Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes arbitrage pricing of options and other derivative ...
This book of problems has been designed to accompany an undergraduate course in probability. The only prerequisite is basic algebra and calculus. Each chapter is divided into three parts: Problems, Hints, and Solutions. To make the book self-contained all problem sections include expository material. Definitions and statements of important results ...
"Measure, Integral and Probability" is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this ...
This book is an exposition of a new approach to the Navier-Stokes equations, using powerful techniques provided by a nonstandard analysis, as developed by the authors. The topics studied include the existence and uniqueness of weak solutions, statistical solutions and the solution of general stochastic equations. The authors provide a self ...
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