Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and...

This concise, self-contained textbook gives an in-depth look at problem-solving from a mathematician’s point-of-view. Each chapter builds off the previous one, while introducing a variety of methods that could be used when approaching any given problem. Creative thinking is the key to solving mathematical problems, and this book...

This market-leading text provides a comprehensive introduction to probability and statistics for engineering students in all specialties. Proven, accurate, and lauded for its excellent examples, Probability and Statistics for Engineering and the Sciences evidences Jay Devore's reputation as an outstanding author and leader in the...

This monograph takes as starting point that abstract quantum stochastic processes can be understood as a quantum field theory in one space and in one time coordinate. As a result it is appropriate to represent operators as power series of creation and annihilation operators in normal-ordered form, which can be achieved using classical measure...

This book combines theory, applications, and numerical methods, and covers each of these fields with the same weight. In order to make the book accessible to mathematicians, physicists, and engineers alike, the author has made it as self-contained as possible, requiring only a solid foundation in differential and integral calculus. The...

This book aims to explain to the readers the basic idea of the general equilibrium theory, which forms the core of the current mainstream economics called neoclassical school. To understand this theory is absolutely necessary, either to study further or to criticize the contemporary economic theories. The author not only explains traditional...

Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools...

MATLAB is a high-level language and environment for numerical computation, visualization, and programming. Using MATLAB, you can analyze data, develop algorithms, and create models and applications. The language, tools, and built-in math functions enable you to explore multiple approaches and reach a solution faster than with spreadsheets or...

The book explores how build a mechanical inferences by making use of arithmetic operations on a string of numbers representing statements. In this way logic is reduced to a branch of the combinatory calculus. It covers the field of traditional logic by showing that any kind of inference can be mechanically reduced to three-variables and...

Noted for its integration of real-world data and case studies, this guide offers sound coverage of the theoretical aspects of mathematical statistics. It demonstrates how and when to use statistical methods, while reinforcing the calculus that readers have already mastered. Presents standard statistical techniques in a mathematical context,...

The Kronecker product of matrices plays a central role in mathematics and in applications found in engineering and theoretical physics. These applications are signal processing, statistical physics, quantum groups and quantum computers. This text provides a comprehensive introduction to the Kronecker product of matrices together with its...