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This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The methods it describes differ from those usually found in the literature in that the time variable is not the term to maturity but the interest rate duration, or another convenient non-linear transformation of terms. This makes it possible to consider yield curves not only for a limited interval of term values, but also for the entire positive semiaxis of terms. The main focus is the comparative analysis of yield curves and forward curves and the analytical study of their features. Generalizations of yield term structures are studied where the dimension of the state space of the financial market is increased. In cases where the analytical approach is too cumbersome, or impossible, numerical techniques are used. This book will be of interest to financial analysts, financial market researchers, graduate students and PhD students.
Zero coupon securities. --- Bonds, Zero coupon --- Liquid yield option notes --- Zero coupon bonds --- Zeros (Securities) --- Securities --- Finance. --- Mathematics. --- Econometrics. --- Quantitative Finance. --- Game Theory, Economics, Social and Behav. Sciences. --- Economics, Mathematical --- Statistics --- Math --- Science --- Funding --- Funds --- Economics --- Currency question --- Economics, Mathematical . --- Game theory. --- Games, Theory of --- Theory of games --- Mathematical models --- Mathematics --- Mathematical economics --- Econometrics --- Methodology
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Although scientific computing is very often associated with numeric computations, the use of computer algebra methods in scientific computing has obtained considerable attention in the last two decades. Computer algebra methods are especially suitable for parametric analysis of the key properties of systems arising in scientific computing. The expression-based computational answers generally provided by these methods are very appealing as they directly relate properties to parameters and speed up testing and tuning of mathematical models through all their possible behaviors. This book contains 8 original research articles dealing with a broad range of topics, ranging from algorithms, data structures, and implementation techniques for high-performance sparse multivariate polynomial arithmetic over the integers and rational numbers over methods for certifying the isolated zeros of polynomial systems to computer algebra problems in quantum computing.
superposition --- SU(2) --- pseudo-remainder --- interval methods --- sparse polynomials --- element order --- Henneberg-type minimal surface --- timelike axis --- combinatorial decompositions --- sparse data structures --- mutually unbiased bases --- invariant surfaces --- projective special unitary group --- Minkowski 4-space --- free resolutions --- Dini-type helicoidal hypersurface --- linearity --- integrability --- Galois rings --- minimum point --- entanglement --- degree --- pseudo-division --- computational algebra --- polynomial arithmetic --- projective special linear group --- normal form --- Galois fields --- Gauss map --- implicit equation --- number of elements of the same order --- Weierstrass representation --- Lotka–Volterra system --- isolated zeros --- polynomial modules --- over-determined polynomial system --- simple Kn-group --- sum of squares --- four-dimensional space
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Solving nonlinear equations in Banach spaces (real or complex nonlinear equations, nonlinear systems, and nonlinear matrix equations, among others), is a non-trivial task that involves many areas of science and technology. Usually the solution is not directly affordable and require an approach using iterative algorithms. This Special Issue focuses mainly on the design, analysis of convergence, and stability of new schemes for solving nonlinear problems and their application to practical problems. Included papers study the following topics: Methods for finding simple or multiple roots either with or without derivatives, iterative methods for approximating different generalized inverses, real or complex dynamics associated to the rational functions resulting from the application of an iterative method on a polynomial. Additionally, the analysis of the convergence has been carried out by means of different sufficient conditions assuring the local, semilocal, or global convergence. This Special issue has allowed us to present the latest research results in the area of iterative processes for solving nonlinear equations as well as systems and matrix equations. In addition to the theoretical papers, several manuscripts on signal processing, nonlinear integral equations, or partial differential equations, reveal the connection between iterative methods and other branches of science and engineering.
Lipschitz condition --- heston model --- rectangular matrices --- computational efficiency --- Hull–White --- order of convergence --- signal and image processing --- dynamics --- divided difference operator --- engineering applications --- smooth and nonsmooth operators --- Newton-HSS method --- higher order method --- Moore–Penrose --- asymptotic error constant --- multiple roots --- higher order --- efficiency index --- multiple-root finder --- computational efficiency index --- Potra–Pták method --- nonlinear equations --- system of nonlinear equations --- purely imaginary extraneous fixed point --- attractor basin --- point projection --- fixed point theorem --- convex constraints --- weight function --- radius of convergence --- Frédholm integral equation --- semi-local convergence --- nonlinear HSS-like method --- convexity --- accretive operators --- Newton-type methods --- multipoint iterations --- banach space --- Kantorovich hypothesis --- variational inequality problem --- Newton method --- semilocal convergence --- least square problem --- Fréchet derivative --- Newton’s method --- iterative process --- Newton-like method --- Banach space --- sixteenth-order optimal convergence --- nonlinear systems --- Chebyshev–Halley-type --- Jarratt method --- iteration scheme --- Newton’s iterative method --- basins of attraction --- drazin inverse --- option pricing --- higher order of convergence --- non-linear equation --- numerical experiment --- signal processing --- optimal methods --- rate of convergence --- n-dimensional Euclidean space --- non-differentiable operator --- projection method --- Newton’s second order method --- intersection --- planar algebraic curve --- Hilbert space --- conjugate gradient method --- sixteenth order convergence method --- Padé approximation --- optimal iterative methods --- error bound --- high order --- Fredholm integral equation --- global convergence --- iterative method --- integral equation --- ?-continuity condition --- systems of nonlinear equations --- generalized inverse --- local convergence --- iterative methods --- multi-valued quasi-nonexpasive mappings --- R-order --- finite difference (FD) --- nonlinear operator equation --- basin of attraction --- PDE --- King’s family --- Steffensen’s method --- nonlinear monotone equations --- Picard-HSS method --- nonlinear models --- the improved curvature circle algorithm --- split variational inclusion problem --- computational order of convergence --- with memory --- multipoint iterative methods --- Kung–Traub conjecture --- multiple zeros --- fourth order iterative methods --- parametric curve --- optimal order --- nonlinear equation
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Researches and investigations involving the theory and applications of integral transforms and operational calculus are remarkably wide-spread in many diverse areas of the mathematical, physical, chemical, engineering and statistical sciences.
infinite-point boundary conditions --- nonlinear boundary value problems --- q-polynomials --- ?-generalized Hurwitz–Lerch zeta functions --- Hadamard product --- password --- summation formulas --- Hankel determinant --- multi-strip --- Euler numbers and polynomials --- natural transform --- fuzzy volterra integro-differential equations --- zeros --- fuzzy differential equations --- Szász operator --- q)-Bleimann–Butzer–Hahn operators --- distortion theorems --- analytic function --- generating relations --- differential operator --- pseudo-Chebyshev polynomials --- Chebyshev polynomials --- Mellin transform --- uniformly convex functions --- operational methods --- differential equation --- ?-convex function --- Fourier transform --- q)-analogue of tangent zeta function --- q -Hermite–Genocchi polynomials --- Dunkl analogue --- derivative properties --- q)-Euler numbers and polynomials of higher order --- exact solutions --- encryption --- spectrum symmetry --- advanced and deviated arguments --- PBKDF --- wavelet transform of generalized functions --- fuzzy general linear method --- Lommel functions --- highly oscillatory Bessel kernel --- generalized mittag-leffler function --- audio features --- the uniqueness of the solution --- analytic --- Mittag–Leffler functions --- Dziok–Srivastava operator --- Bell numbers --- rate of approximation --- Bessel kernel --- univalent functions --- inclusion relationships --- Liouville–Caputo-type fractional derivative --- tangent polynomials --- Bernoulli spiral --- multi-point --- q -Hermite–Euler polynomials --- analytic functions --- Fredholm integral equation --- orthogonality property --- Struve functions --- cryptography --- Janowski star-like function --- starlike and q-starlike functions --- piecewise Hermite collocation method --- uniformly starlike and convex functions --- q -Hermite–Bernoulli polynomials --- generalized functions --- meromorphic function --- basic hypergeometric functions --- fractional-order differential equations --- q -Sheffer–Appell polynomials --- integral representations --- Srivastava–Tomovski generalization of Mittag–Leffler function --- Caputo fractional derivative --- Bernoulli --- symmetric --- sufficient conditions --- nonlocal --- the existence of a solution --- functions of bounded boundary and bounded radius rotations --- differential inclusion --- symmetry of the zero --- recurrence relation --- nonlinear boundary value problem --- Volterra integral equations --- Ulam stability --- q)-analogue of tangent numbers and polynomials --- starlike function --- function spaces and their duals --- strongly starlike functions --- q)-Bernstein operators --- vibrating string equation --- ?-generalized Hurwitz-Lerch zeta functions --- bound on derivatives --- Janowski convex function --- volterra integral equation --- strongly-starlike function --- Hadamard product (convolution) --- regular solution --- generalized Hukuhara differentiability --- functions with positive real part --- exponential function --- q–Bleimann–Butzer–Hahn operators --- Carlitz-type q-tangent polynomials --- distributions --- Carlitz-type q-tangent numbers --- starlike functions --- Riemann-Stieltjes functional integral --- hash --- K-functional --- (p --- Euler --- truncated-exponential polynomials --- Maple graphs --- Hurwitz-Euler eta function --- higher order Schwarzian derivatives --- generating functions --- strongly convex functions --- Hölder condition --- multiple Hurwitz-Euler eta function --- recurrence relations --- q-starlike functions --- partial sum --- Euler and Genocchi polynomials --- tangent numbers --- spectral decomposition --- determinant definition --- monomiality principle --- highly oscillatory --- Hurwitz-Lerch zeta function --- Adomian decomposition method --- analytic number theory --- existence --- existence of at least one solution --- symmetric identities --- modulus of continuity --- modified Kudryashov method --- MFCC --- q-hypergeometric functions --- differential subordination --- Janowski functions --- and Genocchi numbers --- series representation --- initial conditions --- generalization of exponential function --- upper bound --- q-derivative (or q-difference) operator --- DCT --- Schwartz testing function space --- anuran calls --- generalized Kuramoto–Sivashinsky equation --- Mittag–Leffler function --- subordination --- Hardy space --- convergence --- Hermite interpolation --- direct Hermite collocation method --- q-Euler numbers and polynomials --- distribution space --- Apostol-type polynomials and Apostol-type numbers --- Schauder fixed point theorem --- fractional integral --- convolution quadrature rule --- q)-integers --- Liouville-Caputo fractional derivative --- fixed point --- convex functions --- Grandi curves --- tempered distributions --- higher order q-Euler numbers and polynomials --- radius estimate
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