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Stitch Style Mittens: Twenty Fashion Knit and Crochet Styles (Stitch Style)

2007 y.
Publisher: —
Description: - [detailed...]

ISBN: 1564778282
Book size: —; Page extent: 96.

 

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Stitch Style Socks: Twenty Fashion Knit and Crochet Styles (Stitch Style)

2007 y.
Publisher: —
Description: - [detailed...]

ISBN: 1564778274
Book size: —; Page extent: 96.

 

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Lucille Toumi
Stitched Textile Collage: Innovative Designs for Textured Surfaces

2007 y.
Publisher: North Light Books
Description: Readers will learn to create decorative art works using a combination of different techniques (applique patching, surface embellishment with beads, buttons, trimmings and wire, knitting, and machine- and hand-embroidery). Features 25 step-by-step projects with full page photos of finished projects. Stitched Textile Collage presents 25 appliqued projects that are suitable to be framed and hung as artwork. This inspiring book offers a look at the use of textiles as a medium for creating innovative graphic artwork. Readers will find full-page photographs of each piece, step-by-step technique demonstrations, as well as a complete list of materials and stitches used in the projects. [detailed...]

ISBN: 1581809883
Book size: —; Page extent: 128.

 

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Stephanie Vermeulen
Stitched Up : Who Fashions Women`s Lives?

2005 y.
Publisher: —
Description: Book Description This feisty and inspiring treatise blames the destructive cultural myth of female self-sacrifice for the desire for breast implants, the conservative insistence on family values, and the general cultural attitude that prevents women from supporting one another’s accomplishments. Using everything from psychological analysis to clever fairy-tale parodies—called “fairer tales”—the author promotes an ideology for women that is neither bra-burning feminism nor passive conservatism, but rather a belief in self-development. [detailed...]

ISBN: 1770090290
Book size: —; Page extent: 280.

 

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David Small
Stitches: A Memoir

2009 y.
Publisher: —
Description: Finalist for the 2009 National Book Award (young adult category): the prize-winning childrena??s author depicts a childhood from hell in this searing yet redemptive graphic memoir. One day David Small awoke from a supposedly harmless operation to discover that he had been transformed into a virtual mute. A vocal cord removed, his throat slashed and stitched together like a bloody boot, the fourteen-year-old boy had not been told that he had cancer and was expected to die. In Stitches, Small, the award-winning childrena??s illustrator and author, re-creates this terrifying event in a life story that might have been imagined by Kafka. As the images painfully tumble out, one by one, we gain a ringside seat at a gothic family drama where Davida??a highly anxious yet supremely talented childa??all too often became the unwitting object of his parentsa?? buried frustration and rage. Believing that they were trying to do their best, Davida??s parents did just the reverse. Edward Small,… [detailed...]

ISBN: 0393068579
Book size: —; Page extent: 336.

 

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Vivek S. Borkar
Stochastic Approximation: A Dynamical Systems Viewpoint

2008 y.
Publisher: —
Description: A toolkit for designing and analyzing algorithms, chosen and explained by an expert, applications to communication networks, artificial intelligence, econometrics. [detailed...]

ISBN: 0521515920
Book size: —; Page extent: 176.

 

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Steven E. Shreve
Stochastic Calculus Models for Finance: Continuous Time Models

2004 y.
Publisher: Springer
Description: Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master`s program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time. Masters level students and researchers in… [detailed...]

ISBN: 0387401016
Book size: —; Page extent: 576.

 

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J. Michael Steele
Stochastic Calculus and Financial Applications

— y.
Publisher: —
Description: The Wharton School course on which the book is based is designed for energetic students who have had some experience with probability and statistics, but who have not had advanced courses in stochastic processes. Even though the course assumes only a modest background, it moves quickly and - in the end - students can expect to have the tools that are deep enough and rich enough to be relied upon throughout their professional careers. The course begins with simple random walk and the analysis of gambling games. This material is used to motivate the theory of martingales, and, after reaching a decent level of confidence with discrete processes, the course takes up the more demanding development of continuous time stochastic process, especially Brownian motion. The construction of Brownian motion is given in detail, and enough material on the subtle properties of Brownian paths is developed so that the student should sense of when intuition can be trusted and when it cannot. The course… [detailed...]

ISBN: 0387950168
Book size: —; Page extent: —.

 

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Paul Malliavin, Anton Thalmaier
Stochastic Calculus of Variations in Mathematical Finance

2005 y.
Publisher: —
Description: Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes for numerical valuation of digital options. Finite-dimensional projections of infinite-dimensional Sobolev spaces lead to Monte Carlo computations of conditional expectations useful for computing American options. The discretization error of the Euler scheme for a stochastic differential equation is expressed as a generalized Watanabe distribution on the Wiener space. Insider information is expressed as an infinite-dimensional drift. The… [detailed...]

ISBN: 3540434313
Book size: —; Page extent: 120.

 

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Mario V. Wuthrich, Michael Merz
Stochastic Claims Reserving Methods in Insurance (The Wiley Finance Series)

2008 y.
Publisher: —
Description: Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic… [detailed...]

ISBN: 0470723467
Book size: —; Page extent: 438.

 

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Hiroaki Morimoto
Stochastic Control and Mathematical Modeling: Applications in Economics (Encyclopedia of Mathematics and its Applications)

2010 y.
Publisher: —
Description: This is a concise and elementary introduction to stochastic control and mathematical modeling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. [detailed...]

ISBN: 0521195039
Book size: —; Page extent: 344.

 

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Haim Levy, Myles Robinson
Stochastic Dominance: Investment Decision Making Under Uncertainty (Studies in Risk and Uncertainty)

— y.
Publisher: —
Description: This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: a. The stochastic dominance approach, b. the mean-variance approach, and c. the non-expected utility approach, focusing on prospect theory and its modified version, cumulative prospect theory. These approaches are discussed and compared in this book. In addition, this volume examines cases in which stochastic dominance rules coincide with the mean-variance rule and cases in which contradictions between these two approaches may occur. It then discusses the relationship between stochastic dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call prospect stochastic dominance. Although all three approaches are discussed, most of the book is devoted to the stochastic dominance paradigm. This book is intended for Ph.D students, advanced MBA students specializing in finance, and advanced… [detailed...]

ISBN: 0792382609
Book size: —; Page extent: —.

 

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Stochastic Dominance: Investment Decision Making under Uncertainty (Studies in Risk and Uncertainty)

2006 y.
Publisher: —
Description: This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: The stochastic dominance approach, the mean-variance approach, and the non-expected utility approach, focusing on prospect theory and its modified version, cumulative prospect theory. These approaches are discussed and compared in this book. In addition, this volume examines cases in which stochastic dominance rules coincide with the mean-variance rule and cases in which contradictions between these two approaches may occur. It then discusses the relationship between stochastic dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call prospect stochastic dominance. Although all three approaches are discussed, most of the book is devoted to the stochastic dominance paradigm. [detailed...]

ISBN: 0387293027
Book size: —; Page extent: 440.

 

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Linn I. Sennott
Stochastic Dynamic Programming and the Control of Queueing Systems

— y.
Publisher: —
Description: A path-breaking account of Markov decision processes-theory and computation This book`s clear presentation of theory, numerous chapter-end problems, and development of a unified method for the computation of optimal policies in both discreteand continuous time make it an excellent course text for graduate students and advanced undergraduates. Its comprehensive coverage of important recent advances in stochastic dynamic programming makes it a valuable working resource for operations researchprofessionals, management scientists, engineers, and others. Stochastic Dynamic Programming and the Control of Queueing Systems presents the theory of optimization under the finite horizon, infinite horizon discounted, and average cost criteria. It then shows how optimal rules of operation (policies) for each criterion may be numerically determined. A great wealth of examples from the application area of the control of queueing systems is presented. Nine numerical programs… [detailed...]

ISBN: 0471161209
Book size: —; Page extent: 0.

 

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Hans Follmer
Stochastic Finance: An Introduction In Discrete Time 2 (De Gruyter Studies in Mathematics)

2004 y.
Publisher: —
Description: Book DescriptionThis book is an introduction to financial mathematics for mathematicians. It is intended both for graduate students with a certain background in probability theory as well as for professional mathematicians in industry and academia. In contrast to many textbooks on mathematical finance, only discrete-time stochastic models are considered. This setting has the advantage that the text can concentrate from the beginning on typical problems which are suggested by financial applications. Moreover, certain principles, such as the general incompleteness of realistic market models, become thus more transparent and visible. On the other hand, all models are based on general probability spaces, and so the text captures the interplay between probability theory and functional analysis which is typical for modern mathematical finance. The first part of the book contains a study of financial investments in a static one-period market model. Here, an investor faces intrinsic risk… [detailed...]

ISBN: 3110183463
Book size: —; Page extent: —.

 

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Stochastic Finance

2005 y.
Publisher: —
Description: Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world’s financial institutions. Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, the high-tech character of modern business has increased the need for advanced methods, which rely to a large extent on mathematical techniques. It has become essential for the financial analyst to possess a high degree of proficiency in these mathematical techniques. [detailed...]

ISBN: 0387282629
Book size: —; Page extent: 370.

 

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Subal C. Kumbhakar, C. A. Knox Lovell
Stochastic Frontier Analysis

— y.
Publisher: —
Description: This book develops econometric techniques for the estimation of production, cost and profit frontiers, and for the estimation of the technical and economic efficiency with which producers approach these frontiers. Since these frontiers envelop rather than intersect the data, and since the authors continue to maintain the traditional econometric belief in the presence of external forces contributing to random statistical noise, the work is titled Stochastic Frontier Analysis. Hb ISBN (2000): 0-521-48184-8 [detailed...]

ISBN: 0521666635
Book size: —; Page extent: —.

 

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Reinhold Hafner
Stochastic Implied Volatility : A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems)

2004 y.
Publisher: —
Description: Book DescriptionThis book presents a factor-based model of the stochastic evolution of the implied volatility surface. The model allows for the integrated and consistent pricing and hedging, risk management, and trading of equity index derivatives as well as volatility derivatives. In the first part, the book develops a unifying theory for the analysis of contingent claims under both the real-world measure and the risk-neutral measure in an environment of stochastic implied volatility. On the basis of transaction data, the second part of the book provides extensive statistical analyses on the dynamics of the implied volatility surface of German DAX options and proposes a four-factor model to describe its evolution. The model is validated and tested on market data. The final part deals with potential applications of the model in the fields of exotic option pricing, value at risk, and volatility trading. [detailed...]

ISBN: 3540221832
Book size: —; Page extent: —.

 

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Xi-Ren Cao
Stochastic Learning and Optimization: A Sensitivity-Based Approach

2007 y.
Publisher: Springer
Description: Stochastic learning and optimization is a multidisciplinary subject that has wide applications in modern engineering, social, and financial problems, including those in Internet and wireless communications, manufacturing, robotics, logistics, biomedical systems, and investment science. This book is unique in the following aspects. (Four areas in one book). This book covers various disciplines in learning and optimization, including perturbation analysis (PA) of discrete-event dynamic systems, Markov decision processes (MDP)s), reinforcement learning (RL), and adaptive control, within a unified framework. (A simple approach to MDPs). This book introduces MDP theory through a simple approach based on performance difference formulas. This approach leads to results for the n-bias optimality with long-run average-cost criteria and Blackwell`s optimality without discounting. (Event-based optimization). This book introduces the recently… [detailed...]

ISBN: 038736787X
Book size: —; Page extent: 566.

 

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Holger Hoos, Thomas Stutzle
Stochastic Local Search : Foundations &, Applications

— y.
Publisher: —
Description: Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems in many areas of computer science and operations research, including propositional satisfiability, constraint satisfaction, routing, and scheduling. SLS algorithms have also become increasingly popular for solving challenging combinatorial problems in many application areas, such as e-commerce and bioinformatics. Hoos and Stutzle offer the first systematic and unified treatment of SLS algorithms. In this groundbreaking new book, they examine the general concepts and specific instances of SLS algorithms and carefully consider their development, analysis and application. The discussion focuses on the most successful SLS methods and explores their underlying principles, properties, and features. This book gives hands-on experience with some of the most widely used search techniques, and provides readers with the necessary understanding… [detailed...]

ISBN: 1558608729
Book size: —; Page extent: —.

 

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A. G. Malliaris, William A. Brock
Stochastic Methods in Economics and Finance (Handbooks in Economics)

— y.
Publisher: —
Description: Hardbound. Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process,Ito`s Lemma as a tool of stochastic calculus, and basic facts about stochastic differential equations. The notion of stochastic ability and the methods of stochastic control are discussed, and their use in economic theory and finance is illustratedwith numerous applications. The applications covered include: futures, pricing, job search, stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, a stochastic macroeconomic model, competitive firm under price uncertainty, the Black-Scholes option pricing theory, optimum consumption and portfolio rules, demand for index bonds, term structure of interest rates, the market risk adjustment in project valuation, demand [detailed...]

ISBN: 0444862013
Book size: —; Page extent: —.

 

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J. George Shanthikumar, David D. Yao, W. Henk M. Zijm, W. H. M. Zijm
Stochastic Modeling and Optimization of Manufacturing Systems and Supply Chains (International Series in Operations Research &, Management Science, 63)

— y.
Publisher: —
Description: — [detailed...]

ISBN: 1402075081
Book size: —; Page extent: —.

 

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Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains

2003 y.
Publisher: —
Description: Book DescriptionThis book covers the broad range of research in stochastic models and optimization. Applications covered include networks, financial engineering, production planning and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics. [detailed...]

ISBN: 0387955828
Book size: —; Page extent: —.

 

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Jitka Dupacova, Jan Hurt, Josef Stepan
Stochastic Modeling in Economics and Finance (Applied Optimization, 75)

— y.
Publisher: —
Description: — [detailed...]

ISBN: 1402008406
Book size: —; Page extent: —.

 

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Stochastic Modeling of Manufacturing Systems: Advances in Design, Performance Evaluation, and Control Issues

2005 y.
Publisher: —
Description: Manufacturing systems rarely perform exactly as expected and predicted. Unexpected events, such as order changes, equipment failures and product defects, affect the performance of the system and complicate decision-making. This volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits its corrupting effects on system performance. The book includes fifteen novel chapters that mostly focus on the development and analysis of performance evaluation models of manufacturing systems using decomposition-based methods, Markovian and queuing analysis, simulation, and inventory control approaches. They are organized into four distinct sections to reflect their shared viewpoints: factory design, unreliable production lines, queuing network models, production planning and assembly. [detailed...]

ISBN: 3540265791
Book size: —; Page extent: 363.

 

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Diderik, Oksendal, Bernt Lund
Stochastic Models and Option Values

— y.
Publisher: —
Description: Hardbound. This book is a result of recent developments in several fields. Mathematicians, statisticians, finance theorists, and economists found several interconnections in their research. The emphasis was on common methods, although the applications were also interrelated. The main topic is dynamic stochastic models, in which information arrives and decisions are made sequentially. This gives rise to what finance theorists call option value, what some economists label quasi-option value. Some papers extend the mathematical theory, some deal with new methods of economic analysis, while some present important applications, to natural resources in particular. [detailed...]

ISBN: 0444886303
Book size: —; Page extent: —.

 

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Yuming Jiang, Yong Liu
Stochastic Network Calculus

2008 y.
Publisher: Springer
Description: Network calculus, a theory dealing with queuing systems found in computer networks, focuses on performance guarantees. The development of an information theory for stochastic service-guarantee analysis has been identified as a grand challenge for future networking research. Towards that end, stochastic network calculus, the probabilistic version or generalization of the (deterministic) Network Calculus, has been recognized by researchers as a crucial step. `Stochastic Network Calculus` presents a comprehensive treatment for the state-of-the-art in stochastic service-guarantee analysis research and provides basic introductory material on the subject, as well as discusses the most recent research in the area. This helpful volume summarizes results for stochastic network calculus, which can be employed when designing computer networks to provide stochastic service guarantees. [detailed...]

ISBN: 1848001266
Book size: —; Page extent: 232.

 

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Jerome L. Stein
Stochastic Optimal Control, International Finance, and Debt Crises

2006 y.
Publisher: —
Description: This book is concerned with a world where the return on capital, interest rates and exchange rates are not known with certainty. On the basis of state of the art research in applied mathematics and economics, the author derives benchmarks that are used to answer many important questions. This research develops analytical tools that can explain and evaluate trends in real exchange rates, and provide theoretically based warning signals of currency and debt crises. [detailed...]

ISBN: 0199280576
Book size: —; Page extent: 304.

 

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Kurt Marti
Stochastic Optimization Methods

2004 y.
Publisher: —
Description: Book DescriptionOptimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problemsare needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution… [detailed...]

ISBN: 3540222723
Book size: —; Page extent: —.

 

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Kurt Marti
Stochastic Optimization Methods

2008 y.
Publisher: —
Description: Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insenistive with respect to random parameter variations, appropriate deterministic substitute problems are needed. Based on the probability distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into appropriate deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Several deterministic and stochastic approximation methods are provided: Taylor expansion methods, regression and response surface methods (RSM), probability inequalities, multiple linearization of survival/failure domains, discretization methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation and gradient procedures, differentiation formulas for… [detailed...]

ISBN: 3540794573
Book size: —; Page extent: 340.

 

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Stochastic Optimization Models in Finance 2006

2006 y.
Publisher: —
Description: - [detailed...]

ISBN: 981256800X
Book size: —; Page extent: 719.

 

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