Fundamentals of Wavelets: Theory, Algorithms, and Applications (Wiley Series in Microwave and Optical Engineering):

Wavelet theory originated from research activities in many areas of science and engineering. As a result, it finds applications in a wide range of practical problems. Wavelet techniques are specifically suited for nonstationary signals for which classic Fourier methods are ineffective.

Based on courses taught by the authors at Texas A&M University as well as related conferences, Fundamentals of Wavelets is a textbook offering an up-to-date engineering approach to wavelet theory. It balances a discussion of wavelet theory and algorithms with its far-ranging practical applications in signal processing, image processing, electromagnetic wave scattering, and boundary value problems.

to download follow the link below:

http://rapidshare.com/files/59087433/Fundamentals_of_Wavelets_-_Theory__Algorithms__and_Applications_-_J._Goswami__A._Chan.rar

Read more...

Modeling Derivatives in C++ (Wiley Finance):

Modeling Derivatives in C++ (Wiley Finance)

Product Description

This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives.The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used onWall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.

to download follow the link below:

http://rapidshare.com/files/256664860/Modeling_Derivatives_in_C__.rar

Read more...