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Digital Forensics and Watermarking
This book constitutes the refereed proceedings of the 16th International Workshop on Digital Forensics and Watermarking, IWDW 2017, held in Magdeburg, Germany, in August 2017. The 30 papers presented in this volume were carefully reviewed and selected from 48 submissions. The contributions are covering the state-of-the-art theoretical and practical developments in the fields of digital watermarking, steganography and steganalysis, forensics and anti-forensics, visual cryptography, and other multimedia-related security issues. Also included are the papers on two special sessions on biometric image tampering detection and on emerging threats of criminal use of information hiding : usage scenarios and detection approaches.
Pricing and Risk Management of Synthetic CDOs
This book considers the one-factor copula model for credit portfolios that are used for pricing synthetic CDO structures as well as for risk management and measurement applications involving the generation of scenarios for the complete universe of risk factors and the inclusion of CDO structures in a portfolio context. For this objective, it is especially important to have a computationally fast model that can also be used in a scenario simulation framework. The well known Gaussian copula model is extended in various ways in order to improve its drawbacks of correlation smile and time inconsistency. Also the application of the large homogeneous cell assumption, that allows to differentiate between rating classes, makes the model convenient and powerful for practical applications. The Crash-NIG extension introduces an important regime-switching feature allowing the possibility of a market crash that is characterized by a high-correlation regime.
Large-Scale Scientific Computing
This book constitutes the thoroughly refereed post-proceedings of the 4th International Conference on Large-Scale Scientific Computations, LSSC 2003, held in Sozopol, Bulgaria in June 2003. The 50 revised full papers presented together with 5 invited papers were carefully reviewed and selected for inclusion in the book. The papers are organized in topical sections on preconditioning techniques, Monte Carlo methods and quasi-Monte-Carlo methods, set-value of numerics and reliable computing, environmental modeling, and large-scale computations for engineering problems.
An Introduction to Financial Mathematics
Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. The book consists of fifteen chapters, the first ten of which develop option valuation techniques in discrete time, the last five describing the theory in continuous time. The first half of the textbook develops basic finance and probability. The author then treats the binomial model as the primary example of discrete-time option valuation. The final part of the textbook examines the Black-Scholes model. The book is written to provide a straightforward account of the principles of option pricing and examines these principles in detail using standard discrete and stochastic calculus models. Additionally, the second edition has new exercises and examples, and includes many tables and graphs generated by over 30 MS Excel VBA modules available on the author’s webpage https://home.gwu.edu/~hdj/.
Routing Strategies in Ad-hoc Wireless Networks
Ad-hoc wireless networks present a unique design problem for routing. Wireless networks suffer from low bandwidth due to high rates of interference and inherent limitations of the medium. Mobility also increases the bandwidth used for control packets. To conserve on precious bandwidth, routing protocols should generate as few updates as possible. In this dissertation, we propose distance vector solutions to ad-hoc routing because unlike existing routing solutions our solutions do not use sequence numbers and thus are not prone to inefficient or wrong behavior in the presence of node failures. First, we introduce ROAM, the first protocol to correctly tackle the "searching to infinity" problem...
Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume III
This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1972.
Proceedings of an All-Union School on the Theory of Functions (Miass, July 1989)
This volume contains papers presented at the All-Union School on the Theory of Functions, held in Miass in July 1989. The papers examine topical trends in the theory of functions and their approximation. Among the topics included are extremal properties of functions, approximation and interpolation of functions by trigonometric polynomials and splines, widths of function classes, best approximation of operators, cubature formulas, and classical problems of analytic number theory.
