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˜An œintroduction to wavelets and other filtering methods in finance and economics / par Gençay,, Ramazan. Publication : . 1 online resource (xxii, 359 pages) : , An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Dynamics of markets : the new financial economics par McCauley, Joseph L. Publication : Cambridge, UK | New York Cambridge University Press 2009 . xv, 270 pages 26 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Elementary cryptanalysis : a mathematical approach par Sinkov, Abraham Publication : [Washington, D.C.] Mathematical Association of America 2009 . xiv, 212 pages 24 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Existence and optimality of competitive equilibria / par Aliprantis, Charalambos D. Publication : [S.l.] : Springer, 1990 . 284 p. ; , This book presents the theory of general economic equilibrium from a modern perspective. It gives a systematic exposition of research done by the authors and others on the subject of general equilibrium theory over the last ten years. It is intended to serve both as a graduate text on aspects of general equilibrium theory and as an introduction, for economists and mathematicians working in mathematical economics, to current research in a frontier area of general equilibrium theory. To make the material as accessible as possible to the student, the authors have provided two introductory chapters on the basic Arrow-Debreu economics model and the mathematical framework. Exercises at the end of each section complement the exposition. The monograph addresses the questions of existence and optimality of Walrasian equilibria for economies with a finite number of households and firms, but with an infinite number of commodities. The final chapter of the book presents a comprehensive study of the overlapping generations model. This is the first book to give a unified and mathematically rigorous presentation of the theory of general economic equilibrium in an infinite dimensional setting. 25 cm. Date : 1990 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Foundations and applications of mis : a model theory approach / par Takahara, Yasuhiko. Publication : [S.l.] : Springer, 2006 . 360 p. ; , Foundations and Applications of MIS presents a unique systems theory approach to management information system (MIS) development. It covers an outline of the approach, providing a theoretical foundation for MIS from the systems theoretic viewpoint before presenting practical feasibility of the approach using applications ranging from a transaction processing system to a solver system. The author also describes his newly developed extended Prolog programming language, which takes full advantage of the mathematical framework employed. High-level mathematics is combined with sophisticated software engineering in this approach to address the practical problem area of designing MISs; it is the synergy of these two areas with underlying systems thinking that gives this book its unique identity. The book assumes a working knowledge of elementary set theory, logic and familiarity with some systems concepts such as automation models. Senior and graduate students, researchers in management information systems, systems engineers and systems scientists will find this book useful. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Foundations of cryptography Volume 2, Basic applications par Goldreich, Oded Publication : Cambridge Cambridge University Press 2009 . 798 pages Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Geometric theory of foliations / par Camacho,, CĐesar, Publication : Boston : BirkhŁauser, 1985 . 205 p. : , Translation of: Teoria geomĐetrica das folheaðcäoes. | Includes index. 25 cm. Date : 1985 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (2),

Introduction to mathematical finance : discrete time models / par Pliska, S.R. Publication : [S.l.] : Blackwell Publishers, 1997 . 262 p. ; , Relié. 24 cm. Date : 1997 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Introduction to the mathematics of finance : from risk management to options pricing / par Roman, Steven. Publication : New York : Springer, 2004 . xiv, 354 pages : 25 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Mathematical methods in risk theory / par Bþhlmann,, Hans. Publication : [S.l.] : Springer, 1996 . 210 pages ; , From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician who wants to become familiar with the subject." Math. Reviews Vol. 43 "It is a book of fundamental importance for all interested in the application or teaching of the subject and a significant addition to the literature." Journal of the Royal Statistical Society (England) 1971 " This latest addition to the literature of risk theory is a masterful work.." Transactions, Soc of Actuaries meetings 65. 24 cm. Date : 1996 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Mathematics of financial markets / par Elliott,, Robert J. Publication : New York : Springer, 2005 . xi, 352 p. : 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Mathématiques et risques financiers / par Bouleau, Nicolas. Publication : Paris : Odile Jacob, 2009 . 265 pages : 22 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Modern actuarial theory and practice / par Booth, Philip Publication : [S.l.]: Chapman and Hall/CRC, 2005 . 799 pages; , In the years since the publication of the best-selling first edition, the incorporation of ideas and theories from the rapidly growing field of financial economics has precipitated considerable development of thinking in the actuarial profession. Modern Actuarial Theory and Practice, Second Edition integrates those changes and presents an up-to-date, comprehensive overview of UK and international actuarial theory, practice and modeling. It describes all of the traditional areas of actuarial activity, but in a manner that highlights the fundamental principles of actuarial theory and practice as well as their economic, financial, and statistical foundations. 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Science and technology for army homeland security : report 1 / par Defense,, Committee on Army Science and Technology for Homeland. Publication : [S.l.] : National Academies Press, 2003 . 184 p. ; , The confluence of the September 11, 2001 terrorist attack and the U.S. Army's historic role to support civil authorities has resulted in substantial new challenges for the Army. To help meet these challenges, the Assistant Secretary of the Army for Research and Technology requested the National Research Council (NRC) carry out a series of studies on how science and technology could assist the Army prepare for its role in homeland security (HLS). The NRC's Board on Army Science and Technology formed the Committee on Army Science and Technology for Homeland Security to accomplish that assignment. The Committee was asked to review relevant literature and activities, determine areas of emphasis for Army S&T in support of counter terrorism and anti-terrorism, and recommend high-payoff technologies to help the Army fulfill its mission. The Department of Defense Counter-Terrorism Technology Task Force identified four operational areas in reviewing technical proposals for HLS operations: indications and warning; denial and survivability; recovery and consequence management; and attribution and retaliation. The study sponsor asked the Committee to use these four areas as the basis for its assessment of the science and technology (S&T) that will be important for the Army's HLS role. Overall, the Committee found that there is potential for substantial synergy between S&T work carried out by the Army for its HLS responsibilities and the development of the next generation Army, the Objective Force; and the Army National Guard (ARNG) is critical to the success of the Army's HLS efforts. 23 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Solar electric power generation - photovoltaic energy systems : modeling of optical and thermal performance, electrical yield, energy balance, effect on reduction of greenhouse gas emissions / par Krauter,, Stefan C. W. Publication : [S.l.] : Springer, 2006 . 217 p. ; , Solar electricity is a viable, environmentally sustainable alternative to the world’s energy supplies. In support, Dr. Krauter thoroughly examines the various technical parameters of photovoltaic systems. Study of performance and yield (including optical, thermal, and electrical parameters and interfaces) are analyzed. The net energy balance of photovoltaic systems – from production, operation and maintenance, to recycling – is explored. Professor Krauter demonstrates how the importance of accurate yield calculations, optimal system performance, and new prototypes aid in cost reductions. The potential of solar electric power generation as a means to significantly reduce CO 2 emissions is also detailed. In addition, various locations for the production and installation of photovoltaic power plants are considered – with surprising results. Examples, tables and figures are included. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Statistical methods in counterterrorism : game theory, modeling, syndromic surveillance, and biometric authentication.   Publication : [S.l.] : Springer, 2006 . 292 p. ; , All the data was out there to warn us of this impending attack, why didn't we see it?" This was a frequently asked question in the weeks and months after the terrorist attacks on the World Trade Center and the Pentagon on September 11, 2001. In the wake of the attacks, statisticians moved quickly to become part of the national response to the global war on terror. This book is an overview of the emerging research program at the intersection of national security and statistical sciences. A wide range of talented researchers address issues in - Syndromic Surveillance---How do we detect and recognize bioterrorist events? - Modeling and Simulation---How do we better understand and explain complex processes so that decision makers can take the best course of action? - Biometric Authentication---How do we pick the terrorist out of the crowd of faces or better match the passport to the traveler? - Game Theory---How do we understand the rules that terrorists are playing by? This book includes technical treatments of statistical issues that will be of use to quantitative researchers as well as more general examinations of quantitative approaches to counterterrorism that will be accessible to decision makers with stronger policy backgrounds. Dr. Alyson G. Wilson is a statistician and the technical lead for DoD programs in the Statistical Sciences Group at Los Alamos National Laboratory. Dr. Gregory D. Wilson is a rhetorician and ethnographer in the Statistical Sciences Group at Los Alamos National Laboratory. Dr. David H. Olwell is chair of the Department of Systems Engineering at the Naval Postgraduate School in Monterey, California. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),
Tabu search / par Glover,, Fred W. Publication : [S.l.] : Springer, 1998 . 408 p. ; , This book explores the meta-heuristics approach called tabu search , which is dramatically changing our ability to solve a host of problems that stretch over the realms of resource planning, telecommunications, VLSI design, financial analysis, scheduling, space planning, energy distribution, molecular engineering, logistics, pattern classification, flexible manufacturing, waste management, mineral exploration, biomedical analysis, environmental conservation and scores of other problems. The major ideas of tabu search are presented with examples that show their relevance to multiple applications. Numerous illustrations and diagrams are used to clarify principles that deserve emphasis, and that have not always been well understood or applied. The book's goal is to provide `hands-on' knowledge and insight alike, rather than to focus exclusively either on computational recipes or on abstract themes. This book is designed to be useful and accessible to researchers and practitioners in management science, industrial engineering, economics, and computer science. It can appropriately be used as a textbook in a masters course or in a doctoral seminar. Because of its emphasis on presenting ideas through illustrations and diagrams, and on identifying associated practical applications, it can also be used as a supplementary text in upper division undergraduate courses. Finally, there are many more applications of tabu search than can possibly be covered in a single book, and new ones are emerging every day. The book's goal is to provide a grounding in the essential ideas of tabu search that will allow readers to create successful applications of their own. Along with the essential ideas, understanding of advanced issues is provided, enabling researchers to go beyond today's developments and create the methods of tomorrow. 24 cm. Date : 1998 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Traffic engineering design : principles and practice par Slinn, Mike. Publication : [S.l.] Butterworth-Heinemann 2005 . 240 p. , This book introduces traffic engineering, covering not only implementation but social, environmental and legislative issues. Written by practitioners, Traffic Engineering Design offers practical solutions to real-life problems as well as explaining theory. The book has been fully updated to take account of recent developments in traffic engineering such as the growth of telematics and advanced signal control systems. It also considers the impact of new traffic management initiatives like congestion charging on the trafffic engineer. 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

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