A Geometric Approach to Differential Forms
The modern subject of differential forms subsumes classical vector calculus. This text presents differential forms from a geometric perspective accessible at the undergraduate level. The book begins with basic concepts such as partial differentiation and multiple integration and gently develops the entire machinery of differential forms. Each new concept is presented with a natural picture that students can easily grasp. Algebraic properties then follow. This facilitates the development of differential forms without assuming a background in linear algebra. Throughout the text, emphasis is placed on applications in 3 dimensions, but all definitions are given so as to be easily generalized to higher dimensions. A centerpiece of the text is the generalized Stokes' theorem. Although this theorem implies all of the classical integral theorems of vector calculus, it is far easier for students to both comprehend and remember.
A Benchmark Approach to Quantitative Finance
The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for a wide audience that includes quantitative analysts, postgraduate students and practitioners in finance, economics and insurance. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantitative finance for readers that have a reasonable mathematical or quantitative background. Finally, the book should stimulate interest in the benchmark approach by describing some of its power and wide applicability.

