Research Perspectives CRM Barcelona

Extended Abstracts Summer 2015

Strategic Behavior in Combinatorial Structures; Quantitative Finance

Editors: Díaz, J., Kirousis, L., Ortiz-Gracia, L., Serna, M. (Eds.)

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  • ISBN 978-3-319-51753-7
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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, locally triggered 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. 

Table of contents (22 chapters)

  • On the Push&Pull Protocol for Rumour Spreading

    Acan, Hüseyin (et al.)

    Pages 3-10

  • Random Walks That Find Perfect Objects and the Lovász Local Lemma

    Achlioptas, Dimitris (et al.)

    Pages 11-15

  • Logit Dynamics with Concurrent Updates for Local Interaction Games

    Auletta, Vincenzo (et al.)

    Pages 17-22

  • The Set Chromatic Number of Random Graphs

    Dudek, Andrzej (et al.)

    Pages 23-28

  • Carpooling in Social Networks

    Fiat, Amos (et al.)

    Pages 29-34

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-319-51753-7
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $149.00
price for USA
  • ISBN 978-3-319-51752-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

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
Research Perspectives CRM Barcelona
Series Volume
6
Copyright
2017
Publisher
Birkhäuser Basel
Copyright Holder
Springer International Publishing AG
eBook ISBN
978-3-319-51753-7
DOI
10.1007/978-3-319-51753-7
Softcover ISBN
978-3-319-51752-0
Series ISSN
2509-7407
Edition Number
1
Number of Pages
VI, 139
Number of Illustrations and Tables
2 b/w illustrations, 3 illustrations in colour
Topics