Stochastic Calculus for Finance I: The Binomial Asset Pricing Model


Steven E. Shreve - 2004
    Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Quantum Computing Since Democritus


Scott Aaronson - 2013
    Full of insights, arguments and philosophical perspectives, the book covers an amazing array of topics. Beginning in antiquity with Democritus, it progresses through logic and set theory, computability and complexity theory, quantum computing, cryptography, the information content of quantum states and the interpretation of quantum mechanics. There are also extended discussions about time travel, Newcomb's Paradox, the anthropic principle and the views of Roger Penrose. Aaronson's informal style makes this fascinating book accessible to readers with scientific backgrounds, as well as students and researchers working in physics, computer science, mathematics and philosophy.

Partial Differential Equations


Lawrence C. Evans - 1998
    

Probability: A Very Short Introduction


John Haigh - 2012
    It requires, in short, an understanding of probability. In this Very Short Introduction, John Haigh introduces the ideas of probability--and the different philosophical approaches to probability--and gives a brief account of the history of development of probability theory, from Galileo and Pascal to Bayes, Laplace, Poisson, and Markov. He describes the basic probability distributions and discusses a wide range of applications in science, economics, and a variety of other contexts such as games and betting. He concludes with an intriguing discussion of coincidences and some curious paradoxes.

Linked: How Everything Is Connected to Everything Else and What It Means for Business, Science, and Everyday Life


Albert-László Barabási - 2002
    Albert-László Barabási, the nation’s foremost expert in the new science of networks and author of Bursts, takes us on an intellectual adventure to prove that social networks, corporations, and living organisms are more similar than previously thought. Grasping a full understanding of network science will someday allow us to design blue-chip businesses, stop the outbreak of deadly diseases, and influence the exchange of ideas and information. Just as James Gleick and the Erdos–Rényi model brought the discovery of chaos theory to the general public, Linked tells the story of the true science of the future and of experiments in statistical mechanics on the internet, all vital parts of what would eventually be called the Barabási–Albert model.

Computational Complexity


Sanjeev Arora - 2007
    Requiring essentially no background apart from mathematical maturity, the book can be used as a reference for self-study for anyone interested in complexity, including physicists, mathematicians, and other scientists, as well as a textbook for a variety of courses and seminars. More than 300 exercises are included with a selected hint set.

The Model Thinker: What You Need to Know to Make Data Work for You


Scott E. Page - 2018
    But as anyone who has ever opened up a spreadsheet packed with seemingly infinite lines of data knows, numbers aren't enough: we need to know how to make those numbers talk. In The Model Thinker, social scientist Scott E. Page shows us the mathematical, statistical, and computational models—from linear regression to random walks and far beyond—that can turn anyone into a genius. At the core of the book is Page's "many-model paradigm," which shows the reader how to apply multiple models to organize the data, leading to wiser choices, more accurate predictions, and more robust designs. The Model Thinker provides a toolkit for business people, students, scientists, pollsters, and bloggers to make them better, clearer thinkers, able to leverage data and information to their advantage.

Mathematical Analysis


Tom M. Apostol - 1957
    It provides a transition from elementary calculus to advanced courses in real and complex function theory and introduces the reader to some of the abstract thinking that pervades modern analysis.

The Infinity Puzzle: Quantum Field Theory and the Hunt for an Orderly Universe


Frank Close - 2011
    If found, the Higgs boson would help explain why everything has mass. But there’s more at stake—what we’re really testing is our capacity to make the universe reasonable. Our best understanding of physics is predicated on something known as quantum field theory. Unfortunately, in its raw form, it doesn’t make sense—its outputs are physically impossible infinite percentages when they should be something simpler, like the number 1. The kind of physics that the Higgs boson represents seeks to “renormalize” field theory, forcing equations to provide answers that match what we see in the real world.The Infinity Puzzle is the story of a wild idea on the road to acceptance. Only Close can tell it.

Chaos: A Very Short Introduction


Leonard A. Smith - 2007
    Even the simplest system of cause and effect can be subject to chaos, denying us accurate predictions of its behaviour, and sometimes giving rise to astonishing structures of large-scale order. Our growing understanding of Chaos Theory is having fascinating applications in the real world - from technology to global warming, politics, human behaviour, and even gambling on the stock market. Leonard Smith shows that we all have an intuitive understanding of chaotic systems. He uses accessible maths and physics (replacing complex equations with simple examples like pendulums, railway lines, and tossing coins) to explain the theory, and points to numerous examples in philosophy and literature (Edgar Allen Poe, Chang-Tzu, Arthur Conan Doyle) that illuminate the problems. The beauty of fractal patterns and their relation to chaos, as well as the history of chaos, and its uses in the real world and implications for the philosophy of science are all discussed in this Very Short Introduction.

How Quantum Activism Can Save Civilization: A Few People Can Change Human Evolution


Amit Goswami - 2010
    These books have been long on theory and short on application. This work represents something completely different for this genre.In his previous book, God is Not Dead, Goswami proved that not only are science and religion compatible, but that quantum physics proves the existence of God. In this new book, Goswami moves beyond theory into the realm of action. He asserts that quantum thinking is striking the death blow to scientific materialism; that quantum thinking allows us to break from past bad habits and bring us into of free will and possibilities.Beginning with the question: "God is here, so what are you going to do about it?" Goswami calls for a plan of action that involves applying "quantum thinking" to a variety of societal issues. He issues a call for a spiritual economics that is concerned with our well-being rather than only our material needs; democracy that uses power to serve, instead of dominating others; education that liberates rather than shackles; and new healthy practices that restore wholeness.

Think Bayes


Allen B. Downey - 2012
    

Bayesian Data Analysis


Andrew Gelman - 1995
    Its world-class authors provide guidance on all aspects of Bayesian data analysis and include examples of real statistical analyses, based on their own research, that demonstrate how to solve complicated problems. Changes in the new edition include:Stronger focus on MCMC Revision of the computational advice in Part III New chapters on nonlinear models and decision analysis Several additional applied examples from the authors' recent research Additional chapters on current models for Bayesian data analysis such as nonlinear models, generalized linear mixed models, and more Reorganization of chapters 6 and 7 on model checking and data collectionBayesian computation is currently at a stage where there are many reasonable ways to compute any given posterior distribution. However, the best approach is not always clear ahead of time. Reflecting this, the new edition offers a more pluralistic presentation, giving advice on performing computations from many perspectives while making clear the importance of being aware that there are different ways to implement any given iterative simulation computation. The new approach, additional examples, and updated information make Bayesian Data Analysis an excellent introductory text and a reference that working scientists will use throughout their professional life.

Engineering Thermodynamics: A Computer Approach (Si Units Version) (Revised)


R.K. Rajput - 2009
    Pure Substances, The First And Second Laws, Gases, Psychrometrics, The Vapor, Gas And Refrigeration Cycles, Heat Transfer, Compressible Flow, Chemical Reactions, Fuels, And More Are Presented In Detail And Enhanced With Practical Applications. This Version Presents The Material Using SI Units And Has Ample Material On SI Conversion, Steam Tables, And A Mollier Diagram. A CD-ROM, Included With The Print Version Of The Text, Includes A Fully Functional Version Of Quickfield (Widely Used In Industry), As Well As Numerous Demonstrations And Simulations With MATLAB, And Other Third Party Software.

The Eudaemonic Pie


Thomas A. Bass - 1985
    “The result is a veritable pi