Probability Theory in Finance

Probability Theory in Finance PDF

Author: Seán Dineen

Publisher: American Mathematical Soc.

Published: 2013-05-22

Total Pages: 323

ISBN-13: 0821894900

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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

Linear and Quasi-linear Equations of Parabolic Type

Linear and Quasi-linear Equations of Parabolic Type PDF

Author: Olʹga A. Ladyženskaja

Publisher: American Mathematical Soc.

Published: 1988

Total Pages: 74

ISBN-13: 9780821815731

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Equations of parabolic type are encountered in many areas of mathematics and mathematical physics, and those encountered most frequently are linear and quasi-linear parabolic equations of the second order. In this volume, boundary value problems for such equations are studied from two points of view: solvability, unique or otherwise, and the effect of smoothness properties of the functions entering the initial and boundary conditions on the smoothness of the solutions.

Fermat's Last Theorem

Fermat's Last Theorem PDF

Author: Takeshi Saitō

Publisher: American Mathematical Soc.

Published: 2013-11-01

Total Pages: 218

ISBN-13: 0821898485

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This book, together with the companion volume, Fermat's Last Theorem: The Proof, presents in full detail the proof of Fermat's Last Theorem given by Wiles and Taylor. With these two books, the reader will be able to see the whole picture of the proof to appreciate one of the deepest achievements in the history of mathematics.

Riemannian Geometry

Riemannian Geometry PDF

Author: Takashi Sakai

Publisher: American Mathematical Soc.

Published: 1996-01-01

Total Pages: 378

ISBN-13: 9780821889565

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This volume is an English translation of Sakai's textbook on Riemannian Geometry which was originally written in Japanese and published in 1992. The author's intent behind the original book was to provide to advanced undergraduate and graudate students an introduction to modern Riemannian geometry that could also serve as a reference. The book begins with an explanation of the fundamental notion of Riemannian geometry. Special emphasis is placed on understandability and readability, to guide students who are new to this area. The remaining chapters deal with various topics in Riemannian geometry, with the main focus on comparison methods and their applications.