Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.

## Option Valuation

*A First Course in Financial Mathematics*

## A First Course in Mathematical Analysis

Mathematical Analysis (often called Advanced Calculus) is generally found by students to be one of their hardest courses in Mathematics. This text uses the so-called sequential approach to continuity, differentiability and integration to make it easier to understand the subject.Topics that are generally glossed over in the standard Calculus courses are given careful study here. For example, what exactly is a 'continuous' function? And how exactly can one give a careful definition of 'integral'? The latter question is often one of the mysterious points in a Calculus course - and it is quite difficult to give a rigorous treatment of integration! The text has a large number of diagrams and helpful margin notes; and uses many graded examples and exercises, often with complete solutions, to guide students through the tricky points. It is suitable for self-study or use in parallel with a standard university course on the subject.

## A First Course in Mathematical Modeling

Offering a solid introduction to the entire modeling process, A FIRST COURSE IN MATHEMATICAL MODELING, 5th Edition delivers an excellent balance of theory and practice, and gives you relevant, hands-on experience developing and sharpening your modeling skills. Throughout, the book emphasizes key facets of modeling, including creative and empirical model construction, model analysis, and model research, and provides myriad opportunities for practice. The authors apply a proven six-step problem-solving process to enhance your problem-solving capabilities -- whatever your level. In addition, rather than simply emphasizing the calculation step, the authors first help you learn how to identify problems, construct or select models, and figure out what data needs to be collected. By involving you in the mathematical process as early as possible -- beginning with short projects -- this text facilitates your progressive development and confidence in mathematics and modeling. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.

## Quantitative Finance

*A Simulation-Based Introduction Using Excel*

## A First Course in Mathematical Logic and Set Theory

A mathematical introduction to the theory and applications of logic and set theory with an emphasis on writing proofs Highlighting the applications and notations of basic mathematical concepts within the framework of logic and set theory, A First Course in Mathematical Logic and Set Theory introduces how logic is used to prepare and structure proofs and solve more complex problems. The book begins with propositional logic, including two-column proofs and truth table applications, followed by first-order logic, which provides the structure for writing mathematical proofs. Set theory is then introduced and serves as the basis for defining relations, functions, numbers, mathematical induction, ordinals, and cardinals. The book concludes with a primer on basic model theory with applications to abstract algebra. A First Course in Mathematical Logic and Set Theory also includes: Section exercises designed to show the interactions between topics and reinforce the presented ideas and concepts Numerous examples that illustrate theorems and employ basic concepts such as Euclid’s lemma, the Fibonacci sequence, and unique factorization Coverage of important theorems including the well-ordering theorem, completeness theorem, compactness theorem, as well as the theorems of Löwenheim–Skolem, Burali-Forti, Hartogs, Cantor–Schröder–Bernstein, and König An excellent textbook for students studying the foundations of mathematics and mathematical proofs, A First Course in Mathematical Logic and Set Theory is also appropriate for readers preparing for careers in mathematics education or computer science. In addition, the book is ideal for introductory courses on mathematical logic and/or set theory and appropriate for upper-undergraduate transition courses with rigorous mathematical reasoning involving algebra, number theory, or analysis.

## Statistical Models and Methods for Financial Markets

The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. S. program in ?nancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master’s-level education in applied mathematics, statistics, computing, ?nance, and economics. Students in the programhad di?erent backgroundsin statistics. Some had only taken a basic course in statistical inference, while others had taken a broad spectrum of M. S. - and Ph. D. -level statistics courses. On the other hand, all of them had already taken required core courses in investment theory and derivative pricing, and STATS 240 was supposed to link the theory and pricing formulas to real-world data and pricing or investment strategies. Besides students in theprogram,thecoursealso attractedmanystudentsfromother departments in the university, further increasing the heterogeneity of students, as many of them had a strong background in mathematical and statistical modeling from the mathematical, physical, and engineering sciences but no previous experience in ?nance. To address the diversity in background but common strong interest in the subject and in a potential career as a “quant” in the ?nancialindustry,thecoursematerialwascarefullychosennotonlytopresent basic statistical methods of importance to quantitative ?nance but also to summarize domain knowledge in ?nance and show how it can be combined with statistical modeling in ?nancial analysis and decision making. The course material evolved over the years, especially after the second author helped as the head TA during the years 2004 and 2005.

## A First Course in Mathematical Analysis

This straightforward course based on the idea of a limit is intended for students who have acquired a working knowledge of the calculus and are ready for a more systematic treatment which also brings in other limiting processes, such as the summation of infinite series and the expansion of trigonometric functions as power series. Particular attention is given to clarity of exposition and the logical development of the subject matter. A large number of examples is included, with hints for the solution of many of them.

## A First Course in Topology

*An Introduction to Mathematical Thinking*

## An Introduction to Quantitative Finance

The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.