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.

Numerical Analysis


Richard L. Burden - 1978
    Explaining how, why, and when the techniques can be expected to work, the Seventh Edition places an even greater emphasis on building readers' intuition to help them understand why the techniques presented work in general, and why, in some situations, they fail. Applied problems from diverse areas, such as engineering and physical, computer, and biological sciences, are provided so readers can understand how numerical methods are used in real-life situations. The Seventh Edition has been updated and now addresses the evolving use of technology, incorporating it whenever appropriate.

Light in the Darkness: Black Holes, the Universe, and Us


Heino Falcke - 2020
    A man of faith ordained in the Protestant tradition, Heino Falcke wrestles with the ways in which black holes force us to confront the boundary where human life ends and the celestial begins. He also ponders why black holes are difficult for most of us to understand—comparing it to our inability to envisage our own inevitable death.Black holes develop in outer space when a massive star dies, and its matter is condensed. That extreme amount of mass contained in a small space generates a gigantic amount of gravitational force, allowing the black hole to suck up everything that comes near, including light. These astronomical wonders are the subject of our greatest scientific and philosophical theorizing—the journey to a black hole would be the journey to the end of time itself. In this way, Falcke regards them as the most exquisite representations of fear, death . . . and, surprisingly, the divine.Empirical and profound, A Light in the Darkness is the first work to examine both the physical nature and spiritual meaning of black holes, those astrophysical mysteries Falcke, calls “the epitome of merciless destruction.”

Student Solutions Manual for Contemporary Abstract Algebra


Joseph A. Gallian - 2009
    Contains complete worked solutions to all regular exercises and computer exercises in the text; additional test questions and their solutions; an online laboratory manual for the computer algebra system GAP, with exercises tied to the book and an instructor answer key; and links on the author's website to true/false questions, flash cards, essays, software downloads, and other abstract algebra-related materials.

Introduction to Classical Mechanics: With Problems and Solutions


David Morin - 2007
    It also explores more advanced topics, such as normal modes, the Lagrangian method, gyroscopic motion, fictitious forces, 4-vectors, and general relativity. It contains more than 250 problems with detailed solutions so students can easily check their understanding of the topic. There are also over 350 unworked exercises which are ideal for homework assignments. Password protected solutions are available to instructors at www.cambridge.org/9780521876223. The vast number of problems alone makes it an ideal supplementary text for all levels of undergraduate physics courses in classical mechanics. Remarks are scattered throughout the text, discussing issues that are often glossed over in other textbooks, and it is thoroughly illustrated with more than 600 figures to help demonstrate key concepts.

Algebra II For Dummies


Mary Jane Sterling - 2004
    To understand algebra is to possess the power to grow your skills and knowledge so you can ace your courses and possibly pursue further study in math. Algebra II For Dummies is the fun and easy way to get a handle on this subject and solve even the trickiest algebra problems. This friendly guide shows you how to get up to speed on exponential functions, laws of logarithms, conic sections, matrices, and other advanced algebra concepts. In no time you'll have the tools you need to:Interpret quadratic functions Find the roots of a polynomial Reason with rational functions Expose exponential and logarithmic functions Cut up conic sections Solve linear and non linear systems of equations Equate inequalities Simplifyy complex numbers Make moves with matrices Sort out sequences and sets This straightforward guide offers plenty of multiplication tricks that only math teachers know. It also profiles special types of numbers, making it easy for you to categorize them and solve any problems without breaking a sweat. When it comes to understanding and working out algebraic equations, Algebra II For Dummies is all you need to succeed!

A Most Incomprehensible Thing: Notes Towards a Very Gentle Introduction to the Mathematics of Relativity


Peter Collier - 2012
    This user-friendly self-study guide is aimed at the general reader who is motivated to tackle that not insignificant challenge. The book is written using straightforward and accessible language, with clear derivations and explanations as well as numerous fully solved problems. For those with minimal mathematical background, the first chapter provides a crash course in foundation mathematics. The reader is then taken gently by the hand and guided through a wide range of fundamental topics, including Newtonian mechanics; the Lorentz transformations; tensor calculus; the Einstein field equations; the Schwarzschild solution (which gives a good approximation of the spacetime of our Solar System); simple black holes and relativistic cosmology. Following the historic 2015 LIGO (Laser Interferometer Gravitational-Wave Observatory) detection, there is now an additional chapter on gravitational waves, ripples in the fabric of spacetime that potentially provide a revolutionary new way to study the universe. Special relativity helps explain a huge range of non-gravitational physical phenomena and has some strangely counter-intuitive consequences. These include time dilation, length contraction, the relativity of simultaneity, mass-energy equivalence and an absolute speed limit. General relativity, the leading theory of gravity, is at the heart of our understanding of cosmology and black holes.Understand even the basics of Einstein's amazing theory and the world will never seem the same again. ContentsPrefaceIntroduction1 Foundation mathematics2 Newtonian mechanics3 Special relativity4 Introducing the manifold5 Scalars, vectors, one-forms and tensors6 More on curvature7 General relativity8 The Newtonian limit9 The Schwarzschild metric10 Schwarzschild black holes11 Cosmology12 Gravitational wavesAppendix: The Riemann curvature tensorBibliographyAcknowledgementsJanuary 2019. This third edition has been revised to make the material even more accessible to the enthusiastic general reader who seeks to understand the mathematics of relativity.

Five Thousand B.C. and Other Philosophical Fantasies


Raymond M. Smullyan - 1983
    ASIN: 0312295170

Math Geek: From Klein Bottles to Chaos Theory, a Guide to the Nerdiest Math Facts, Theorems, and Equations


Raphael Rosen - 2015
    From manhole covers to bubbles to subway maps, each page gives you a glimpse of the world through renowned mathematicians' eyes and reveals how their theorems and equations can be applied to nearly everything you encounter. Covering dozens of your favorite math topics, you'll find fascinating answers to questions like:How are the waiting times for buses determined?Why is Romanesco Broccoli so mesmerizing?How do you divide a cake evenly?Should you run or walk to avoid rain showers?Filled with compelling mathematical explanations, Math Geek sheds light on the incredible world of numbers hidden deep within your day-to-day life.

How Many Socks Make a Pair?: Surprisingly Interesting Everyday Maths


Rob Eastaway - 2008
    Using playing cards, a newspaper, the back of an envelope, a Sudoku, some pennies and of course a pair of socks, Rob Eastaway shows how maths can demonstrate its secret beauties in even the most mundane of everyday objects. Among the many fascinating curiosities in these pages, you will discover the strange link between limericks and rabbits, an apparently 'fair' coin game where the odds are massively in your favour, why tourist boards can't agree on where the centre of Britain is, and how simple paper folding can lead to a Jurassic Park monster. With plenty of ideas you'll want to test out for yourself, this engaging and refreshing look at mathematics is for everyone.

The New York Times Book of Mathematics: More Than 100 Years of Writing by the Numbers


Gina Kolata - 2013
    Big and informative, "The New York Times Book of Mathematics" gathers more than 110 articles written from 1892 to 2010 that cover statistics, coincidences, chaos theory, famous problems, cryptography, computers, and many other topics. Edited by Pulitzer Prize finalist and senior "Times" writer Gina Kolata, and featuring renowned contributors such as James Gleick, William L. Laurence, Malcolm W. Browne, George Johnson, and John Markoff, it's a must-have for any math and science enthusiast!

Amusements in Mathematics


Henry Ernest Dudeney - 1917
    Intriguing, witty, paradoxical productions of one of the world's foremost creators of puzzles.This book was converted from its physical edition to the digital format by a community of volunteers. You may find it for free on the web. Purchase of the Kindle edition includes wireless delivery.

The Einstein Paradox: And Other Science Mysteries Solved By Sherlock Holmes


Colin Bruce - 1997
    Murder on a royal train. Divers dead of heatstroke at the bottom of an icy sea. An epidemic of insanity among the world's top scientists. This is the story of the great paradigm shifts of science, told as never before: in Sherlock Holmes adventures set amid the grandeur and squalor of Victorian London. Holmes, Watson, and other beloved characters created by Arthur Conan Doyle are challenged by mysteries, each of which hinges on a scientific paradox or principle. Colin Bruce has recreated the atmosphere of the original Sherlock Holmes stories to give a truly compulsive read. You won't even realize you've learned something until it's too late!

A Brief History of Mathematical Thought: Key concepts and where they come from


Luke Heaton - 2015
    In A Brief History of Mathematical Thought, Luke Heaton explores how the language of mathematics has evolved over time, enabling new technologies and shaping the way people think. From stone-age rituals to algebra, calculus, and the concept of computation, Heaton shows the enormous influence of mathematics on science, philosophy and the broader human story. The book traces the fascinating history of mathematical practice, focusing on the impact of key conceptual innovations. Its structure of thirteen chapters split between four sections is dictated by a combination of historical and thematic considerations. In the first section, Heaton illuminates the fundamental concept of number. He begins with a speculative and rhetorical account of prehistoric rituals, before describing the practice of mathematics in Ancient Egypt, Babylon and Greece. He then examines the relationship between counting and the continuum of measurement, and explains how the rise of algebra has dramatically transformed our world. In the second section, he explores the origins of calculus and the conceptual shift that accompanied the birth of non-Euclidean geometries. In the third section, he examines the concept of the infinite and the fundamentals of formal logic. Finally, in section four, he considers the limits of formal proof, and the critical role of mathematics in our ongoing attempts to comprehend the world around us. The story of mathematics is fascinating in its own right, but Heaton does more than simply outline a history of mathematical ideas. More importantly, he shows clearly how the history and philosophy of maths provides an invaluable perspective on human nature.

The Irrationals - A Story of the Numbers You Can′t Count On


Julian Havil - 2012
    In The Irrationals , the first popular and comprehensive book on the subject, Julian Havil tells the story of irrational numbers and the mathematicians who have tackled their challenges, from antiquity to the twenty-first century. Along the way, he explains why irrational numbers are surprisingly difficult to define--and why so many questions still surround them. That definition seems so simple: they are numbers that cannot be expressed as a ratio of two integers, or that have decimal expansions that are neither infinite nor recurring. But, as The Irrationals shows, these are the real "complex" numbers, and they have an equally complex and intriguing history, from Euclid's famous proof that the square root of 2 is irrational to Roger Apry's proof of the irrationality of a number called Zeta(3), one of the greatest results of the twentieth century. In between, Havil explains other important results, such as the irrationality of e and pi. He also discusses the distinction between "ordinary" irrationals and transcendentals, as well as the appealing question of whether the decimal expansion of irrationals is "random". Fascinating and illuminating, this is a book for everyone who loves math and the history behind it.