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Computational Finance

Using C and C#
Computational Finance Image
In Computational Finance Using C and C# George Levy raises computational finance to the next level using the languages of both standard C and C#. The inclusion of both these languages enables readers to match their use of the book to their firm's internal software and code requirements. Levy also provides derivatives pricing information for: - equity derivates: vanilla options, quantos, generic equity basket options- interest rate derivatives: FRAs, swaps, quantos - foreign exchange derivatives: FX forwards, FX options- credit derivatives: credit default swaps, defaultable bonds, total return swaps. Computational Finance Using C and C# by George Levy is supported by extensive web resources. Available for purchase on the multi-tier website are e versi...

Automated Fingerprint Identification Systems

Automated Fingerprint Identification Systems Image
An easy-to-understand synopsis of identification systems, presenting in simple language the process of fingerprint identification, from the initial capture of a set of finger images, to the production of a Rapsheet. No other single work exists which reviews this important identification process from beginning to end. We examine the identification process for latent (crime scene) prints and how they are identified with these systems. While the primary focus is automated fingerprint identifications, the book also touches on the emergence and use of fingerprints in other biometric systems.Criminal justice administrators, policy makers, and students of forensic science and criminal justice will find a reference to the known limitations and advantages of ...

Introduction to the Theory of Microwave Circuits

Introduction to the Theory of Microwave Circuits Image
In Chapter 1, some of the topics in the conventional circuit theory are reviewed, which have particular importance in the theory of microwave circuits. There include the theory of transmission line, bilinear transformations, and power waves. Chapter 2 gives a review of vector analysis and the fundamental properties of electromagnetic fields to facilitate our later study. In Chapter 3, waveguides are discussed for the first time. Here, the eigenvalue problem is studies in detail including the completeness of eigenfunctions. Without the discussion of the completeness, the theory is only partially correct since no answer is given to certain fundamental questions such as why an exponential variation with distance is assumed for each mode and no other pos...

A Wavelet Tour of Signal Processing

The Sparse Way
A Wavelet Tour of Signal Processing Image
3rd Edition
Mallat's book is the undisputed reference in this field - it is the only one that covers the essential material in such breadth and depth. - Laurent Demanet, Stanford UniversityThe new edition of this classic book gives all the major concepts, techniques and applications of sparse representation, reflecting the key role the subject plays in today's signal processing. The book clearly presents the standard representations with Fourier, wavelet and time-frequency transforms, and the construction of orthogonal bases with fast algorithms. The central concept of sparsity is explained and applied to signal compression, noise reduction, and inverse problems, ...

A Wavelet Tour of Signal Processing

A Wavelet Tour of Signal Processing Image
2nd Edition
This book is intended to serve as an invaluable reference for anyone concerned with the application of wavelets to signal processing. It has evolved from material used to teach "wavelet signal processing" courses in electrical engineering departments at Massachusetts Institute of Technology and Tel Aviv University, as well as applied mathematics departments at the Courant Institute of New York University and colePolytechnique in Paris. Key Features* Provides a broad perspective on the principles and applications of transient signal processing with wavelets* Emphasizes intuitive understanding, while providing the mathematical foundations and d...


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