Introduction to Stochastic Calculus with Applications

Introduction to Stochastic Calculus with Applications

Author: Fima C. Klebaner

Publisher: Imperial College Press

Published: 2005

Total Pages: 431

ISBN-13: 1860945554

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.


Calculus With Applications

Calculus With Applications

Author: Peter D. Lax

Publisher: Springer Science & Business Media

Published: 2013-09-21

Total Pages: 509

ISBN-13: 1461479460

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Burstein, and Lax's Calculus with Applications and Computing offers meaningful explanations of the important theorems of single variable calculus. Written with students in mathematics, the physical sciences, and engineering in mind, and revised with their help, it shows that the themes of calculation, approximation, and modeling are central to mathematics and the main ideas of single variable calculus. This edition brings the innovation of the first edition to a new generation of students. New sections in this book use simple, elementary examples to show that when applying calculus concepts to approximations of functions, uniform convergence is more natural and easier to use than point-wise convergence. As in the original, this edition includes material that is essential for students in science and engineering, including an elementary introduction to complex numbers and complex-valued functions, applications of calculus to modeling vibrations and population dynamics, and an introduction to probability and information theory.


Everyday Calculus

Everyday Calculus

Author: Oscar E. Fernandez

Publisher: Princeton University Press

Published: 2017-03-07

Total Pages: 166

ISBN-13: 0691175756

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A fun look at calculus in our everyday lives Calculus. For some of us, the word conjures up memories of ten-pound textbooks and visions of tedious abstract equations. And yet, in reality, calculus is fun and accessible, and surrounds us everywhere we go. In Everyday Calculus, Oscar Fernandez demonstrates that calculus can be used to explore practically any aspect of our lives, including the most effective number of hours to sleep and the fastest route to get to work. He also shows that calculus can be both useful—determining which seat at the theater leads to the best viewing experience, for instance—and fascinating—exploring topics such as time travel and the age of the universe. Throughout, Fernandez presents straightforward concepts, and no prior mathematical knowledge is required. For advanced math fans, the mathematical derivations are included in the appendixes. The book features a new preface that alerts readers to new interactive online content, including demonstrations linked to specific figures in the book as well as an online supplement. Whether you're new to mathematics or already a curious math enthusiast, Everyday Calculus will convince even die-hard skeptics to view this area of math in a whole new way.


The Malliavin Calculus and Related Topics

The Malliavin Calculus and Related Topics

Author: David Nualart

Publisher: Springer Science & Business Media

Published: 2013-12-11

Total Pages: 273

ISBN-13: 1475724373

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The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The contents of these lectures were published in Spanish in [176]. Later these notes were completed and improved in two courses on Malliavin cal culus given at the University of California at Irvine in 1986 and at Ecole Polytechnique Federale de Lausanne in 1989. The contents of these courses correspond to the material presented in Chapters 1 and 2 of this book. Chapter 3 deals with the anticipating stochastic calculus and it was de veloped from our collaboration with Moshe Zakai and Etienne Pardoux. The series of lectures given at the Eighth Chilean Winter School in Prob ability and Statistics, at Santiago de Chile, in July 1989, allowed us to write a pedagogical approach to the anticipating calculus which is the basis of Chapter 3. Chapter 4 deals with the nonlinear transformations of the Wiener measure and their applications to the study of the Markov property for solutions to stochastic differential equations with boundary conditions.


Calculus

Calculus

Author: R. A. Rosenbaum

Publisher: CUP Archive

Published: 1984-02-24

Total Pages: 456

ISBN-13: 9780521250122

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Here is a textbook of intuitive calculus. The material is presented in a concrete setting with many examples and problems chosen from the social, physical, behavioural and life sciences. Chapters include core material and more advanced optional sections. The book begins with a review of algebra and graphing.


How to Ace Calculus

How to Ace Calculus

Author: Colin Adams

Publisher: Times Books

Published: 2015-10-06

Total Pages: 340

ISBN-13: 1627798854

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Written by three gifted-and funny-teachers, How to Ace Calculus provides humorous and readable explanations of the key topics of calculus without the technical details and fine print that would be found in a more formal text. Capturing the tone of students exchanging ideas among themselves, this unique guide also explains how calculus is taught, how to get the best teachers, what to study, and what is likely to be on exams-all the tricks of the trade that will make learning the material of first-semester calculus a piece of cake. Funny, irreverent, and flexible, How to Ace Calculus shows why learning calculus can be not only a mind-expanding experience but also fantastic fun.


Ultralearning

Ultralearning

Author: Scott H. Young

Publisher: HarperCollins

Published: 2019-08-06

Total Pages: 278

ISBN-13: 0062852744

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Now a Wall Street Journal bestseller. Learn a new talent, stay relevant, reinvent yourself, and adapt to whatever the workplace throws your way. Ultralearning offers nine principles to master hard skills quickly. This is the essential guide to future-proof your career and maximize your competitive advantage through self-education. In these tumultuous times of economic and technological change, staying ahead depends on continual self-education—a lifelong mastery of fresh ideas, subjects, and skills. If you want to accomplish more and stand apart from everyone else, you need to become an ultralearner. The challenge of learning new skills is that you think you already know how best to learn, as you did as a student, so you rerun old routines and old ways of solving problems. To counter that, Ultralearning offers powerful strategies to break you out of those mental ruts and introduces new training methods to help you push through to higher levels of retention. Scott H. Young incorporates the latest research about the most effective learning methods and the stories of other ultralearners like himself—among them Benjamin Franklin, chess grandmaster Judit Polgár, and Nobel laureate physicist Richard Feynman, as well as a host of others, such as little-known modern polymath Nigel Richards, who won the French World Scrabble Championship—without knowing French. Young documents the methods he and others have used to acquire knowledge and shows that, far from being an obscure skill limited to aggressive autodidacts, ultralearning is a powerful tool anyone can use to improve their career, studies, and life. Ultralearning explores this fascinating subculture, shares a proven framework for a successful ultralearning project, and offers insights into how you can organize and exe - cute a plan to learn anything deeply and quickly, without teachers or budget-busting tuition costs. Whether the goal is to be fluent in a language (or ten languages), earn the equivalent of a college degree in a fraction of the time, or master multiple tools to build a product or business from the ground up, the principles in Ultralearning will guide you to success.


Applications of Calculus

Applications of Calculus

Author: Philip D. Straffin

Publisher: Cambridge University Press

Published: 1993

Total Pages: 280

ISBN-13: 9780883850855

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This book explains how calculus can be used to explain and analyze many diverse phenomena.


Applications Of Calculus To Biology And Medicine: Case Studies From Lake Victoria

Applications Of Calculus To Biology And Medicine: Case Studies From Lake Victoria

Author: Nathan Ryan

Publisher: World Scientific Publishing Company

Published: 2017-08-17

Total Pages: 272

ISBN-13: 9813222794

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Biology majors and pre-health students at many colleges and universities are required to take a semester of calculus but rarely do such students see authentic applications of its techniques and concepts. Applications of Calculus to Biology and Medicine: Case Studies from Lake Victoria is designed to address this issue: it prepares students to engage with the research literature in the mathematical modeling of biological systems, assuming they have had only one semester of calculus. The text includes projects, problems and exercises: the projects ask the students to engage with the research literature, problems ask the students to extend their understanding of the materials and exercises ask the students to check their understanding as they read the text. Students who successfully work their way through the text will be able to engage in a meaningful way with the research literature to the point that they would be able to make genuine contributions to the literature.


Calculus

Calculus

Author: Howard Anton

Publisher: Wiley Global Education

Published: 2021-12-03

Total Pages: 448

ISBN-13: 1119828708

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In Calculus: Multivariable, 12th Edition, an expert team of mathematicians delivers a rigorous and intuitive exploration of calculus, introducing concepts like derivatives and integrals of multivariable functions. Using the Rule of Four, the authors present mathematical concepts from verbal, algebraic, visual, and numerical points of view. The book includes numerous exercises, applications, and examples that help readers learn and retain the concepts discussed within.