2 edition of **Asymptotic expansions.** found in the catalog.

Asymptotic expansions.

H. A. Lauwerier

- 152 Want to read
- 14 Currently reading

Published
**1966** by Mathematisch Centrum in Amsterdam .

Written in English

- Asymptotic expansions.,
- Functions of complex variables.

**Edition Notes**

Bibliography: p. 120-121.

Statement | By H. A. Lauwerier. |

Series | Mathematical centre tracts, 13, Mathematical Centre tracts ;, 13. |

Classifications | |
---|---|

LC Classifications | QA355 .L35 |

The Physical Object | |

Pagination | ii, 132 p. |

Number of Pages | 132 |

ID Numbers | |

Open Library | OL5640822M |

LC Control Number | 68071366 |

All that is needed is a basic understanding of calculus, differential equations, and complex variables. Since a convergent Taylor series fits the definition of asymptotic expansion as well, the phrase "asymptotic series" usually implies a non-convergent series. Product Description Product Details Asymptotic analysis, that branch of mathematics devoted to the study of the behavior of functions within chosen limits, was once thought of more as a specialized art than a necessary discipline. Students will find each of the nine chapters useful and easy to comprehend; each begins with elementary material or informal introductions and concludes with an abundant selection of applicable problems and exercises.

It also establishes fundamental links between the Wiener chaos of the instantaneous volatility and the small-time asymptotic structure of the stochastic implied volatility framework. Norman BleisteinRichard A. Asymptotic Expansions of Integrals. This excellent introductory text, written by two experts in the field, offers students of applied mathematics -- and researchers and workers in other fields -- a coherent and systematic presentation of the principles and methods of asymptotic expansions of integrals.

My library Help Advanced Book Search. Tony added it Mar 23, To see what your friends thought of this book, please sign up. All that is needed is a basic understanding of calculus, differential equations, and complex variables. This excellent introductory text, written by two experts in the field, offers students of applied mathematics — and researchers and workers in other fields — a coherent and systematic presentation of the principles and methods of asymptotic expansions of integrals. It is addressed primarily to financial mathematics researchers and graduate students, interested in stochastic volatility, asymptotics or market models. Used for years as a text in classrooms throughout the country, the book has been revised and corrected for this inexpensive paperback edition.

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Product Description Product Details Asymptotic analysis, that branch of mathematics devoted to the study of the behavior of functions within chosen limits, was once thought of more as a specialized art than a necessary discipline. Practiced users of asymptotics will find the work a valuable reference with an extensive index locating all the functions covered in the text and every formula associated with the major techniques.

It is also an invaluable asset to scientists in many other fields. New edition. Language: English. Such methods are often referred to as hyperasymptotic approximations. Practiced users of asymptotics will find the work a valuable reference with an extensive index locating all the functions covered in the text and every formula associated with the major techniques.

Asymptotic analysis, that branch of mathematics devoted to the study of the behavior of functions within chosen limits, was once thought of more as a specialized art than a necessary discipline.

Norman BleisteinRichard A. This book is not yet featured on Listopia. The theory of such asymptotic expansions is of great importance in many branches of pure and applied mathematics and in theoretical physics.

General Theory of Functions and Integration. Check out the top books of the year on our erdrlyi Best Books of Just a moment while we sign you in to your Goodreads account. Juan marked it as to-read Jan 29, Book ratings by Goodreads.

It is also an invaluable asset to scientists in many other fields. These methods include integration by parts, Laplace's approximation, Watson's lemma on Laplace transforms, the method of steepest descents, and the saddlepoint method.

Used for years as a text in classrooms throughout the country, the book has been revised and corrected for this inexpensive paperback edition. Furthermore, ACE is programmable and can complement other approximation methods.

His research interests include the modelling of interest rates and hybrid derivatives, Monte-Carlo methods and asymptotic approaches.

Typically, the best approximation is given when the series is truncated at the smallest term. Used for years as a text in classrooms throughout the country, the book has been revised and corrected for this inexpensive bleistrin edition.

All expanzions is needed is a basic understanding of calculus, differential equations, and complex variables. The Thirteen Books of the Elements, Vol. Handelsman Limited preview — Now, a solid foundation in the theory and technique of asymptotic expansion of integrals is at the heart of the education of every student concentrating in applied mathematics.

Return to Book Page. Handelsman Snippet view — Used for years as a text in classrooms throughout the country, the book has been revised and corrected for this inexpensive paperback edition.

Asymptotic analysis, that branch of mathematics devoted to the study of the behavior of functions within chosen limits, was once thought of more as a specialized art than a necessary discipline. Hence it allows a systematic approach to designing, parameterising, calibrating and exploiting SV models, typically for Vega hedging or American Monte-Carlo.

Norman BleisteinRichard A, Handelsman. Students will find each of the nine chapters useful and easy to comprehend; each begins with elementary material or informal introductions and concludes with an abundant selection of applicable problems and exercises.

All that is needed is a basic understanding of calculus, differential equations, and complex variables.This book presents the recently developed Asymptotic Chaos Expansions methodology (ACE) which addresses that issue.

Indeed its generic algorithm provides, for any regular SV model, the pure asymptotes at any order for both the static and dynamic maps of the implied volatility surface. Furthermore, ACE is programmable and can complement other.

Note: Citations are based on reference standards. However, formatting rules can vary widely between applications and fields of interest or study. The specific requirements or preferences of your reviewing publisher, classroom teacher, institution or organization should be applied.

The new book by Peter Miller is a very welcome addition to the literature. As is to be expected from a textbook on applied asymptotic analysis, it presents the usual techniques for the asymptotic evaluation of integrals and differential equations.

It does so in a very clear and student-friendly way. Chapter 3. Asymptotic series 21 Asymptotic vs convergent series 21 Asymptotic expansions 25 Properties of asymptotic expansions 26 Asymptotic expansions of integrals 29 Chapter 4. Laplace integrals 31 Laplace’s method 32 Watson’s lemma 36 Chapter 5.

Method of stationary phase 39 Chapter 6. Method of steepest. Originally prepared for the Office of Naval Research, this important monograph introduces various methods for the asymptotic evaluation of integrals containing a large parameter, and solutions of ordinary linear differential equations by means of asymptotic expansions.

Author's preface. Bibliography. Asymptotic methods provide important tools for approximating and analysing functions that arise in probability and statistics. Moreover, the conclusions of asymptotic analysis often supplement the conclusions obtained by numerical methods.

Providing a broad toolkit of analytical methods, Expansions.