Asymptotic analysis of a secondary bifurcation of the one-dimensional Ginzburg-Landau equations of superconductivity

The bifurcation of asymmetric superconducting solutions from the normal solution is considered for the one-dimensional Ginzburg--Landau equations by the methods of formal asymptotics. The behavior of the bifurcating branch depends on the parameters d, the size of the superconducting slab, and $\kappa$, the Ginzburg--Landau parameter. The secondary bifurcation in which the asymmetric solution branches reconnect with the symmetric solution branch is studied for values of $(\kappa,d)$ for which it is close to the primary bifurcation from the normal state. These values of $(\kappa,d)$ form a curve in the $\kappa d$-plane, which is determined. At one point on this curve, called the quintuple point, the primary bifurcations switch from being subcritical to supercritical, requiring a separate analysis. The results answer some of the conjectures of [A. Aftalion and W. C. Troy, Phys. D, 132 (1999), pp. 214--232]

Tools for computational finance

Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to anyone working in computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the book goes on to detail computational methods using both stochastic and deterministic approaches. Now in its sixth edition, Tools for Computational Finance has been significantly revised and contains:    Several new parts such as a section on extended applications of tree methods, including multidimensional trees, trinomial trees, and the handling of dividends; Additional material in the field of generating normal variates with acceptance-rejection methods, and on Monte Carlo methods; 115 exercises, and more than 100 figures, many in color. Written from the perspective of an applied mathematician, all methods are introduced for immediate and straightforward application. A ‘learning by calculating’ approach is adopted throughout this book, enabling readers to explore several areas of the financial world. Interdisciplinary in nature, this book will appeal to advanced undergraduate and graduate students in mathematics, engineering, and other scientific disciplines as well as professionals in financial engineering

Tools for computational finance

This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004). The third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods with main focus on interpolation approach and quadratic approximation. New sections and subsections are among others devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, more background material make this guide to the world of financial engineering a real must-to-have for everyone working in FE.Includes bibliographical references (p. [283]-292) and index.This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering. SIAM review (46, 2004). The third edition is thoroughly revised and significantly extended. The largest addition is a new section on analytic methods with main focus on interpolation approach and quadratic approximation. New sections and subsections are among others devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, more background material make this guide to the world of financial engineering a real must-to-have for everyone working in FE