Methods of Mathematical Finance (Stochastic Modelling and Applied Probability)

Methods of Mathematical Finance (Stochastic Modelling and Applied Probability)

Methods of Mathematical Finance (Stochastic Modelling and Applied Probability) by Ioannis Karatzas
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.

The Concepts and Practice of Mathematical Finance (repost)

The Concepts and Practice of Mathematical Finance (repost)

The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) by Mark S. Joshi
English | 2008 | ISBN: 0521514088 | 538 pages | PDF | 6,6 MB

Interior Point Methods of Mathematical Programming

Interior Point Methods of Mathematical Programming

Interior Point Methods of Mathematical Programming By Benjamin Jansen, Cornelis Roos, Tamás Terlaky (auth.), Tamás Terlaky (eds.)
1996 | 530 Pages | ISBN: 1461334519 | PDF | 15 MB

Methods of Mathematical Economics: Linear and Nonlinear Programming, Fixed-Point Theorems

Methods of Mathematical Economics: Linear and Nonlinear Programming, Fixed-Point Theorems

Joel Franklin - Methods of Mathematical Economics: Linear and Nonlinear Programming, Fixed-Point Theorems
Published: 1980-04-08 | ISBN: 0387904816, 3540904816, 146139449X | PDF | 300 pages | 6.37 MB

Methods of Mathematical Modelling: Continuous Systems and Differential Equations (Repost)

Methods of Mathematical Modelling: Continuous Systems and Differential Equations (Repost)

Thomas Witelski, Mark Bowen, "Methods of Mathematical Modelling: Continuous Systems and Differential Equations"
2015 | pages: 309 | ISBN: 3319230417 | PDF | 5,3 mb

The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) (repost)

The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) (repost)

The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) by Mark S. Joshi
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.

The Concepts and Practice of Mathematical Finance (repost)

The Concepts and Practice of Mathematical Finance (repost)

The Concepts and Practice of Mathematical Finance
by Mark S. Joshi
English | 2004 | ISBN: 0521823552 | 492 pages | PDF | 11.31 MB

Methods of Mathematical Economics: Linear and Nonlinear Programming, Fixed-Point Theorems (repost)

Methods of Mathematical Economics: Linear and Nonlinear Programming, Fixed-Point Theorems (repost)

Methods of Mathematical Economics: Linear and Nonlinear Programming, Fixed-Point Theorems
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.

Aspects of Mathematical Finance

Aspects of Mathematical Finance

M. Yor, P. Barrieu, N. El Karoui, H. Föllmer, H. Geman, E. Gobet, D. Lamberton, G. Pagès, W. Schachermayer, Marc Yor, K. Qechar
“Aspects of Mathematical Finance "

Springer | 2008-03 | ISBN:3540752587 | PDF | 80 pages | 1,1 Mb

The Concepts and Practice of Mathematical Finance

The Concepts and Practice of Mathematical Finance

Mark S. Joshi, "The Concepts and Practice of Mathematical Finance"
Cambridge University Press | 2004 | ISBN: 0521823552 | 492 pages | PDF | 2,7 MB

The Concepts and Practice of Mathematical Finance (repost)

The Concepts and Practice of Mathematical Finance (repost)

Mark S. Joshi, "The Concepts and Practice of Mathematical Finance"
C…ge U..ty Pr..s | 2008 | ISBN: 0521514088 | 538 pages | PDF | 2,2 MB

Aspects of Mathematical Finance (Repost)

Aspects of Mathematical Finance (Repost)

Marc Yor, K. Qechar, "Aspects of Mathematical Finance"
2008 | pages: 83 | ISBN: 3540752587 | PDF | 1,3 mb

Methods of Mathematical Modelling

Methods of Mathematical Modelling

Methods of Mathematical Modelling: Continuous Systems and Differential Equations
Springer | Mathematics | October 18, 2015 | ISBN-10: 3319230417 | 305 pages | pdf | 5.3 mb

by Thomas Witelski (Author), Mark Bowen (Author)
Provides a self-contained and accessible introduction to mathematical modelling using ordinary and partial differential equations
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

Methods of Mathematical Physics, volume 1 and 2

Methods of Mathematical Physics, volume 1 and 2

Methods of Mathematical Physics, volume 1 and 2
by Richard Courant, D. Hilbert
English | 1989 | ISBN: 0471504475, 0471504394 | 560 + 856 pages | PDF | 14.52 MB

Fundamental Methods of Mathematical Economics (Repost)

Fundamental Methods of Mathematical Economics (Repost)

Fundamental Methods of Mathematical Economics
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.

Fundamental Methods of Mathematical Economics (repost)

Fundamental Methods of Mathematical Economics (repost)

Fundamental Methods of Mathematical Economics by Kevin Wainwright
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.

Fundamental Methods of Mathematical Economics (Repost)

Fundamental Methods of Mathematical Economics (Repost)

Fundamental Methods of Mathematical Economics by Kevin Wainwright Professor,‎ Alpha C Chiang
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 …

Fundamental Methods of Mathematical Economics

Fundamental Methods of Mathematical Economics

Alpha C. Chiang, Kevin Wainwright, "Fundamental Methods of Mathematical Economics"
McGraw Hill Higher Education | 2005 | ISBN: 0071238239 | 668 pages | PDF | 12,7 MB

Geometrical Methods of Mathematical Physics

Geometrical Methods of Mathematical Physics

Bernard F. Schutz, "Geometrical Methods of Mathematical Physics"
1980 | ISBN-10: 0521232716 | 264 pages | Djvu | 3 MB

Methods of Mathematical Physics, Vol. 2

Methods of Mathematical Physics, Vol. 2

Methods of Mathematical Physics, Vol. 2
Wiley-VCH; Volume 2 edition | ISBN: 0471504394 | 856 pages | PDF | January 4, 1989 | English | 17 Mb