Fractional Calculus and Waves in Linear Viscoelasticity (Second Revised Edition) is a self-contained treatment of the mathematical theory of linear (uni-axial) viscoelasticity (constitutive equation a
This self-contained text, suitable for advanced undergraduates, provides an extensive introduction to mathematical analysis, from the fundamentals to more advanced material. It begins with the properties of the real numbers and continues with a rigorous treatment of sequences, series, metric spaces, and calculus in one variable. Further subjects include Lebesgue measure and integration on the line, Fourier analysis, and differential equations. In addition to this core material, the book includes a number of interesting applications of the subject matter to areas both within and outside the field of mathematics. The aim throughout is to strike a balance between being too austere or too sketchy, and being so detailed as to obscure the essential ideas. A large number of examples and 500 exercises allow the reader to test understanding, practise mathematical exposition and provide a window into further topics.
This self-contained work is an introductory presentation of basic ideas, structures, and results of differential and integral calculus for functions of several variables.The wide range of topics cove
This intermediate algebra text was developed in the spirit of the AMATYC standards for problem-solving, modeling, connecting with other disciplines, technology, and calculus reform. Many traditional t
This book systematically introduces the theory of nonlinear analysis, providing an overview of topics such as geometry of Banach spaces, differential calculus in Banach spaces, monotone operators, and
In this text, Diacu (U. of Victoria) reconciles the split between the traditional approach to teaching calculus (and consequently that of differential equations) and a more intuitive one, commonly kno
For more than half a century, stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as
This book gives an introduction to the classical, well-known special functions which play a role in mathematical physics, especially in boundary value problems. Calculus and complex function theory fo
This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Prici
This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No prior background in probability, statistics or numerical analysis is required. Detailed derivations of both the basic asset price model and the Black–Scholes equation are provided along with a presentation of appropriate computational techniques including binomial, finite differences and in particular, variance reduction techniques for the Monte Carlo method. Each chapter comes complete with accompanying stand-alone MATLAB code listing to illustrate a key idea. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data.
This volume presents an introductory course on differential stochastic equations and Malliavin calculus.The material of the book has grown from a series of courses delivered at the Scuola Normale Supe
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises wit
Illustrates how R may be used successfully to solve problems in quantitative financeApplied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset
Political Game Theory is a self-contained introduction to game theory and its applications to political science. The book presents choice theory, social choice theory, static and dynamic games of complete information, static and dynamic games of incomplete information, repeated games, bargaining theory, mechanism design and a mathematical appendix covering, logic, real analysis, calculus and probability theory. The methods employed have many applications in various disciplines including comparative politics, international relations and American politics. Political Game Theory is tailored to students without extensive backgrounds in mathematics, and traditional economics, however there are also many special sections that present technical material that will appeal to more advanced students. A large number of exercises are also provided to practice the skills and techniques discussed.
