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Multivariate Calculus and Mathematica: With Applications to Geometry and Physics
Kevin R. Coombes , Ronald L. Lipsman , and Jonathan M. Rosenberg Manufacturer: Springer ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 0387983600 |
Book Description
One of the authors' stated goals for this publication is to "modernize" the course through the integration of Mathematica. Besides introducing students to the multivariable uses of Mathematica, and instructing them on how to use it as a tool in simplifying calculations, they also present intoductions to geometry, mathematical physics, and kinematics, topics of particular interest to engineering and physical science students. In using Mathematica as a tool, the authors take pains not to use it simply to define things as a whole bunch of new "gadgets" streamlined to the taste of the authors, but rather they exploit the tremendous resources built into the program. They also make it clear that Mathematica is not algorithms. At the same time, they clearly see the ways in which Mathematica can make things cleaner, clearer and simpler. The problem sets give students an opportunity to practice their newly learned skills, covering simple calculations with Mathematica, simple plots, a review of one-variable calculus using Mathematica for symbolic differentiation, integration and numberical integration. They also cover the practice of incorporating text and headings into a Mathematica notebook. A DOS-formatted diskette accompanies the printed work, containing both Mathematica 2.2 and 3.0 version notebooks, as well as sample examination problems for students. This supplementary work can be used with any standard multivariable calculus textbook. It is assumed that in most cases students will also have access to an introductory primer for Mathematica.Customer Reviews:
awful book.......2005-03-30
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Bayesian Logical Data Analysis for the Physical Sciences: A Comparative Approach with Mathematica Support
P. C. Gregory Manufacturer: Cambridge University Press ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 052184150X |
Book Description
Researchers in many branches of science are increasingly coming into contact with Bayesian statistics or Bayesian probability theory. This book provides a clear exposition of the underlying concepts with large numbers of worked examples and problem sets. It also discusses numerical techniques for implementing the Bayesian calculations, including Markov Chain Monte-Carlo integration and linear and nonlinear least-squares analysis seen from a Bayesian perspective.Download Description
Increasingly, researchers in many branches of science are coming into contact with Bayesian statistics or Bayesian probability theory. By encompassing both inductive and deductive logic, Bayesian analysis can improve model parameter estimates by many orders of magnitude. It provides a simple and unified approach to all data analysis problems, allowing the experimenter to assign probabilities to competing hypotheses of interest, on the basis of the current state of knowledge. This book provides a clear exposition of the underlying concepts with large numbers of worked examples and problem sets. The book also discusses numerical techniques for implementing the Bayesian calculations, including an introduction to Markov Chain Monte-Carlo integration and linear and nonlinear least-squares analysis seen from a Bayesian perspective. In addition, background material is provided in appendices and supporting Mathematica notebooks are available, providing an easy learning route for upper-undergraduates, graduate students, or any serious researcher in physical sciences or engineering.
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Introduction to the Mathematics of Operations Research with Mathematica®, Second Edition (Pure and Applied Mathematics)
Kevin J. Hastings Manufacturer: Chapman & Hall/CRC ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 1574446126 |
Book Description
The breadth of information about operations research and the overwhelming size of previous sources on the subject make it a difficult topic for non-specialists to grasp. Fortunately, Introduction to the Mathematics of Operations Research with Mathematica®, Second Edition delivers a concise analysis that benefits professionals in operations research and related fields in statistics, management, applied mathematics, and finance. The second edition retains the character of the earlier version, while incorporating developments in the sphere of operations research, technology, and mathematics pedagogy. Covering the topics crucial to applied mathematics, it examines graph theory, linear programming, stochastic processes, and dynamic programming. This self-contained text includes an accompanying electronic version and a package of useful commands. The electronic version is in the form of Mathematica notebooks, enabling you to devise, edit, and execute/reexecute commands, increasing your level of comprehension and problem-solving. Mathematica sharpens the impact of this book by allowing you to conveniently carry out graph algorithms, experiment with large powers of adjacency matrices in order to check the path counting theorem and Markov chains, construct feasible regions of linear programming problems, and use the "dictionary" method to solve these problems. You can also create simulators for Markov chains, Poisson processes, and Brownian motions in Mathematica, increasing your understanding of the defining conditions of these processes. Among many other benefits, Mathematica also promotes recursive solutions for problems related to first passage times and absorption probabilities.
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Introduction to Probability with Mathematica (Studies in Advanced Mathematics)
Kevin J. Hastings Manufacturer: Chapman & Hall/CRC ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 1584881097 |
Book Description
Newcomers to the world of probability face several potential stumbling blocks. They often struggle with key concepts-sample space, random variable, distribution, and expectation; they must regularly confront integration, infrequently mastered in calculus classes; and they must labor over lengthy, cumbersome calculations. Introduction to Probability with Mathematica is a groundbreaking text that uses a powerful computer algebra system as a pedagogical tool for learning and using probability. Its clever use of simulation to illustrate concepts and motivate important theorems gives it an important and unique place in the library of probability theory. The author smoothly integrates the technology with the traditional approach and subject matter, thereby augmenting rather than overpowering it. This book lives and breathes in the sense that not only can it be read and studied in an armchair, but each section also exists as a fully executable Mathematica® notebook on the CRC Web site. Students will find Introduction to Probability with Mathematica an engaging, accessible, yet challenging way to venture into the fascinating subject of probability.
Customer Reviews:
Sample Programs are Available.......2004-12-30
An excellent book.......2003-12-12
A creative and refreshing approach..........2003-11-05
There should be more books like this... Really.
........
I was a guinea pig.......2001-01-09
No software available.......2000-12-27
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Modeling Financial Derivatives With Mathematica (Includes CD-ROM)
William T. Shaw Manufacturer: Cambridge University Press ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 052159233X |
Book Description
One of the most important tasks in finance is to find good mathematical models for financial products, in particular derivatives. However, the more realistic the model, the more practitioners face still-unsolved problems in rigorous mathematics and econometrics, in addition to serious numerical difficulties. The idea behind this book is to use Mathematica® to provide a wide range of exact benchmark models against which inexact models can be tested and verified. In so doing, the author is able to explain when models and numerical schemes can be relied on, and when they can't. Benchmarking is also applied to Monte Carlo simulations. Mathematica's graphical and animation capabilities are exploited to show how a model's characteristics can be visualized in two and three dimensions. The models described are all available on an accompanying CD that runs on most Windows, Unix and Macintosh platforms; to be able fully to use the software, Mathematica 3 is required, although certain features are usable with Mathematica 2.2. This product will prove of inestimable worth for financial instrument valuation and hedging, checking existing models and for analyzing derivatives; it can be used for professional or training purposes in financial institutions or universities, and in MBA courses.Customer Reviews:
Excellent Practical Tool for Financial Engineers.......2002-06-07
A potentially very good book with a very messy presentation........2001-08-13
However my chief complaint is with the way the (very interesting and important) contect is presented -- Shaw simply contents himself with showing pages and pages of mathematica code, which is ugly and annoying to read. He doesn't even use indentations or keyword-highlighting to make the Mathematica code easier to read. What an unbelievable four-letter-word mess! Many mathematical concepts are buried within Mathematica code. A much better book would have resulted if he sat down and presented math as math rather than as Mathematica code. Very disappointing work from a writer who clearly seems to have an in-depth knowledge of finite difference methods.
Highly recommended for researchers in finance.......2001-07-14
Splendid.......2001-05-01
Further author comments on reader comments.......2001-02-21
1. The Parkville, Aus reader seems to be confused about the use of Monte Carlo simulation. The MC methods use LOG-normal methods, not Normal. Note that one can use several methods for simulating paths of asset prices. I have highlighted 3 approaches (i) fine clockwork paths, (ii) coarse clockwork paths, (iii) "events" or arbitrary time intervals (pp 407-411). Choice (i) should NOT be used for large time intervals or large volatility, as method (i) is based on the differential, and hence, for finite time intervals, approximate, form of the random walk, whereas (ii) and (iii) use the accurate integrated form, and will never give negative asset prices. In fact the book is generally rather clear on the need to avoid negative asset prices, and, in the case of tree models, carefully avoids either negative asset prices or probabilities, unlike most other texts!
2. MrBoonstra made an interesting comment about Mathematica vs C++ vs Java. I think many organizations waste a fortune replicating basic Mathematica functions in C++ or Java, either with expensive libraries, or worse still, re-writing them themselves only to see the programmers who wrote them move on! If you need to distribute these models the answer is to use a server with a number of Excel-linked clients, or nowadays, JLink - the Java link kit.
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Mathematical Statistics with MATHEMATICA
Colin Rose , and Murray D. Smith Manufacturer: Springer ProductGroup: Book Binding: Hardcover Similar Items:
Accessories: ASIN: 0387952349 |
Book Description
This book and software package presents a unified approach for doing mathematical statistics with Mathematica. The mathStatica software empowers the student with the ability to solve difficult problems. The professional statistician will be able to tackle tricky multivariate distributions, generating functions, inversion theorems, symbolic maximum likelihood estimation, unbiased estimation, and the checking and correcting of textbook formulae. This is the ideal companion for researchers and students in statistics, econometrics, engineering, physics, psychometrics, economics, finance, biometrics, and the social sciences. The mathStatica CD-ROM includes: mathStatica: The Applications Pack for mathematical statistics, custom Mathematica palettes, live interactive book that is identical to the printed text, online help, trail version of Mathematica 4.0. Colin Rose is Director of the Theoretical Research Institute (Sydney). He has published in leading journals on computer algebra systems and their applications to statistics, economics, and finance. Murry Smith is a senior lecturer in the Department of Econometrics and Business Statistics at the University of Sydney. In 1998-99, he was awarded an Alexander von Humboldt Research Fellowship to visit the University of Munich. He publishes in the fields of statistics, econometric theory, and computer algebra systems. WINNER of The MDTech Prize for Best Software Contribution at COMPSTAT 2002!Customer Reviews:
One for practitioners.......2006-10-15
Powerful software great for learning and experimenting.......2006-07-14
OK book........2006-03-10
Modern text.......2006-01-12
Glorified software pitch.......2005-10-22
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Economic and Financial Modeling with Mathematica (R)
Manufacturer: Springer ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 0387978828 |
Book Description
Mathematica is a computer program (software) for doing symbolic, numeric and graphical analysis of mathematical problems. In the hands of economists, financial analysts and other professionals in econometrics and the quantitative sector of economic and financial modeling, it can be an invaluable tool for modeling and simulation on a large number of issues and problems, besides easily grinding out numbers, doing statistical estimations and rendering graphical plots and visuals. Mathematica enables these individuals to do all of this in a unified environment. This book's main use is that of an applications handbook. Modeling in Economics and Finance with Mathematica is a compilation of contributed papers prepared by experienced, "hands on" users of the Mathematica program. They come from a broad spectrum of Mathematica devotees in the econometric and financial/investment community on both the professional and academic fronts. Each paper provides a set of tools and examples of Mathematica in action. These tools will also be made accessible to users via a DOS-based floppy disk which will contain Mathematica Notebooks and Packages, and be packaged with the book.Customer Reviews:
Somewhat dated...but still helpful.......2002-01-19
The article on "Mathematica and Diffusions" is an overview of how to use Mathematica to do stochastic calculus. The Ito calculus is reviewed briefly, and the authors begin with constructing a Weiner process. The Mathematica package they employ and on the disk accompanying the book is not discussed in detail, but is merely used to simulate realizations of the process. Readers who want a more in-depth view will have to go over the code themselves. The authors use the package to generate realizations of Weiner processes that are correlated with each other, and show this correlation via Mathematica graphics. The Black-Scholes formula is derived using the standard self-financing trading strategy and ignoring transaction costs and dividends. The algebraic manipulations are done with Mathematica, and this obscures (a little) the underlying concepts behind the derivation of this important formula. Since data structures in Mathematica are essentially lists, the authors outline the construction of the data structure that could be used to represent a diffusion, namely a list consisting of five terms: the diffusion, Weiner process name, expression for the drift and dispersion, and the initial value. For the reader familiar with OO-programming, accessor functions are used to extract the components of this data structure. This is a nice move by the authors, for it is an example of how Mathematica can be used to emulate OO-programming.
The article "Itovsn3: Doing Stochastic Calculus with Mathematica" is an overview of how to use the Itovsn3 package that is on the disk to implement Ito calculus. It is assumed that the reader has a background in stochastic calculus, since the author does not give a review. However, semimartingales, so important to those working in financial engineering, are discussed and their statistical behavior described using Mathematica. The Ito formula is presented as a semimartingale-type decomposition for smooth function of Brownian motion and the author shows using Mathematica plots how the higher order terms in the second-order Taylor expansion vanish asymptotically. This article is not merely Mathematica code for Ito calculus, for the author gives an example of how to use the package in a hedging problem.
The article "Option Valuation" is a more detailed overview of how to use Mathematica in the context of the Black-Scholes model to perform options valuation and risk management. Heavy use is made of the graphics capability of Mathematica to illustrate how option values change as a function of stock price and time of expiration. The author also shows how Mathematica can be used as a OO-language to treat options as self-contained objects with accessor functions. He does however state that Mathematica does not live up to the OO toolkits available elsewhere, contrary to my experience. He closes the article with a consideration of how to use Mathematica to value options that can be exercised before expiry, the binomial model playing the central role in the discussion. It is here in particular that the performance of Mathematica is readily felt. The numerical number-crunching needed to do the calculations in these types of models cannot be done in Mathematica efficiently and profitably.
The article "Time Series Models and Mathematica" gives a general treatment on how Mathematica can be used to study ARIMA models for time series. Mathematica is used more interactively than the other articles and the visualization obtained is quite nice in giving the reader insight into such concepts as the moving average and the spectral density function. The author shows how to estimate the spectral density function and why periodogram techniques fall short in this estimation. I would have liked to see other techniques for studying time series discussed, such as neural networks and hidden Markov models, but the author does do a fairly good job with the ARIMA models.
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Statistics with Mathematica
Martha L. Abell , James P. Braselton , and John A. Rafter Manufacturer: Academic Press ProductGroup: Book Binding: Paperback Similar Items: ASIN: 0120415542 |
Book Description
Mathematica's diverse capabilities make it particularly well suited to perform the many calculations encountered in statistics. This book introduces Mathematica for various types of statistical computations. It covers a broad range of topics, and should appeal to both students and professional statisticians.Customer Reviews:
Be forewarned.......2005-12-17
This is a good book........2001-10-26
Statistics with Mathematica.......2001-01-01
A word of advice: Before you buy this book, decide whether you have some compelling reason to perform statistical analyses and make graphs using Mathematica, as opposed to, say, Excel.
I found the large number of typos, oversights, and the poor integration of the accompanying CD quite annoying. To the reader familiar with Mathematica, many of the typos are glaring and easy to correct. Other typos, such as incorrect page numbers listed in the index, are more problematic.
Knowledge of Mathematica will also see you through most of the oversights. For example, if you already understand why you must first load a Mathematica Standard Add-on Package before attempting to use one of its functions, you will not need such a reminder in SwM. A reminder is given, but many pages too late.
SwM's preface promises that all Mathematica input is included on the accompanying CD. That is simply not so--some files referred to in the text are not on the CD. However, if you don't mind typing a few missing files, you can make them yourself. The CD, oddly titled "UNTITLED_CD", contains two folders and a total of 60 files. Most files are cryptically named and are not referenced in the text nor vice versa. That's where the fun begins. The SwM text will refer you to an author-defined procedure, tell you to locate it on the CD, but fail to mention the name of the requisite CD file.
A redeeming feature of SwM is the collection of ready-to-use author-defined procedures available to the reader. Some are simple and obvious, while others, such the "Box and Whisker" plotters, would require some effort to write from scratch. The authors' procedures help both by extending the use of Mathematica's add-ons and by illustrating how one might write or modify such procedures.
SwM includes a chapter on data manipulation that illustrates how to transfer data from a text file to Mathematica list variables where the data can be worked upon. SwM, however, does not address how to transfer data from Excel or other commonly used data base applications.
SwM covers a wide gamut of statistical tools including descriptive statistics, univariate and multivariate methods, data smoothing and time series, probability and probability distributions, simulation, inferential procedures, analysis of variance, and regression and correlation, as well as the graphic representation of data and its attributes.
As far as I know, SwM is the only book of its kind that is devoted to statistical analysis via Mathematica. While sloppy editing does leave SwM frustrating to use, the reader could reorganize and index the CD's Notebook files and eventually find SwM to be a favorite reference.
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Statistics with Mathematica
Martha L. Abell Manufacturer: Academic Press ProductGroup: Book Binding: Paperback ASIN: B000OHIDWQ |
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