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.

Elements of Chemical Reaction Engineering


H. Scott Fogler - 1986
    Clear, concise, and superbly organized, it integrates text, visuals, and computer simulations to help readers solve even the most challenging problems through reasoning, rather than by memorizing equations.

Group Theory in the Bedroom, and Other Mathematical Diversions


Brian Hayes - 2008
    (The also-rans that year included Tom Wolfe, Verlyn Klinkenborg, and Oliver Sacks.) Hayes's work in this genre has also appeared in such anthologies as The Best American Magazine Writing, The Best American Science and Nature Writing, and The Norton Reader. Here he offers us a selection of his most memorable and accessible pieces--including "Clock of Ages"--embellishing them with an overall, scene-setting preface, reconfigured illustrations, and a refreshingly self-critical "Afterthoughts" section appended to each essay.

Introduction to Graph Theory


Richard J. Trudeau - 1994
    This book leads the reader from simple graphs through planar graphs, Euler's formula, Platonic graphs, coloring, the genus of a graph, Euler walks, Hamilton walks, more. Includes exercises. 1976 edition.

CRC Handbook of Chemistry and Physics


David R. Lide - 1984
    This edition contains NEW tables on Properties of Ionic Liquids, Solubilities of Hydrocarbons in Sea Water, Solubility of Organic Compounds in Superheated Water, and Nutritive Value of Foods. It also updates many tables including Critical Constants, Heats of Vaporization, Aqueous Solubility of Organic Compounds, Vapor Pressure of Mercury, Scientific Abbreviations and Symbols, and Bond Dissociation Energies. The 88th Edition also presents a new Foreword written by Dr. Harold Kroto, a 1996 Nobel Laureate in Chemistry.

Introduction to Solid State Physics


Charles Kittel - 1962
    The author's goal from the beginning has been to write a book that is accessible to undergraduate and consistently teachable. The emphasis in the book has always been on physics rather than formal mathematics. With each new edition, the author has attempted to add important new developments in the field without sacrificing the book's accessibility and teachability.

Introductory Linear Algebra: An Applied First Course


Bernard Kolman - 1988
    Calculus is not a prerequisite, although examples and exercises using very basic calculus are included (labeled Calculus Required.) The most technology-friendly text on the market, Introductory Linear Algebra is also the most flexible. By omitting certain sections, instructors can cover the essentials of linear algebra (including eigenvalues and eigenvectors), to show how the computer is used, and to introduce applications of linear algebra in a one-semester course.

Introduction to Algebra


Richard Rusczyk - 2007
    Topics covered in the book include linear equations, ratios, quadratic equations, special factorizations, complex numbers, graphing linear and quadratic equations, linear and quadratic inequalities, functions, polynomials, exponents and logarithms, absolute value, sequences and series, and much more!The text is structured to inspire the reader to explore and develop new ideas. Each section starts with problems, giving the student a chance to solve them without help before proceeding. The text then includes solutions to these problems, through which algebraic techniques are taught. Important facts and powerful problem solving approaches are highlighted throughout the text. In addition to the instructional material, the book contains well over 1000 problems.This book can serve as a complete Algebra I course, and also includes many concepts covered in Algebra II. Middle school students preparing for MATHCOUNTS, high school students preparing for the AMC, and other students seeking to master the fundamentals of algebra will find this book an instrumental part of their mathematics libraries.656About the author: Richard Rusczyk is a co-author of Art of Problem Solving, Volumes 1 and 2, the author of Art of Problem Solving's Introduction to Geometry. He was a national MATHCOUNTS participant, a USA Math Olympiad winner, and is currently director of the USA Mathematical Talent Search.

Mathematics: Its Content, Methods and Meaning


A.D. Aleksandrov - 1963
    . . Nothing less than a major contribution to the scientific culture of this world." — The New York Times Book ReviewThis major survey of mathematics, featuring the work of 18 outstanding Russian mathematicians and including material on both elementary and advanced levels, encompasses 20 prime subject areas in mathematics in terms of their simple origins and their subsequent sophisticated developement. As Professor Morris Kline of New York University noted, "This unique work presents the amazing panorama of mathematics proper. It is the best answer in print to what mathematics contains both on the elementary and advanced levels."Beginning with an overview and analysis of mathematics, the first of three major divisions of the book progresses to an exploration of analytic geometry, algebra, and ordinary differential equations. The second part introduces partial differential equations, along with theories of curves and surfaces, the calculus of variations, and functions of a complex variable. It furthur examines prime numbers, the theory of probability, approximations, and the role of computers in mathematics. The theory of functions of a real variable opens the final section, followed by discussions of linear algebra and nonEuclidian geometry, topology, functional analysis, and groups and other algebraic systems.Thorough, coherent explanations of each topic are further augumented by numerous illustrative figures, and every chapter concludes with a suggested reading list. Formerly issued as a three-volume set, this mathematical masterpiece is now available in a convenient and modestly priced one-volume edition, perfect for study or reference."This is a masterful English translation of a stupendous and formidable mathematical masterpiece . . ." — Social Science

Mathematical Methods for Physics and Engineering: A Comprehensive Guide


K.F. Riley - 1998
    As well as lucid descriptions of all the topics and many worked examples, it contains over 800 exercises. New stand-alone chapters give a systematic account of the 'special functions' of physical science, cover an extended range of practical applications of complex variables, and give an introduction to quantum operators. Further tabulations, of relevance in statistics and numerical integration, have been added. In this edition, half of the exercises are provided with hints and answers and, in a separate manual available to both students and their teachers, complete worked solutions. The remaining exercises have no hints, answers or worked solutions and can be used for unaided homework; full solutions are available to instructors on a password-protected web site, www.cambridge.org/9780521679718.

Artificial Intelligence: A Modern Approach


Stuart Russell - 1994
    The long-anticipated revision of this best-selling text offers the most comprehensive, up-to-date introduction to the theory and practice of artificial intelligence. *NEW-Nontechnical learning material-Accompanies each part of the book. *NEW-The Internet as a sample application for intelligent systems-Added in several places including logical agents, planning, and natural language. *NEW-Increased coverage of material - Includes expanded coverage of: default reasoning and truth maintenance systems, including multi-agent/distributed AI and game theory; probabilistic approaches to learning including EM; more detailed descriptions of probabilistic inference algorithms. *NEW-Updated and expanded exercises-75% of the exercises are revised, with 100 new exercises. *NEW-On-line Java software. *Makes it easy for students to do projects on the web using intelligent agents. *A unified, agent-based approach to AI-Organizes the material around the task of building intelligent agents. *Comprehensive, up-to-date coverage-Includes a unified view of the field organized around the rational decision making pa

Mathematical Methods in the Physical Sciences


Mary L. Boas - 1967
    Intuition and computational abilities are stressed. Original material on DE and multiple integrals has been expanded.

Concepts of Modern Mathematics


Ian Stewart - 1975
    Based on the abstract, general style of mathematical exposition favored by research mathematicians, its goal was to teach students not just to manipulate numbers and formulas, but to grasp the underlying mathematical concepts. The result, at least at first, was a great deal of confusion among teachers, students, and parents. Since then, the negative aspects of "new math" have been eliminated and its positive elements assimilated into classroom instruction.In this charming volume, a noted English mathematician uses humor and anecdote to illuminate the concepts underlying "new math": groups, sets, subsets, topology, Boolean algebra, and more. According to Professor Stewart, an understanding of these concepts offers the best route to grasping the true nature of mathematics, in particular the power, beauty, and utility of pure mathematics. No advanced mathematical background is needed (a smattering of algebra, geometry, and trigonometry is helpful) to follow the author's lucid and thought-provoking discussions of such topics as functions, symmetry, axiomatics, counting, topology, hyperspace, linear algebra, real analysis, probability, computers, applications of modern mathematics, and much more.By the time readers have finished this book, they'll have a much clearer grasp of how modern mathematicians look at figures, functions, and formulas and how a firm grasp of the ideas underlying "new math" leads toward a genuine comprehension of the nature of mathematics itself.

Discrete Mathematics


Richard Johnsonbaugh - 1984
    Focused on helping students understand and construct proofs and expanding their mathematical maturity, this best-selling text is an accessible introduction to discrete mathematics. Johnsonbaugh's algorithmic approach emphasizes problem-solving techniques. The Seventh Edition reflects user and reviewer feedback on both content and organization.

Mathematical Mysteries: The Beauty and Magic of Numbers


Calvin C. Clawson - 1996
    This recreational math book takes the reader on a fantastic voyage into the world of natural numbers. From the earliest discoveries of the ancient Greeks to various fundamental characteristics of the natural number sequence, Clawson explains fascinating mathematical mysteries in clear and easy prose. He delves into the heart of number theory to see and understand the exquisite relationships among natural numbers, and ends by exploring the ultimate mystery of mathematics: the Riemann hypothesis, which says that through a point in a plane, no line can be drawn parallel to a given line.While a professional mathematician's treatment of number theory involves the most sophisticated analytical tools, its basic ideas are surprisingly easy to comprehend. By concentrating on the meaning behind various equations and proofs and avoiding technical refinements, Mathematical Mysteries lets the common reader catch a glimpse of this wonderful and exotic world.