Книги жанра Springer
Жанр: Springer
Год: 2011
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Essential Medical Facts presents selected literature-based information clinicians need to know to provide informed patient care and avoid medical misadventures. Facts that can help make us better and safer clinicians include knowing the usefulness of palmar crease pallor in detecting anemia (not reliable), antibiotics that can cause a false positive opiate urine drug screen (fluoroquinolones), and an occasional early clue to testicular cancer (gynecomastia). Of course, keeping up to date on current medical knowledge and being curious about the implications of published research conclusions not only help assure superior clinical performance; they also bolster the preparation for board examinations. Robert B. Taylor, MD is the author and editor of more than two dozen medical books and several hundred published articles, as well a veteran of both rural private practice and chairmanship of a medical school clinical department. Essential Medical Facts is written for clinicians in all specialties, at all stages of professional life. It is a “must have” book for students, residents and practicing physicians, as well as nurse practitioners and physician assistants actively involved in clinical diagnosis and management of disease.
Название: Comprehensive Treatment of Chronic Pain by Medical, Interventional, and Behavioral Approaches
Жанр: Springer
Год: 2012
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This state-of-the art multidisciplinary textbook has been compiled by editors and authors appointed by American Academy of Pain Medicine. The content, which is broken down into Interventional, Pharmacologic, and Psychological sections, espouses the academy's clinical guidelines and core curriculum. The textbook is the most up-to-date and comprehensive resource in pain medicine available. In addition to serving as a primary reference for a physician's practice, it is also a valuable reference for certification exams in pain medicine.
Жанр: Springer
Год: 2003
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Monte Carlo Methods are among the most broadly applicable and thus most powerful tools for valuing derivative securities and measuring their risks. As computer speeds continue to increase and new research expands the scope and efficiency of these methods, their use is destined to grow. This book is devoted to the use of Monte Carlo methods in finance. Advances in Monte Carlo methods in financial engineering take place at the interface between academic research and industry practice. This book targets that interface developing theory closely tied to applications. It is roughly divided into three parts: the first three chapters concentrate on the basics of Monte Carlo methods; the next three develop ways to improve Monte Carlo methods; and the final four chapters deal with more specialized problems arising, in particular applications of Monte Carlo to financial engineering. This book will serve as a reference for practitioners and researchers and will also be suitable as a graduate text for courses on computational finance.
Жанр: Springer
Год: 2004
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In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Название: Physics of the Life Sciences
Жанр: Springer
Год: 2008
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Each chapter has three types of learning aides for students: open-ended questions, multiple-choice questions, and quantitative problems. There is an average of about 50 per chapter. There are also a number of worked examples in the chapters, averaging over 5 per chapter, and almost 600 photos and line drawings.
Жанр: Springer
Год: 2009
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Stochastic processes of common use in Mathematical finance are presented throughout the book, which consists of eleven chapters, interlacing on one hand financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, and on the other hand, Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. Only basic knowledge of probability theory is assumed; the book is organized so that the mathematical facts pertaining to a given financial question are gathered close to the study of that question.
Жанр: Springer
Год: 2005
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In 1958, Ralph E. Gomory transformed the field of integer programming when he published a paper that described a cutting-plane algorithm for pure integer programs and announced that the method could be refined to give a finite algorithm for integer programming. In 2008, to commemorate the anniversary of this seminal paper, a special workshop celebrating fifty years of integer programming was held in Aussois, France, as part of the 12th Combinatorial Optimization Workshop. It contains reprints of key historical articles and written versions of survey lectures on six of the hottest topics in the field by distinguished members of the integer programming community. Useful for anyone in mathematics, computer science and operations research, this book exposes mathematical optimization, specifically integer programming and combinatorial optimization, to a broad audience.
Жанр: Springer
Год: 2010
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In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical methods needed to solve such equations. It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability. Furthermore, it includes chapters on exact simulation, estimation and filtering. Besides serving as a basic text on quantitative methods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding. Finance is chosen as the area of application because much of the recent research on stochastic numerical methods has been driven by challenges in quantitative finance. Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. It requires undergraduate background in mathematical or quantitative methods, is accessible to a broad readership, including those who are only seeking numerical recipes, and includes exercises that help the reader develop a deeper understanding of the underlying mathematics.
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