Martingales and financial mathematics in discrete time
This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple examples and exercises, for which complete solutions are provided. Particular attention is paid to the Cox, Ross and Rubinstein model in discrete time.
Advances in mathematical economics ; Vol. 9
A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers.
Advances in mathematical economics ; Vol. 8
The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers.
Advances in mathematical economics ; Vol. 11
A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers.
Advances in mathematical economics ; Vol. 10
The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers.
Mathematical Foundation of Geodesy : Selected Papers of Torben Krarup
This volume contains selected papers by Torben Krarup, one of the most important geodesists of the 20th century. His writings are mathematically well founded and scientifically relevant. In this impressive collection of papers he demonstrates his rare innovative ability to present significant topics and concepts. Modern students of geodesy can learn a lot from his selection of mathematical tools for solving actual problems. The collection contains the famous booklet "A Contribution to the Mathematical Foundation of Physical Geodesy" from 1969, the unpublished "Molodenskij letters" from 1973, the final version of "Integrated Geodesy" from 1978, "Foundation of a Theory of Elasticity for Geodetic Networks" from 1974, as well as numerous trend setting papers on the theory of adjustment.
Mathematical Analysis I
The purpose of the volume is to provide a support for a first course in Mathematical Analysis, along the lines of the recent Programme Specifications for mathematical teaching in European universities. The contents are organised to appeal especially to Engineering, Physics and Computer Science students, all areas in which mathematical tools play a crucial role. Basic notions and methods of differential and integral calculus for functions of one real variable are presented in a manner that elicits critical reading and prompts a hands-on approach to concrete applications. The layout has a specifically-designed modular nature, allowing the instructor to make flexible didactical choices when planning an introductory lecture course. The book may in fact be employed at three levels of depth. At the elementary level the student is supposed to grasp the very essential ideas and familiarise with the corresponding key techniques.
Binomial models in finance
This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who wish to understand and apply financial models in the spreadsheet computing environment.The basic building block is the one-step binomial model where a known price today can take one of two possible values at the next time. In this simple situation, risk neutral pricing can be defined and the model can be applied to price forward contracts, exchange rate contracts, and interest rate derivatives.
An Introduction to Navier-Stokes Equation and Oceanography
The Introduction to Navier-Stokes Equation and Oceanography corresponds to a graduate course in mathematics, taught at Carnegie Mellon University in the spring of 1999. Comments were added to the lecture notes distributed to the students, as well as short biographical information for all scientists mentioned in the text, the purpose being to show that the creation of scientific knowledge is an international enterprise, and who contributed to it, from where, and when. The goal of the course is to teach a critical point of view concerning the partial differential equations of continuum mechanics, and to show the need for developing new adapted mathematical tools.
An Introduction to Mathematical Cryptography
This self-contained introduction to modern cryptography emphasizes the mathematics behind the theory of public key cryptosystems and digital signature schemes. The book focuses on these key topics while developing the mathematical tools needed for the construction and security analysis of diverse cryptosystems. Only basic linear algebra is required of the reader; techniques from algebra, number theory, and probability are introduced and developed as required.









