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This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developments such as the multilevel paradigm), stochastic optimization and approximation, discretization schemes of stochastic differential equations, as well as optimal quantization methods. The author further presents detailed applications to numerical aspects of pricing and hedging of financial derivatives, risk measures (such as value-at-risk and conditional value-at-risk), implicitation of parameters, and calibration. Aimed at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study.
Statistical science --- Finance --- Operational research. Game theory --- Mathematical statistics --- Probability theory --- Business economics --- financieel management --- waarschijnlijkheidstheorie --- stochastische analyse --- statistiek --- financiën --- econometrie --- kansrekening --- Economics, Mathematical. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Quantitative Finance. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Statistics. --- Monte Carlo method. --- Stochastic processes. --- Optimal stopping (Mathematical statistics) --- Options (Finance) --- Numerical analysis.
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Operational research. Game theory --- Probability theory --- Mathematics --- Telecommunication technology --- Mass communications --- Computer. Automation --- waarschijnlijkheidstheorie --- stochastische analyse --- informatica --- tekstverwerking --- wiskunde --- kansrekening --- communicatietechnologie
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Angiogenesis is a multi-stage process that drives the generation of new blood and lymphatic vessels from pre-existing ones. It is highly active during embryogenesis, largely inactive during adulthood but reactivated during wound healing and under a number of pathological conditions including cancer and ocular diseases. In addition to endothelial cells, which line the walls of the vessels, several other cell types (pericytes, macrophages, progenitor cells,…) also contribute to angiogenesis. A number of signaling pathways are activated and very finely tune the delicate morphogenetic events that ultimately lead to the formation of stable bloodproof neovessels. This book reviews recent advances in our understanding of the molecular and cellular mechanisms of angiogenesis, with a focus on how to integrate these observations into the context of developmental, post-natal and pathological neovascularization. The book was published under the auspices of the French Angiogenesis Society. Most contributors are prominent members of this Society or international researchers who have actively contributed to the Annual Meetings of the Society.
Molecular biology --- Blood physiology. Circulatory physiology --- Oncology. Neoplasms --- Semiology. Diagnosis. Symptomatology --- Pathological biochemistry --- Pathology of the circulatory system --- Ophthalmology --- Human medicine --- medische biochemie --- biochemie --- biomedische wetenschappen --- oncologie --- cardiologie --- oftalmologie --- angiografie --- bloedsomloop --- lymfevaten --- moleculaire biologie
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