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Bio-organic Chemistry has corne of age - the sign of this is the start of a new series of Lecture Notes that are the product and substrate of spreading this line of modern knowledge among graduate students and research workers in such fields as mechanistic biochemistry, bio mimetic organic chemistry, biotechnological application of enzymology, to name only a few examples of how many frontiers are opened and borders lifted - just at. the time when the demand for a'''Synthetic Biology" and "Molecular Biotechnology" is increasing - fields that have been neglected for (too) long a time by "classical" chemists in curricula and imagination. We hope that through this first volume, which pOints in the several directions mentioned above, the profile of the undertaking will become clear and that it will find resonance among the scientific community interested in the thoughtful application of chemical and physical con cepts to biochemical and molecular-biological problems.

This book provides a complete study on neural structures exhibiting nonlinear and stochastic dynamics, elaborating on neural dynamics by introducing advanced models of neural networks. It overviews the main findings in the modelling of neural dynamics in terms of electrical circuits and examines their stability properties with the use of dynamical systems theory.It is suitable for researchers and postgraduate students engaged with neural networks and dynamical systems theory.

This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.

Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object and the policy holder. Introduced by British actuaries generalized linear models (GLMs) have become today a the standard aproach for tariff analysis.§The book focuses on methods based on GLMs that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. Basic theory of GLMs in a tariff analysis setting is presented with useful extensions of standarde GLM theory that are not in common use.§The book meets the European Core Syllabus for actuarial education and is written for actuarial students as well as practicing actuaries. To support reader real data of some complexity are provided at www.math.su.se/GLMbook.

This is the third Selecta of publications of Elliott Lieb, the first two being Stabil ity of Matter: From Atoms to Stars, edited by Walter Thirring, and Inequalities, edited by Michael Loss and Mary Beth Ruskai. A companion fourth Selecta on Statistical Mechanics is also edited by us. Elliott Lieb has been a pioneer of the discipline of mathematical physics as it is nowadays understood and continues to lead several of its most active directions today. For the first part of this selecta we have made a selection of Lieb's works on Condensed Matter Physics. The impact of Lieb's work in mathematical con densed matter physics is unrivaled. It is fair to say that if one were to name a founding father of the field, Elliott Lieb would be the only candidate to claim this singular position. While in related fields, such as Statistical Mechanics and Atomic Physics, many key problems are readily formulated in unambiguous mathematical form, this is less so in Condensed Matter Physics, where some say that rigor is "probably impossible and certainly unnecessary". By carefully select ing the most important questions and formulating them as well-defined mathemat ical problems, and then solving a good number of them, Lieb has demonstrated the quoted opinion to be erroneous on both counts. What is true, however, is that many of these problems turn out to be very hard. It is not unusual that they take a decade (even several decades) to solve.

The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced.§The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach.§Examples of calibrations to real market data are now considered.§The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing of inflation-linked derivatives.§The three final new chapters of this second edition are devoted to credit.§Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments.

This book provides a comprehensive study of complexity results and optimal and suboptimal algorithms concerning time-dependent scheduling in single-, parallel- and dedicated-machine environments. This is the first monograph on time-dependent scheduling.

In 1908, Vinzenz Bronzin, a professor of mathematics at the Accademia di Commercio e Nautica in Trieste, published a booklet in German entitled Theorie der Prämiengeschäfte (Theory of Premium Contracts) which is an old type of option contract. Almost like Bachelier s now famous dissertation (1900), the work seems to have been forgotten shortly after it was published. However, almost every element of modern option pricing can be found in Bronzin s book. He derives option prices for an illustrative set of distributions, including the Normal. - This volume includes a reprint of the original German text, a translation, as well as an appreciation of Bronzin's work from various perspectives (economics, history of finance, sociology, economic history) including some details about the professional life and circumstances of the author. The book brings Bronzin's early work to light again and adds an almost forgotten piece of research to the theory of option pricing.

This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical methods for finance. The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration. Each case develops a detailed solution to a concrete problem arising in applied financial management and guides the user towards a computer implementation. The appendices contain "crash courses" in VBA and Matlab programming languages.