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Partial differential equations --- Operational research. Game theory --- Mathematics --- Gases handling. Fluids handling --- Engineering sciences. Technology --- differentiaalvergelijkingen --- analyse (wiskunde) --- toegepaste wiskunde --- stochastische analyse --- ingenieurswetenschappen --- kansrekening --- vloeistoffen

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The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. The volume consists of eleven contributions by both practitioners and theoreticians with expertise in financial markets, in general, and econometrics and mathematical finance in particular. The challenge of modeling defaults and their correlations is addressed, and new results on copula, reduced form and structural models, and the top-down approach are presented. After the so-called subprime crisis that hit global markets in the summer of 2007, the volume is very timely and will be useful to researchers in the area of credit risk.

Credit -- Mathematical models. --- Credit derivatives -- Mathematical models. --- Risk management -- Mathematical models. --- Credit derivatives --- Credit --- Econometrics --- Risk management --- Insurance --- Management --- Borrowing --- Finance --- Money --- Loans --- Derivative securities --- Mathematical models --- Quantitative methods (economics) --- International financial management --- Business & Economics --- Econometrics. --- Forecasting. --- Economics, Mathematical --- Statistics

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This book covers recent mathematical, numerical, and statistical approaches for multistatic imaging of targets with waves at single or multiple frequencies. The waves can be acoustic, elastic or electromagnetic. They are generated by point sources on a transmitter array and measured on a receiver array. An important problem in multistatic imaging is to quantify and understand the trade-offs between data size, computational complexity, signal-to-noise ratio, and resolution. Another fundamental problem is to have a shape representation well suited to solving target imaging problems from multistatic data. In this book the trade-off between resolution and stability when the data are noisy is addressed. Efficient imaging algorithms are provided and their resolution and stability with respect to noise in the measurements analyzed. It also shows that high-order polarization tensors provide an accurate representation of the target. Moreover, a dictionary-matching technique based on new invariants for the generalized polarization tensors is introduced. Matlab codes for the main algorithms described in this book are provided. Numerical illustrations using these codes in order to highlight the performance and show the limitations of numerical approaches for multistatic imaging are presented.

Mathematics --- akoestiek --- Matlab (informatica) --- wiskunde