Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book...

This new, expanded textbook describes all phases of a modern compiler: lexical analysis, parsing, abstract syntax, semantic actions, intermediate representations, instruction selection via tree matching, dataflow analysis, graph-coloring register allocation, and runtime systems. It includes good coverage of current techniques in code...

Suitable for senior undergraduates and beginning graduate students in mathematics, this book is an introduction to algebraic number theory at an elementary level. Prerequisites are kept to a minimum, and numerous examples illustrating the material occur throughout the text. References to suggested readings and to the biographies of...

Mathematical Explorations with MATLAB examines the mathematics most frequently encountered in first-year university courses. A key feature of the book is its use of MATLAB, a popular and powerful software package. The book's emphasis is on understanding and investigating the mathematics by putting the mathematical tools into practice in a...

This thesis is concerned with the design of efficient algorithms for listing combinatorial structures. The research described here gives some answers to the following questions: which families of combinatorial structures have fast computer algorithms for listing their members, What general methods are useful for listing combinatorial...

Permutation group algorithms are indispensable in the proofs of many deep results, including the construction and study of sporadic finite simple groups. This work describes the theory behind permutation group algorithms, up to the most recent developments based on the classification of finite simple groups. Rigorous complexity estimates,...

Data Analysis Using Regression and Multilevel/Hierarchical Models is a comprehensive manual for the applied researcher who wants to perform data analysis using linear and nonlinear regression and multilevel models. The book introduces a wide variety of models, whilst at the same time instructing the reader in how to fit these models using...