ELEMENTS OF DISCRETE MATHEMATICS (2版)

相關熱銷的書籍推薦給您

書名：Elements of Discrete Mathematics 2/e 作者：LIU 出版社：McGraw-Hill 出版日期：1985/00/00 ISBN：9780071005449 內容簡介 This book presents a selection of topics from set theory, combinatorics, graph theory, and algebra which were been considered as basic and useful to students in Applied Mathematics, Computer Seience, and Engineering. It's intended to be a textbook for a course in Discrete Mathematics at the sophomore-junior level, although it can also be used in a freshman-level course since the presentation does not assume any background beyond high-school mathematics. 目錄 1. Sets and Propositions 2. Computability and Formal Languages 3. Permutations, Combinations, and Discrete Probability 4. Relations and Functions 5. Graphs and Planar Graphs 6. Trees and Cut-Sets 7. Finite State Machines 8. Analysis of Algorithms 9. Discrete Numberic Functions and Generating Functions 10. Recurrence Relations and Recursive Algorithms 11. Groups and Rings 12. Boolean Algebras

Continuous Optimization for Data Science (1版)

類似書籍推薦給您

The text is divided into three main parts: unconstrained optimization, constrained optimization, and linear programming. The first part addresses unconstrained optimization in single-variable and multivariable functions, introducing key algorithms such as steepest descent, Newton, and quasi-Newton methods. The second part focuses on constrained optimization, starting with linear equality constraints and extending to more general cases, including inequality constraints. It details optimality conditions, sensitivity analysis, and relevant algorithms for solving these problems. The third part covers linear programming, presenting the formulation of LP problems, the simplex algorithm, and sensitivity analysis. Throughout, the text provides numerous applications to data science, such as linear regression, maximum likelihood estimation, expectation-maximization algorithms, support vector machines, and linear neural networks.

Arbitrage Theory in Continuous Time (4版)

類似書籍推薦給您

ARBITRAGE THEORY IN CONTINUOUS TIME 4E 2021 (H) ISBN： 9780198851615 類別： 財務金融Financial Management 出版社： OXFORD UNIVERSITY PRESS 作者： BJORK 年份： 2020 裝訂別： 精裝 頁數： 592頁 Table of Contents 1:Introduction I. Discrete Time Models 2:The Binomial Model 3:A More General One period Model II. Stochastic Calculus 4:Stochastic Integrals 5:Stochastic Differential Equations III. Arbitrage Theory 6:Portfolio Dynamics 7:Arbitrage Pricing 8:Completeness and Hedging 9:A Primer on Incomplete Markets 10:Parity Relations and Delta Hedging 11:The Martingale Approach to Arbitrage Theory 12:The Mathematics of the Martingale Approach 13:Black-Scholes from a Martingale Point of View 14:Multidimensional Models: Martingale Approach 15:Change of Numeraire 16:Dividends 17:Forward and Futures Contracts 18:Currency Derivatives 19:Bonds and Interest Rates 20:Short Rate Models 21:Martingale Models for the Short Rate 22:Forward Rate Models 23:LIBOR Market Models 24:Potentials and Positive Interest IV. Optimal Control and Investment Theory 25:Stochastic Optimal Control 26:Optimal Consumption and Investment 27:The Martingale Approach to Optimal Investment 28:Optimal Stopping Theory and American Options V. Incomplete Markets 29:Incomplete Markets 30:The Esscher Transform and the Minimal Martingale Measure 31:Minimizing f-divergence 32:Portfolio Optimization in Incomplete Markets 33:Utility Indifference Pricing and Other Topics 34:Good Deal Bounds VI. Dynamic Equilibrium Theory 35:Equilibrium Theory: A Simple Production Model 36:The Cox-Ingersoll-Ross Factor Model 37:The Cox-Ingersoll-Ross Interest Rate Model 38:Endowment Equilibrium: Unit Net Supply