The Heston Model and its Extensions in Matlab and C#

A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of statistical and quantitative techniques and demonstrates how to implement the presented concepts and methods in Matlab®. Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requiring a prior high-level understanding of mathematics or finance. In addition to a self-contained treatment of applied topics such as modern Fourier-based analysis and affine transforms, Financial Derivative and Energy Market Valuation also: • Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic • Extends seminal works developed over the last four decades to derive and utilize present-day financial models • Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing • Includes all Matlab code for readers wishing to replicate the figures found throughout the book Thorough, practical, and easy to use, Financial Derivative and Energy Market Valuation is a first-rate guide for readers who want to learn how to use advanced numerical methods to implement and apply state-of-the-art financial models. The book is also ideal for graduate-level courses in quantitative finance, mathematical finance, and financial engineering.

This edition has been extensively rewritten in order to reflect the changes in clinical practice and learning methods which have taken place since the 5th edition was published. The seventeen chapters are divided into three sections: normal voice, descriptions of the various types of voice disorders, and the methods of treating abnormal voice. A profile summary of each voice disorder is provided for easy reference and comparison, and tables are used throughout the text. New laryngeal images and electroglottographic interpretations have also been included. The current emphasis on evidence-based practice is addressed in the review and descriptions of intervention strategies used in voice therapy.

The Novartis Foundation Series is a popular collection of the proceedings from Novartis Foundation Symposia, in which groups of leading scientists from a range of topics across biology, chemistry and medicine assembled to present papers and discuss results. The Novartis Foundation, originally known as the Ciba Foundation, is well known to scientists and clinicians around the world.

Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering. The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the dynamic programming and Stratified State Aggregation technique to price American options, the extreme value simulation technique to price exotic options and the retrieval of volatility method to estimate Greeks. The authors also present modern term structure of interest rate models and pricing swaptions with the BGM market model, and give a full explanation of corporate securities valuation and credit risk based on the structural approach of Merton. Case studies on financial guarantees illustrate how to implement the simulation techniques in pricing and hedging. NOTE TO READER: The CD has been converted to URL. Go to the following website www.wiley.com/go/huyhnstochastic which provides MATLAB programs for the practical examples and case studies, which will give the reader confidence in using and adapting specific ways to solve problems involving stochastic processes in finance.

Published by the American Geophysical Union as part of the Geophysical Monograph Series, Volume 183. For carbon sequestration the issues of monitoring, risk assessment, and verification of carbon content and storage efficacy are perhaps the most uncertain. Yet these issues are also the most critical challenges facing the broader context of carbon sequestration as a means for addressing climate change. In response to these challenges, Carbon Sequestration and Its Role in the Global Carbon Cycle presents current perspectives and research that combine five major areas: The global carbon cycle and verification and assessment of global carbon sources and sinks Potential capacity and temporal/spatial scales of terrestrial, oceanic, and geologic carbon storage Assessing risks and benefits associated with terrestrial, oceanic, and geologic carbon storage Predicting, monitoring, and verifying effectiveness of different forms of carbon storage Suggested new CO2 sequestration research and management paradigms for the future. The volume is based on a Chapman Conference and will appeal to the rapidly growing group of scientists and engineers examining methods for deliberate carbon sequestration through storage in plants, soils, the oceans, and geological repositories.

Entropy Theory and its Application in Environmental and Water Engineering responds to the need for a book that deals with basic concepts of entropy theory from a hydrologic and water engineering perspective and then for a book that deals with applications of these concepts to a range of water engineering problems. The range of applications of entropy is constantly expanding and new areas finding a use for the theory are continually emerging. The applications of concepts and techniques vary across different subject areas and this book aims to relate them directly to practical problems of environmental and water engineering. The book presents and explains the Principle of Maximum Entropy (POME) and the Principle of Minimum Cross Entropy (POMCE) and their applications to different types of probability distributions. Spatial and inverse spatial entropy are important for urban planning and are presented with clarity. Maximum entropy spectral analysis and minimum cross entropy spectral analysis are powerful techniques for addressing a variety of problems faced by environmental and water scientists and engineers and are described here with illustrative examples. Giving a thorough introduction to the use of entropy to measure the unpredictability in environmental and water systems this book will add an essential statistical method to the toolkit of postgraduates, researchers and academic hydrologists, water resource managers, environmental scientists and engineers. It will also offer a valuable resource for professionals in the same areas, governmental organizations, private companies as well as students in earth sciences, civil and agricultural engineering, and agricultural and rangeland sciences. This book: Provides a thorough introduction to entropy for beginners and more experienced users Uses numerous examples to illustrate the applications of the theoretical principles Allows the reader to apply entropy theory to the solution of practical problems Assumes minimal existing mathematical knowledge Discusses the theory and its various aspects in both univariate and bivariate cases Covers newly expanding areas including neural networks from an entropy perspective and future developments.

The GnRH Neuron and its Control examines the developmental biology of GnRH neurons including their birth in the nasal placode of the early embryo, perinatal programming, and sexual differentiation, in addition to the hypothalamic mechanisms that control GnRH neurons in adulthood to generate pulsatile and surge modes of GnRH secretion throughout the major life stages including aging. The morphology, electrophysiology, signal transduction pathways, transcriptional regulators, and genomics underlying function of the adult GnRH neuron is discussed in detail, as is the neuroendocrinology and cell biology governing the generation of both modes of GnRH release. The book also reviews the neurobiological mechanisms and circuitry responsible for the modulation of the activity of GnRH neurons by season, stress, nutrition, and metabolism, and covers the current and potential therapeutic approaches to regulating GnRH secretion and action. Filled with newly identified research and classical fundamental knowledge to GnRH biology, it will provide students, researchers, and practitioners with an in-depth understanding of reproductive neuroendocrinology. This is the fifth volume in the Masterclass in Neuroendocrinology Series, a co- publication between Wiley and the INF (International Neuroendocrine Federation) that aims to illustrate highest standards and encourage the use of the latest technologies in basic and clinical research and hopes to provide inspiration for further exploration into the exciting field of neuroendocrinology.

This book covers the principles of modeling and simulation of nonlinear distortion in wireless communication systems with MATLAB simulations and techniques In this book, the author describes the principles of modeling and simulation of nonlinear distortion in single and multichannel wireless communication systems using both deterministic and stochastic signals. Models and simulation methods of nonlinear amplifiers explain in detail how to analyze and evaluate the performance of data communication links under nonlinear amplification. The book addresses the analysis of nonlinear systems with stochastic inputs and establishes the performance metrics of communication systems with regard to nonlinearity. In addition, the author also discusses the problem of how to embed models of distortion in system-level simulators such as MATLAB and MATLAB Simulink and provides practical techniques that professionals can use on their own projects. Finally, the book explores simulation and programming issues and provides a comprehensive reference of simulation tools for nonlinearity in wireless communication systems. Key Features: Covers the theory, models and simulation tools needed for understanding nonlinearity and nonlinear distortion in wireless systems Presents simulation and modeling techniques for nonlinear distortion in wireless channels using MATLAB Uses random process theory to develop simulation tools for predicting nonlinear system performance with real-world wireless communication signals Focuses on simulation examples of real-world communication systems under nonlinearity Includes an accompanying website containing MATLAB code This book will be an invaluable reference for researchers, RF engineers, and communication system engineers working in the field. Graduate students and professors undertaking related courses will also find the book of interest.

A comprehensive, coherent, and in depth presentation of the state of the art in fuzzy clustering. Fuzzy clustering is now a mature and vibrant area of research with highly innovative advanced applications. Encapsulating this through presenting a careful selection of research contributions, this book addresses timely and relevant concepts and methods, whilst identifying major challenges and recent developments in the area. Split into five clear sections, Fundamentals, Visualization, Algorithms and Computational Aspects, Real-Time and Dynamic Clustering, and Applications and Case Studies, the book covers a wealth of novel, original and fully updated material, and in particular offers: a focus on the algorithmic and computational augmentations of fuzzy clustering and its effectiveness in handling high dimensional problems, distributed problem solving and uncertainty management. presentations of the important and relevant phases of cluster design, including the role of information granules, fuzzy sets in the realization of human-centricity facet of data analysis, as well as system modelling demonstrations of how the results facilitate further detailed development of models, and enhance interpretation aspects a carefully organized illustrative series of applications and case studies in which fuzzy clustering plays a pivotal role This book will be of key interest to engineers associated with fuzzy control, bioinformatics, data mining, image processing, and pattern recognition, while computer engineers, students and researchers, in most engineering disciplines, will find this an invaluable resource and research tool.

Master MATLAB(r) step-by-step The MATLAB– «MATrix LABoratory»–computational environment offers a rich set of capabilities to efficiently solve a variety of complex analysis, simulation, and optimization problems. Flexible, powerful, and relatively easy to use, the MATLAB environment has become a standard cost-effective tool within the engineering, science, and technology communities. Excellent as a self-teaching guide for professionals as well as a textbook for students, Engineering and Scientific Computations Using MATLAB helps you fully understand the MATLAB environment, build your skills, and apply its features to a wide range of applications. Going beyond traditional MATLAB user manuals and college texts, Engineering and Scientific Computations Using MATLAB guides you through the most important aspects and basics of MATLAB programming and problem-solving from fundamentals to practice. Augmenting its discussion with a wealth of practical worked-out examples and qualitative illustrations, this book demonstrates MATLAB's capabilities and offers step-by-step instructions on how to apply the theory to a practical real-world problem. In particular, the book features: * Coverage of a variety of complex physical and engineering systems described by nonlinear differential equations * Detailed application of MATLAB to electromechanical systems MATLAB files, scripts, and statements, as well as SIMULINK models which can be easily modified for application-specific problems encountered in practice Readable, user-friendly, and comprehensive in scope this is a welcome introduction to MATLAB for those new to the program and an ideal companion for engineers seeking in-depth mastery of the high-performance MATLAB environment.