters of this book are outcomes of the class notes which Lax taught at the City University of New York from 1985 to 2001. Please Login or Register to see the link.
- Title: Quantitative Finance and Risk Management: A Physicist’s Approach
- Author: Jan W. Dash
- Pages: 800 pages
- Publisher: World Scientific Publishing Company (September 1, 2004)
- Language: English
- ISBN-10: 9812387129
- ISBN-13: 978-9812387127
Product Description
Written by a physicist with over 15 years of experience as a quant on Wall Street, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the “how to” and “what it’s like” aspects not covered in textbooks or research papers. Both standard and new results are presented. A “Technical Index” indicates the mathematical level — from zero to PhD — for each chapter. The finance in each chapter is self-contained. Real-life comments on “life as a quant” are included.
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- Title: Monte Carlo Simulation and Finance
- Author: Don L. McLeish
- Pages: 387 pages
- Publisher: Wiley; 1 edition (April 1, 2005)
- Language: English
- ISBN-10: 0471677787
- ISBN-13: 978-0471677789
Book Description
Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon.
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