The study of Riemann problems has undergone a strong, steady growth in the last decade. The general direction of the research has headed toward understanding the wave structure of the solutions of more physically realistic systems. These systems fail either or both of the two main restrictions of the classical theory---that the system be strictly hyperbolic or genuinely nonlinear. The systems that have been studied tend to fall into the following broad classes: real gas dynamics (including combustion), visco-elastic materials, phase transitions, and multiphase flow in porous media. In addition to their usefulness in large-scale calculations, computational schemes have vastly improved the handling of discontinuity behavior. 
This volume contains the proceedings of the AMS-IMS-SIAM Joint Summer Research Conference on Current Progress in Hyperbolic Systems: Riemann Problems and Computations, held at Bowdoin College in July 1988. The papers presented here provide a complete picture of recent research by some of the leaders in this field. Graduate students and beginning researchers will find this book a useful introduction to current work in this area.

Current Progress in Hyperbolic Systems: Riemann Problems and Computations : Proceedings (Contemporary Mathematics)

Science & Math

Society for Industrial and Applied Mathematics

Institute of Mathematical Statistics

Ams-Ims-Siam Joint Summer Research Conference in the Mathematical Scie

American Mathematical Society

Lindquist, W. Brent

Mathematics

Amer Mathematical Society

Risk Management For Cryptocurrency Portfolios

He, Yifan

Lauria, Davide

Rachev, Svetlozar

Boston : De Gruyter

Risk Management for Cryptocurrency Portfolios

Business & Money

Rachev, Svetlozar (Zari)

Finance

de Gruyter

This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT investment, including: <ul> <li>portfolio optimization using both historic and predictive return estimation;</li> <li>model backtesting;</li> <li style="list-style: none">a complete spectrum of risk assessment and management tools with an emphasis on early warning systems, risk budgeting, estimating tail risk, and factor analysis;</li> <li>derivative valuation;</li> <li>and incorporating ESG ratings into REIT investment.</li> </ul> These quantitative finance models are presented in a unified framework consistent with dynamic asset pricing (rational finance). Given its scope and practical orientation, this book will appeal to investors interested in portfolio optimization and innovative tools for investment risk assessment.

Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management (Dynamic Modeling and Econometrics in Economics and Finance, 30)

Rachev, Svetlozar T.

Hu, Yuan

Shirvani, Abootaleb

Reference

Springer

Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management (Dynamic Modeling and Econometrics in Economics and Finance)

Economics

See the best price to sell, buy, or rent books by Lindquist, W. Brent. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Lindquist, W. Brent