Editors:
- Includes supplementary material: sn.pub/extras
Part of the book series: Trends in Mathematics (TM, volume 6)
Part of the book sub series: Research Perspectives CRM Barcelona (RPCRMB)
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Table of contents (22 papers)
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Front Matter
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Strategic Behavior in Combinatorial Structures
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Front Matter
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About this book
This book is divided into two parts, the first of which seeks to connect the phase transitions of various disciplines, including game theory, and to explore the synergies between statistical physics and combinatorics. Phase Transitions has been an active multidisciplinary field of research, bringing together physicists, computer scientists and mathematicians. The main research theme explores how atomic agents that act locally and microscopically lead to discontinuous macroscopic changes. Adopting this perspective has proven to be especially useful in studying the evolution of random and usually complex or large combinatorial objects (like networks or logic formulas) with respect to discontinuous changes in global parameters like connectivity, satisfiability etc. There is, of course, an obvious strategic element in the formation of a transition: the atomic agents “selfishly” seek to optimize a local parameter. However, up to now this game-theoretic aspect of abrupt, locallytriggered changes had not been extensively studied.
In turn, the book’s second part is devoted to mathematical and computational methods applied to the pricing of financial contracts and the measurement of financial risks. The tools and techniques used to tackle these problems cover a wide spectrum of fields, like stochastic calculus, numerical analysis, partial differential equations, statistics and econometrics. Quantitative Finance is a highly active field of research and is increasingly attracting the interest of academics and practitioners alike. The material presented addresses a wide variety of new challenges for this audience.
Editors and Affiliations
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Departament de Ciències de la Computació, Universitat Politècnica de Catalunya, Barcelona, Spain
Josep Díaz, Maria Serna
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Department of Mathematics, National and Kapodistrian University, Zografos, Greece
Lefteris Kirousis
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Department of Econometrics, University of Barcelona, Barcelona, Spain
Luis Ortiz-Gracia
Bibliographic Information
Book Title: Extended Abstracts Summer 2015
Book Subtitle: Strategic Behavior in Combinatorial Structures; Quantitative Finance
Editors: Josep Díaz, Lefteris Kirousis, Luis Ortiz-Gracia, Maria Serna
Series Title: Trends in Mathematics
DOI: https://doi.org/10.1007/978-3-319-51753-7
Publisher: Birkhäuser Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing AG 2017
Softcover ISBN: 978-3-319-51752-0Published: 28 February 2017
eBook ISBN: 978-3-319-51753-7Published: 24 February 2017
Series ISSN: 2297-0215
Series E-ISSN: 2297-024X
Edition Number: 1
Number of Pages: VI, 139
Number of Illustrations: 2 b/w illustrations, 3 illustrations in colour
Topics: Combinatorics, Ordinary Differential Equations, Dynamical Systems and Ergodic Theory, Convex and Discrete Geometry, Probability Theory and Stochastic Processes, Actuarial Sciences