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To write everything about nothing, or to write nothing about everything: this is the problem. (Anonym, circa 1996-97) The first idea to write a book on M athematical Economics, more or less ordered in a historical sequence, occurred to me in 1995, when I was asked, by Istituto delta Enciclopedia Italiana, to write the entry "Storia dell'economia 1 2 matematica" , for the collective work "Storia deI XX Secolo". I thought that it would be interesting to elaborate on the text presented to the editors, to turn it into a book aiming at giving a panorama of what, in my opinion, are the main 20th century contributions to mathematical eco­ nomics. Of course, only a narrow set of the contributions made by economic theorists could be included, both for space limitations and necessity, because 3 of the limited competence of any single author. For instance, I have paid very limited attention to what is now called Macroeconomics, and also to Game Theory, which actually has grown so much as to acquire scientific in­ dependence as a living branch of applied mathematics. For the same reason, I have also left completely untouched such fields as Mathematical Finance, Public Economics, Theory of Taxation, etc. I have always based my presentation on published material only, assuming that what is contained in working papers still waits to be confirmed, possibly in the first years of the 21st century.

Quantitative methods (economics) --- Economics, Mathematical --- History --- Economic theory. --- Computer mathematics. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Computational Mathematics and Numerical Analysis. --- Computer mathematics --- Electronic data processing --- Mathematics --- Economic theory --- Political economy --- Social sciences --- Economic man --- Economics, Mathematical - History - 20th century

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Relational mathematics is to operations research and informatics what numerical mathematics is to engineering: it is intended to help modelling, reasoning, and computing. Its applications are therefore diverse, ranging from psychology, linguistics, decision aid, and ranking to machine learning and spatial reasoning. Although many developments have been made in recent years, they have rarely been shared amongst this broad community of researchers. This comprehensive 2010 overview begins with an easy introduction to the topic, assuming a minimum of prerequisites; but it is nevertheless theoretically sound and up to date. It is suitable for applied scientists, explaining all the necessary mathematics from scratch using a multitude of visualised examples, via matrices and graphs. It ends with tangible results on the research level. The author illustrates the theory and demonstrates practical tasks in operations research, social sciences and the humanities.

Computer science --- Operations research --- Mathematics --- Mathematics. --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Computer mathematics --- Electronic data processing --- Computer science - Mathematics --- Operations research - Mathematics

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This book describes the contemporary state of the theory and some numerical aspects of inverse problems in partial differential equations. The topic is of sub­ stantial and growing interest for many scientists and engineers, and accordingly to graduate students in these areas. Mathematically, these problems are relatively new and quite challenging due to the lack of conventional stability and to nonlinearity and nonconvexity. Applications include recovery of inclusions from anomalies of their gravitational fields; reconstruction of the interior of the human body from exterior electrical, ultrasonic, and magnetic measurements, recovery of interior structural parameters of detail of machines and of the underground from similar data (non-destructive evaluation); and locating flying or navigated objects from their acoustic or electromagnetic fields. Currently, there are hundreds of publica­ tions containing new and interesting results. A purpose of the book is to collect and present many of them in a readable and informative form. Rigorous proofs are presented whenever they are relatively short and can be demonstrated by quite general mathematical techniques. Also, we prefer to present results that from our point of view contain fresh and promising ideas. In some cases there is no com­ plete mathematical theory, so we give only available results. We do not assume that a reader possesses an enormous mathematical technique. In fact, a moderate knowledge of partial differential equations, of the Fourier transform, and of basic functional analysis will suffice.

517.95 --- Partial differential equations --- 517.95 Partial differential equations --- Mathematical analysis. --- Analysis (Mathematics). --- Computer mathematics. --- Mathematical physics. --- Analysis. --- Computational Mathematics and Numerical Analysis. --- Theoretical, Mathematical and Computational Physics. --- Physical mathematics --- Physics --- Computer mathematics --- Electronic data processing --- Mathematics --- 517.1 Mathematical analysis --- Mathematical analysis

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Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to anyone working in computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the book goes on to detail computational methods using both stochastic and deterministic approaches. Now in its sixth edition, Tools for Computational Finance has been significantly revised and contains: Several new parts such as a section on extended applications of tree methods, including multidimensional trees, trinomial trees, and the handling of dividends; Additional material in the field of generating normal variates with acceptance-rejection methods, and on Monte Carlo methods; 115 exercises, and more than 100 figures, many in color. Written from the perspective of an applied mathematician, all methods are introduced for immediate and straightforward application. A ‘learning by calculating’ approach is adopted throughout this book, enabling readers to explore several areas of the financial world. Interdisciplinary in nature, this book will appeal to advanced undergraduate and graduate students in mathematics, engineering, and other scientific disciplines as well as professionals in financial engineering.

Mathematics. --- Economics, Mathematical. --- Computer mathematics. --- Economic theory. --- Quantitative Finance. --- Computational Science and Engineering. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Economic theory --- Political economy --- Social sciences --- Economic man --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Math --- Science --- Methodology --- Finance. --- Computer science. --- Informatics --- Funding --- Funds --- Currency question --- Finance --- Mathematical models. --- Economics, Mathematical . --- Finance - Mathematical models

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Ce livre a pour but de présenter les fondements théoriques et méthodologiques de l'analyse numérique. Une attention toute particulière est portée sur les concepts de stabilité, précision et complexité des algorithmes. Les méthodes modernes relatives aux thèmes suivants sont presentées et analysées en détail: résolution des systèmes lineaires et non linéaires, approximation polynomiale, optimisation, intégration numérique, polynômes orthogonaux, transformations rapides, équations différentielles ordinaires. Les techniques presentées sont illustrées par de nombreux tableaux et figures. Beaucoup d'exemples et de contre-exemples sont proposés pour permettre au lecteur de développer son sens critique. Une caractéristique principale du livre réside dans l'abondance des programmes MATLAB qui accompagnent toutes les méthodes numériques présentées et qui les illustrent par des applications concrètes. Le lecteur détient ainsi tous les outils pour acquérir de solides connaissances théoriques et les appliquer directement sur ordinateur. Cet ouvrage s'adresse aux étudiants du second cycle des universités, aux élèves des écoles d'ingénieurs et, plus généralement, à toutes les personnes qui pratiquent le calcul scientifique.

calcul --- calculation --- Computer mathematics --- Mathematics. --- Mathematical analysis. --- Analysis (Mathematics). --- Computer mathematics. --- Computational Mathematics and Numerical Analysis. --- Analysis. --- Computer science --- Global analysis (Mathematics) --- Analysis, Global (Mathematics) --- Differential topology --- Functions of complex variables --- Geometry, Algebraic --- Discrete mathematics --- Electronic data processing --- Mathematics --- mathematics --- Numerical analysis --- Analyse numérique --- Global analysis (Mathematics). --- 517.1 Mathematical analysis --- Mathematical analysis --- Algèbre --- Matlab