Stochastic Calculus Models for Finance II: Continuous Time Models (Springer Finance)


Steven E. Shreve - 2004
    The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for shastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. This second volume develops shastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.Masters level students and researchers in mathematical finance and financial engineering will find this book useful.Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.

Elementary Number Theory


David M. Burton - 1976
    It reveals the attraction that has drawn leading mathematicians and amateurs alike to number theory over the course of history.

Quantum Computation and Quantum Information


Michael A. Nielsen - 2000
    A wealth of accompanying figures and exercises illustrate and develop the material in more depth. They describe what a quantum computer is, how it can be used to solve problems faster than familiar "classical" computers, and the real-world implementation of quantum computers. Their book concludes with an explanation of how quantum states can be used to perform remarkable feats of communication, and of how it is possible to protect quantum states against the effects of noise.

Engineering Electromagnetics


William H. Hayt Jr. - 1950
    This edition retains the scope and emphasis that have made the book very successful while adding over twenty new numerical examples and over 550 new end-of-chapter problems.

Physics for Scientists and Engineers


Paul Allen Tipler - 1981
    Now in its fourth edition, the work has been extensively revised, with entirely new artwork, updated examples and new pedagogical features. An interactive CD-ROM with worked examples is included. Alternatively, the material on from the CD-ROM can be down-loaded from a website (see supplements section). Twentieth-century developments such as quantum mechanics are introduced early on, so that students can appreciate their importance and see how they fit into the bigger picture.

Superstrings And The Search For The Theory Of Everything


F. David Peat - 1988
    David Peat explains the development and meaning of this Superstring Theory in a thoroughly readable, dramatic manner accessible to lay readers with no knowledge of mathematics. The consequences of the Superstring Theory are nothing less than astonishing.

3,000 Solved Problems in Physics


Alvin Halpern - 1988
    Contains 3000 solved problems with solutions, solved problems; an index to help you quickly locate the types of problems you want to solve; problems like those you'll find on your exams; techniques for choosing the correct approach to problems; and guidance toward efficient solutions.

The Haskell Road to Logic, Maths and Programming


Kees Doets - 2004
    Haskell emerged in the last decade as a standard for lazy functional programming, a programming style where arguments are evaluated only when the value is actually needed. Haskell is a marvellous demonstration tool for logic and maths because its functional character allows implementations to remain very close to the concepts that get implemented, while the laziness permits smooth handling of infinite data structures.This book does not assume the reader to have previous experience with either programming or construction of formal proofs, but acquaintance with mathematical notation, at the level of secondary school mathematics is presumed. Everything one needs to know about mathematical reasoning or programming is explained as we go along. After proper digestion of the material in this book the reader will be able to write interesting programs, reason about their correctness, and document them in a clear fashion. The reader will also have learned how to set up mathematical proofs in a structured way, and how to read and digest mathematical proofs written by others.

Godel: A Life Of Logic, The Mind, And Mathematics


John L. Casti - 2000
    His Incompleteness Theorem turned not only mathematics but also the whole world of science and philosophy on its head. Equally legendary were Gö's eccentricities, his close friendship with Albert Einstein, and his paranoid fear of germs that eventually led to his death from self-starvation. Now, in the first popular biography of this strange and brilliant thinker, John Casti and Werner DePauli bring the legend to life. After describing his childhood in the Moravian capital of Brno, the authors trace the arc of Gö's remarkable career, from the famed Vienna Circle, where philosophers and scientists debated notions of truth, to the Institute for Advanced Study in Princeton, New Jersey, where he lived and worked until his death in 1978. In the process, they shed light on Gö's contributions to mathematics, philosophy, computer science, artificial intelligence -- even cosmology -- in an entertaining and accessible way.

Introductory Astronomy and Astrophysics


Michael Zeilik - 1987
    It has an algebra and trigonometry prerequisite, but calculus is preferred.

Introduction to Electrodynamics


David J. Griffiths - 1981
    This work offers accesible coverage of the fundamentals of electrodynamics, enhanced with with discussion points, examples and exercises.

Topology


James R. Munkres - 1975
    Includes many examples and figures. GENERAL TOPOLOGY. Set Theory and Logic. Topological Spaces and Continuous Functions. Connectedness and Compactness. Countability and Separation Axioms. The Tychonoff Theorem. Metrization Theorems and paracompactness. Complete Metric Spaces and Function Spaces. Baire Spaces and Dimension Theory. ALGEBRAIC TOPOLOGY. The Fundamental Group. Separation Theorems. The Seifert-van Kampen Theorem. Classification of Surfaces. Classification of Covering Spaces. Applications to Group Theory. For anyone needing a basic, thorough, introduction to general and algebraic topology and its applications.

Introduction to Real Analysis


Robert G. Bartle - 1982
    Therefore, this book provides the fundamental concepts and techniques of real analysis for readers in all of these areas. It helps one develop the ability to think deductively, analyze mathematical situations and extend ideas to a new context. Like the first two editions, this edition maintains the same spirit and user-friendly approach with some streamlined arguments, a few new examples, rearranged topics, and a new chapter on the Generalized Riemann Integral.

Vector Mechanics for Engineers: Statics


Ferdinand P. Beer - 1977
    Following on the success of the first six editions of the series, this work introduces theoretical and pedagogical innovations in statics, dynamics, and mechanics of materials education.

The Principles of Mathematics


Bertrand Russell - 1903
    Russell's classic The Principles of Mathematics sets forth his landmark thesis that mathematics and logic are identical―that what is commonly called mathematics is simply later deductions from logical premises.His ideas have had a profound influence on twentieth-century work on logic and the foundations of mathematics.