This book gives an introduction to the finite element method as a general computational method for solving partial differential equations approximately. Our approach is mathematical in nature with a strong focus on the underlying mathematical principles, such as approximation properties of piecewise polynomial spaces, and variational...

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 timely book, A Matrix Handbook for Statisticians, provides a comprehensive, encyclopedic treatment of matrices as they relate to both statistical concepts and methodologies. Written by an experienced authority on matrices and...

Differential equations first appeared in the late seventeenth century in the work of Isaac Newton, Gottfried Wilhelm Leibniz, and the Bernoulli brothers, Jakob and Johann. They occurred as a natural consequence of the efforts of these great scientists to apply the new ideas of the calculus to certain problems in mechanics, such as the paths of...

Most nonlinear differential equations arising in natural sciences admit chaotic behaviour and cannot be solved analytically. Integrable systems lie on the other extreme. They possess regular, stable, and well behaved solutions known as solitons and instantons. These solutions play important roles in pure and applied mathematics as well as in...

Excel has become an important and nearly ubiquitous classroom and office resource for students and practitioners who are faced with solving statistical problems on an everyday basis. Despite this, there has yet to emerge a truly practical, “how-do-I-do-it” manual that teaches the various applications and...