Ronald W. Shonkweiler's Books

Finance with Monte Carlo

By: Ronald W. Shonkwiler

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This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering. Particular emphasis is placed on exploiting the power of the Monte Carlo method to illustrate and explore financial principles. Monte Carlo is the uniquely appropriate tool for modeling the random factors that drive financial markets and simulating their implications. The Monte Carlo method is introduced early and it is used in conjunction with the geometric Brownian motion model (GBM) to illustrate and analyze the topics covered in the remainder of the text. Placing focus on Monte Carlo methods allows for students to travel a short road from theory to practical applications. Coverage includes investment science, mean-variance portfolio theory, option pricing principles, exotic options, option trading strategies, jump diffusion and exponential Lévy alternative models, and the Kelly criterion for maximizing investment growth. Novel features: inclusion of both portfolio theory and contingent claim analysis in a single text pricing methodology for exotic options expectation analysis of option trading strategies pricing models that transcend the Black–Scholes framework optimizing investment allocations concepts thoroughly explored through numerous simulation exercises numerous worked examples and illustrations The mathematical background required is a year and one-half course in calculus, matrix algebra covering solutions of linear systems, and a knowledge of probability including expectation, densities and the normal distribution. A refresher for these topics is presented in the Appendices. The programming background needed is how to code branching, loops and subroutines in some mathematical or general purpose language. The mathematical background required is a year and one-half course in calculus, matrix algebra covering solutions of linear systems, and a knowledge of probability including expectation, densities and the normal distribution. A refresher for these topics is presented in the Appendices. The programming background needed is how to code branching, loops and subroutines in some mathematical or general purpose language. Also by the author: (with F. Mendivil) Explorations in Monte Carlo, ©2009, ISBN: 978-0-387-87836-2; (with J. Herod) Mathematical Biology: An Introduction with Maple and Matlab, Second edition, ©2009, ISBN: 978-0-387-70983-3.

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260

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Springer Science & Business Media

Published Date

ISBN 10

1461485118

ISBN 13

9781461485117

An Introduction to Parallel and Vector Scientific Computation

By: Ronald W. Shonkwiler,Lew Lefton

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An Introduction to Parallel and Vector Scientific Computation

By: Ronald W. Shonkwiler,Lew Lefton

In this text, students of applied mathematics, science and engineering are introduced to fundamental ways of thinking about the broad context of parallelism. The authors begin by giving the reader a deeper understanding of the issues through a general examination of timing, data dependencies, and communication. These ideas are implemented with respect to shared memory, parallel and vector processing, and distributed memory cluster computing. Threads, OpenMP, and MPI are covered, along with code examples in Fortran, C, and Java. The principles of parallel computation are applied throughout as the authors cover traditional topics in a first course in scientific computing. Building on the fundamentals of floating point representation and numerical error, a thorough treatment of numerical linear algebra and eigenvector/eigenvalue problems is provided. By studying how these algorithms parallelize, the reader is able to explore parallelism inherent in other computations, such as Monte Carlo methods.

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Cambridge University Press

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ISBN 10

113945899X

ISBN 13

9781139458993

Mathematical Biology

An Introduction with Maple and Matlab

By: Ronald W. Shonkwiler,James Herod

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Mathematical Biology

An Introduction with Maple and Matlab

By: Ronald W. Shonkwiler,James Herod

This text presents mathematical biology as a field with a unity of its own, rather than only the intrusion of one science into another. The book focuses on problems of contemporary interest, such as cancer, genetics, and the rapidly growing field of genomics.

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552

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Springer Science & Business Media

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ISBN 10

0387709843

ISBN 13

9780387709840

Explorations in Monte Carlo Methods

By: Ronald W. Shonkwiler,Franklin Mendivil

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Explorations in Monte Carlo Methods

By: Ronald W. Shonkwiler,Franklin Mendivil

Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics.

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249

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Springer Science & Business Media

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ISBN 10

038787836X

ISBN 13

9780387878362

An Introduction to the Mathematics of Biology: with Computer Algebra Models

By: Edward K. Yeargers,James V. Herod,Ronald W. Shonkweiler

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An Introduction to the Mathematics of Biology: with Computer Algebra Models

By: Edward K. Yeargers,James V. Herod,Ronald W. Shonkweiler

Biology is a source of fascination for most scientists, whether their training is in the life sciences or not. In particular, there is a special satisfaction in discovering an understanding of biology in the context of another science like mathematics. Fortunately there are plenty of interesting (and fun) problems in biology, and virtually all scientific disciplines have become the richer for it. For example, two major journals, Mathematical Biosciences and Journal of Mathematical Biology, have tripled in size since their inceptions 20-25 years ago. The various sciences have a great deal to give to one another, but there are still too many fences separating them. In writing this book we have adopted the philosophy that mathematical biology is not merely the intrusion of one science into another, but has a unity of its own, in which both the biology and the math ematics should be equal and complete, and should flow smoothly into and out of one another. We have taught mathematical biology with this philosophy in mind and have seen profound changes in the outlooks of our science and engineering students: The attitude of "Oh no, another pendulum on a spring problem!," or "Yet one more LCD circuit!" completely disappeared in the face of applications of mathematics in biology. There is a timeliness in calculating a protocol for ad ministering a drug.

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426

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Springer Science & Business Media

Published Date

ISBN 10

147571095X

ISBN 13

9781475710953

Finance with Monte Carlo

By: Ronald W. Shonkwiler

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Finance with Monte Carlo

By: Ronald W. Shonkwiler

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Solve jigsaw puzzle

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Page Count

260

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Springer Science & Business Media

Published Date

ISBN 10

1461485118

ISBN 13

9781461485117

Explorations in Monte Carlo Methods

By: Ronald W. Shonkwiler,Franklin Mendivil

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Explorations in Monte Carlo Methods

By: Ronald W. Shonkwiler,Franklin Mendivil

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Solve jigsaw puzzle

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Page Count

249

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Springer Science & Business Media

Published Date

ISBN 10

0387878378

ISBN 13

9780387878379

Book's by Ronald W. Shonkweiler

Finance with Monte Carlo

Finance with Monte Carlo

An Introduction to Parallel and Vector Scientific Computation

An Introduction to Parallel and Vector Scientific Computation

Mathematical Biology

Mathematical Biology

Explorations in Monte Carlo Methods

Explorations in Monte Carlo Methods

An Introduction to the Mathematics of Biology: with Computer Algebra Models

An Introduction to the Mathematics of Biology: with Computer Algebra Models

Finance with Monte Carlo

Finance with Monte Carlo

Explorations in Monte Carlo Methods

Explorations in Monte Carlo Methods

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