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Author: Seán Dineen
Publisher: American Mathematical Soc.
ISBN: 0821894900
Category : Mathematics
Languages : en
Pages : 323
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Book Description
The use of the Black-Scholes model and formula is pervasive in financial markets. There are very few undergraduate textbooks available on the subject and, until now, almost none written by mathematicians. Based on a course given by the author, the goal of
Author: Seán Dineen
Publisher: American Mathematical Soc.
ISBN: 0821894900
Category : Mathematics
Languages : en
Pages : 323
Get Book
Book Description
The use of the Black-Scholes model and formula is pervasive in financial markets. There are very few undergraduate textbooks available on the subject and, until now, almost none written by mathematicians. Based on a course given by the author, the goal of
Author: Pamela E. Harris
Publisher: American Mathematical Soc.
ISBN: 1470466570
Category : Education
Languages : en
Pages : 286
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Book Description
Testimonios brings together first-person narratives from the vibrant, diverse, and complex Latinx and Hispanic mathematical community. Starting with childhood and family, the authors recount their own individual stories, highlighting their upbringing, education, and career paths. Their particular stories, told in their own voices, from their own perspectives, give visibility to some of the experiences of Latinx/Hispanic mathematicians. Testimonios seeks to inspire the next generation of Latinx and Hispanic mathematicians by featuring the stories of people like them, holding a mirror up to our own community. It also aims to provide a window for mathematicians (and aspiring mathematicians) from all ethnicities, with the hope of inspiring a better understanding of the diversity of the mathematical community.
Author: Srinivasa Ramanujan Aiyangar
Publisher: American Mathematical Soc.
ISBN: 9780821891254
Category : Mathematics
Languages : en
Pages : 366
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Book Description
The letters that Ramanujan wrote to G. H. Hardy on January 16 and February 27, 1913, are two of the most famous letters in the history of mathematics. These and other letters introduced Ramanujan and his remarkable theorems to the world and stimulated much research, especially in the 1920s and 1930s. This book brings together many letters to, from, and about Ramanujan. The letters came from the National Archives in Delhi, the Archives in the State of Tamil Nadu, and a variety of other sources. Helping to orient the reader is the extensive commentary, both mathematical and cultural, by Berndt and Rankin; in particular, they discuss in detail the history, up to the present day, of each mathematical result in the letters. Containing many letters that have never been published before, this book will appeal to those interested in Ramanujan's mathematics as well as those wanting to learn more about the personal side of his life. Ramanujan: Letters and Commentary was selected for the CHOICE list of Outstanding Academic Books for 1996.
Author: Joseph M. Moran
Publisher:
ISBN: 9781878220745
Category : Atmospheric physics
Languages : en
Pages : 573
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Book Description
Author: Ken Kundert
Publisher: Springer Science & Business Media
ISBN: 140208045X
Category : Technology & Engineering
Languages : en
Pages : 281
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Book Description
The Verilog Hardware Description Language (Verilog-HDL) has long been the most popular language for describing complex digital hardware. It started life as a prop- etary language but was donated by Cadence Design Systems to the design community to serve as the basis of an open standard. That standard was formalized in 1995 by the IEEE in standard 1364-1995. About that same time a group named Analog Verilog International formed with the intent of proposing extensions to Verilog to support analog and mixed-signal simulation. The first fruits of the labor of that group became available in 1996 when the language definition of Verilog-A was released. Verilog-A was not intended to work directly with Verilog-HDL. Rather it was a language with Similar syntax and related semantics that was intended to model analog systems and be compatible with SPICE-class circuit simulation engines. The first implementation of Verilog-A soon followed: a version from Cadence that ran on their Spectre circuit simulator. As more implementations of Verilog-A became available, the group defining the a- log and mixed-signal extensions to Verilog continued their work, releasing the defi- tion of Verilog-AMS in 2000. Verilog-AMS combines both Verilog-HDL and Verilog-A, and adds additional mixed-signal constructs, providing a hardware description language suitable for analog, digital, and mixed-signal systems. Again, Cadence was first to release an implementation of this new language, in a product named AMS Designer that combines their Verilog and Spectre simulation engines.
Author: Elliott H. Lieb
Publisher: American Mathematical Soc.
ISBN: 0821827839
Category : Analysis
Languages : en
Pages : 378
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Book Description
This course in real analysis begins with the usual measure theory, then brings the reader quickly to a level where a wider than usual range of topics can be appreciated. Topics covered include Lp- spaces, rearrangement inequalities, sharp integral inequalities, distribution theory, Fourier analysis, potential theory, and Sobolev spaces. To illustrate these topics, there is a chapter on the calculus of variations, with examples from mathematical physics, as well as a chapter on eigenvalue problems (new to this edition). For graduate students of mathematics, and for students of the natural sciences and engineering who want to learn tools of real analysis. Assumes a previous course in calculus. Lieb is affiliated with Princeton University. Loss is affiliated with Georgia Institute of Technology. c. Book News Inc.
Author: Randall Pruim
Publisher: American Mathematical Soc.
ISBN: 1470428482
Category : Mathematical statistics
Languages : en
Pages : 820
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Book Description
Foundations and Applications of Statistics simultaneously emphasizes both the foundational and the computational aspects of modern statistics. Engaging and accessible, this book is useful to undergraduate students with a wide range of backgrounds and career goals. The exposition immediately begins with statistics, presenting concepts and results from probability along the way. Hypothesis testing is introduced very early, and the motivation for several probability distributions comes from p-value computations. Pruim develops the students' practical statistical reasoning through explicit examples and through numerical and graphical summaries of data that allow intuitive inferences before introducing the formal machinery. The topics have been selected to reflect the current practice in statistics, where computation is an indispensible tool. In this vein, the statistical computing environment R is used throughout the text and is integral to the exposition. Attention is paid to developing students' mathematical and computational skills as well as their statistical reasoning. Linear models, such as regression and ANOVA, are treated with explicit reference to the underlying linear algebra, which is motivated geometrically. Foundations and Applications of Statistics discusses both the mathematical theory underlying statistics and practical applications that make it a powerful tool across disciplines. The book contains ample material for a two-semester course in undergraduate probability and statistics. A one-semester course based on the book will cover hypothesis testing and confidence intervals for the most common situations. In the second edition, the R code has been updated throughout to take advantage of new R packages and to illustrate better coding style. New sections have been added covering bootstrap methods, multinomial and multivariate normal distributions, the delta method, numerical methods for Bayesian inference, and nonlinear least squares. Also, the use of matrix algebra has been expanded, but remains optional, providing instructors with more options regarding the amount of linear algebra required.
Author: Dimitris Koukoulopoulos
Publisher: American Mathematical Soc.
ISBN: 1470447541
Category : Education
Languages : en
Pages : 356
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Book Description
Prime numbers have fascinated mathematicians since the time of Euclid. This book presents some of our best tools to capture the properties of these fundamental objects, beginning with the most basic notions of asymptotic estimates and arriving at the forefront of mathematical research. Detailed proofs of the recent spectacular advances on small and large gaps between primes are made accessible for the first time in textbook form. Some other highlights include an introduction to probabilistic methods, a detailed study of sieves, and elements of the theory of pretentious multiplicative functions leading to a proof of Linnik's theorem. Throughout, the emphasis has been placed on explaining the main ideas rather than the most general results available. As a result, several methods are presented in terms of concrete examples that simplify technical details, and theorems are stated in a form that facilitates the understanding of their proof at the cost of sacrificing some generality. Each chapter concludes with numerous exercises of various levels of difficulty aimed to exemplify the material, as well as to expose the readers to more advanced topics and point them to further reading sources.
Author: Theo Bühler
Publisher: American Mathematical Soc.
ISBN: 147044190X
Category : Functional analysis
Languages : en
Pages : 466
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Book Description
It begins in Chapter 1 with an introduction to the necessary foundations, including the Arzelà–Ascoli theorem, elementary Hilbert space theory, and the Baire Category Theorem. Chapter 2 develops the three fundamental principles of functional analysis (uniform boundedness, open mapping theorem, Hahn–Banach theorem) and discusses reflexive spaces and the James space. Chapter 3 introduces the weak and weak topologies and includes the theorems of Banach–Alaoglu, Banach–Dieudonné, Eberlein–Šmulyan, Kre&ibreve;n–Milman, as well as an introduction to topological vector spaces and applications to ergodic theory. Chapter 4 is devoted to Fredholm theory. It includes an introduction to the dual operator and to compact operators, and it establishes the closed image theorem. Chapter 5 deals with the spectral theory of bounded linear operators. It introduces complex Banach and Hilbert spaces, the continuous functional calculus for self-adjoint and normal operators, the Gelfand spectrum, spectral measures, cyclic vectors, and the spectral theorem. Chapter 6 introduces unbounded operators and their duals. It establishes the closed image theorem in this setting and extends the functional calculus and spectral measure to unbounded self-adjoint operators on Hilbert spaces. Chapter 7 gives an introduction to strongly continuous semigroups and their infinitesimal generators. It includes foundational results about the dual semigroup and analytic semigroups, an exposition of measurable functions with values in a Banach space, and a discussion of solutions to the inhomogeneous equation and their regularity properties. The appendix establishes the equivalence of the Lemma of Zorn and the Axiom of Choice, and it contains a proof of Tychonoff's theorem. With 10 to 20 elaborate exercises at the end of each chapter, this book can be used as a text for a one-or-two-semester course on functional analysis for beginning graduate students. Prerequisites are first-year analysis and linear algebra, as well as some foundational material from the second-year courses on point set topology, complex analysis in one variable, and measure and integration.
Author: Davar Khoshnevisan
Publisher: American Mathematical Soc.
ISBN: 0821842153
Category : Mathematics
Languages : en
Pages : 242
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Book Description
This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.
