krainaksiazek an introduction to mathematics for computing and it practitioners 20090730

- znaleziono 4 produkty w 2 sklepach

Cryptography and Secure Communication - 2825832775

407,40 zł

Cryptography and Secure Communication Cambridge University Press


Today's pervasive computing and communications networks have created an intense need for secure and reliable cryptographic systems. Bringing together a fascinating mixture of topics in engineering, mathematics, computer science, and informatics, this book presents the timeless mathematical theory underpinning cryptosystems both old and new. Major branches of classical and modern cryptography are discussed in detail, from basic block and stream cyphers through to systems based on elliptic and hyperelliptic curves, accompanied by concise summaries of the necessary mathematical background. Practical aspects such as implementation, authentication and protocol-sharing are also covered, as are the possible pitfalls surrounding various cryptographic methods. Written specifically with engineers in mind, and providing a solid grounding in the relevant algorithms, protocols and techniques, this insightful introduction to the foundations of modern cryptography is ideal for graduate students and researchers in engineering and computer science, and practitioners involved in the design of security systems for communications networks.


Molecular Structures and Structural Dynamics of Prion Proteins and Prions - 2826663573

848,96 zł

Molecular Structures and Structural Dynamics of Prion Proteins and Prions Springer Netherlands

Książki / Literatura obcojęzyczna

This monograph is the first easy-to-read-and-understand book on prion proteins' molecular dynamics (MD) simulations and on prions' molecular modelling (MM) constructions. It enables researchers to see what is crucial to the conformational change from normal cellular prion protein (PrP C ) to diseased infectious prions (PrP Sc ), using MD and MM techniques. As we all know, prion diseases, caused by the body's own proteins, are invariably fatal and highly infectious neurodegenerative diseases effecting humans and almost all animals for a major public health concern. Prion contains no nucleic acids and it is a misshapen or conformation-changed protein that acts like an infectious agent; thus prion diseases are called "protein structural conformational" diseases.§§PrP C is predominant in -helices but PrP Sc are rich in -sheets in the form as amyloid fibrils; so very amenable to be studied by MD techniques. Through MD, studies on the protein structures and the structural conversion are very important for revealing secrets of prion diseases and for structure-based drug design or discovery. Rabbits, dogs, horses and buffaloes are reported to be the few low susceptibility species to prion diseases; this book's MD studies on these species are clearly helpful to understand the mechanism underlying the resistance to prion diseases. PrP(1-120) usually has no clear molecular structures; this book also studies this unstructured region through MD and especially MM techniques from the global optimization point of view.§§This book is ideal for practitioners in computing of biophysics, biochemistry, biomedicine, bioinformatics, cheminformatics, materials science and engineering, applied mathematics and theoretical physics, information technology, operations research, biostatistics, etc. As an accessible introduction to these fields, this book is also ideal as a teaching material for students.§


Statistical Analysis of Financial Data in S-Plus - 2834694127

449,60 zł

Statistical Analysis of Financial Data in S-Plus Springer, Berlin

Książki / Literatura obcojęzyczna

Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issues facing any financial engineer. It shows how sophisticated mathematics and modern statistical techniques can be used in concrete financial problems.§Concerns of risk management are addressed by the control of extreme values, the fitting of distributions with heavy tails, the computation of values at risk (VaR), and other measures of risk. Data description techniques such as principal component analysis (PCA), smoothing, and regression are applied to the construction of yield and forward curve. Nonparametric estimation and nonlinear filtering are used for option pricing and earnings prediction.§The book is intended for undergraduate students majoring in financial engineering, or graduate students in a Master in finance or MBA program. Because it was designed as a teaching vehicle, it is sprinkled with practical examples using market data, and each chapter ends with exercises. Practical examples are solved in the computing environment of S-PLUS. They illustrate problems occurring in the commodity and energy markets, the fixed income markets as well as the equity markets, and even some new emerging markets like the weather markets.§The book can help quantitative analysts by guiding them through the details of statistical model estimation and implementation. It will also be of interest to researchers wishing to manipulate financial data, implement abstract concepts, and test mathematical theories, especially by addressing practical issues that are often neglected in the presentation of the theory.§Rene Carmona is the Paul M. Wythes '55 Professor of Engineering and Finance at Princeton University in the department of Operations Research and Financial Engineering and Director of Graduate Studies of the Bendheim Center for Finance. His publications include over seventy articles and six books in probability and statistics. He was elected Fellow of the Institute of Mathematical Statistics in 1984, and he is on the editorial board of several peer-reviewed journals and book series. Professor Carmona has developed computer programs for teaching of statistics, for research in signal analysis, and more recently, he contributed the library EVANESCE for the analysis of heavy tail distributions and copulas. The latter was included in the latest version of S-Plus. He has worked for many years on energy and weather derivatives, and he is recognized as a leading researcher and consultant in this area.This is the first book at the graduate textbook level to discuss analyzing financial data with S-PLUS. Its originality lies in the introduction of tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves. The book is aimed at undergraduate students in financial engineering; master students in finance and MBA's, and to practitioners with financial data analysis concerns.


Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations - 2834698945

836,80 zł

Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations Springer, Berlin

Książki / Literatura obcojęzyczna

Unique book on Reaction-Advection-Diffusion problemsThis book describes numerical methods for partial differential equations (PDEs) coupling advection, diffusion and reaction terms, encompassing methods for hyperbolic, parabolic and stiff and nonstiff ordinary differential equations (ODEs). The emphasis lies on time-dependent transport-chemistry problems, describing e.g. the evolution of concentrations in environmental and biological applications. Along with the common topics of stability and convergence, much attention is paid on how to prevent spurious, negative concentrations and oscillations, both in space and time. Many of the theoretical aspects are illustrated by numerical experiments on models from biology, chemistry and physics. A unified approach is followed by emphasizing the method of lines or semi-discretization. In this regard this book differs substantially from more specialized textbooks which deal exclusively with either PDEs or ODEs. This book treats integration methods suitable for both classes of problems and thus is of interest to PDE researchers unfamiliar with advanced numerical ODE methods, as well as to ODE researchers unaware of the vast amount of interesting results on numerical PDEs. The first chapter provides a self-contained introduction to the field and can be used for an undergraduate course on the numerical solution of PDEs. The remaining four chapters are more specialized and of interest to researchers, practitioners and graduate students from numerical mathematics, scientific computing, computational physics and other computational sciences.


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