English | Oct. 14, 2016 | ISBN: 0387948392 | 432 Pages | PDF | 2 MB

This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets, within the context of Brownian-motion-driven asset prices.

English | 2008 | ISBN: 0521514088 | 538 pages | PDF | 6,6 MB

An ideal introduction for those starting out as practitioners of mathematical finance, this book provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Strengths and weaknesses of different models, e.g. Black-Scholes, stochastic volatility, jump-diffusion and variance gamma, are examined.

Society for Industrial Mathematics | January 15, 2002 | ISBN-10: 0898715091 | 297 pages | PDF | 1.6 Mb

Many advances have taken place in the field of combinatorial algorithms since Methods of Mathematical Economics first appeared two decades ago. Despite these advances and the development of new computing methods, several basic theories and methods remain important today for understanding mathematical programming and fixed-point theorems.

Springer | Mathematics | October 18, 2015 | ISBN-10: 3319230417 | 305 pages | pdf | 5.3 mb

by Thomas Witelski (Author), Mark Bowen (Author)

Presents key approaches for formulating models and solution techniques via asymptotic analysis

Includes many challenging exercises and connections to classic models in applied mathematics including the Burgers equation, the Korteweg de Vries equation, Euler-Lagrange equations, pattern formation via Turing instabilities

Demonstrates a variety of solution techniques including boundary layer theory, self-similar solutions, fast/slow dynamical systems, and multiple scale analysis

Publisher: McGraw-Hill/Irwin | ISBN: 0070109109, 0071238239 | edition 2004 | PDF | 708 pages | 12,7 mb

It has been 20 years since the last edition of this classic text. Kevin Wainwright, a long time user of the text (British Columbia University and Simon Fraser University), has executed the perfect revision—-he has updated examples, applications and theory without changing the elegant, precise presentation style of Alpha Chiang. Readers will find the wait was worthwhile.

English | ISBN: 0070109109 | edition 2004 | PDF | 676 pages | 14,1 mb

It has been 20 years since the last edition of this classic text. Kevin Wainwright, a long time user of the text (British Columbia University and Simon Fraser University), has executed the perfect revision—-he has updated examples, applications and theory without changing the elegant, precise presentation style of Alpha Chiang. Readers will find the wait was worthwhile.

Language: English | 2004 | ISBN: 0070109109 | 704 pages | PDF (scan) | 14,1 MB

It has been 20 years since the last edition of this classic text. Kevin Wainwright, a long time user of the text (British Columbia University and Simon Fraser University), has executed the …