Lapeyre, B. / Sulem, A. / Talay, D. :


Understanding Numerical Analysis for Option Pricing

This book provides the mathematical concepts needed to understand the most important algorithms currently used in finance, especially Monte Carlo, finite-difference, and parameter estimation.  The authors assume a basic understanding of probability theory and scholastic processes, and option pricing, otherwise the presentation is reasonably self-contained and suitable either for graduate courses in mathematical and computational finance, or for self-study.  Examples are provided throughout, and algorithms are also provided for some of the numerical schemes.

Jan. 2000   250 pp.    0-521-62114-3   



Cambridge Tracts in Theoretical Computer Science, Vol. 51:

Simmons, H.  :

Derivation and Computation Basic Proof Theory, 2nd ed.

Two of the fundamental notions of mathematics, proof fand calculation, are intimately related.  Proofs can involve calculations, and the algorithm underlying a calculation should be proved correct. The aim of the author is to explore this relationship.  The book itself foms an introduction to simple type theory.  Each of its 52 sections ends with a set of exercise, some 200 in total.

Feb. 2000 400 pp. 0-521-77173-0


Cambridge Tracts in Theoretical Computer Science, Vol. 52:

Troelstra, A. / Schwichtenberg, H. :

Basic Proof Theory,  2nd ed.  (Paper ed.)

This inroduction to the basic ideas of structural proof theory contains a thorough discussion and comparison of various types of first order logic.   Examples are given of several areas of application.  There are numerous exercises  throughout  the text.  In general, the only prerequisite is a standard course in first-order logic, making the book ideal for graduate students and beginning researchrs.  From reviews of the hardback: "This is a fine book.  Any computer sciencist with some  logical background will benefit from studying it.   It is written by two of the experts in the field and comes up to their usual standards of precision and care"   Ray Turner, Computer Journal

Apr. 2000 370 pp. 0-521-78452-2


Bahturin, Y. (ed.):        



Algebra:

Proceedings of the International Algebraic Conference    on the Occasion of the 90th Birthday of A. G. Kurosh,
Moscow, Russia, May 25-30, 1998

The Department of Algebra, Faculty of Mechanics and Mathematics of Moscow State University organized the International Algebraic Conference in memory of A. G. Kurosh (1908-1971), head of the Department of Algebra (1949-1971) who made an Outstanding contribution to the development of Algebra in the former USSR.

Dec. 1999   400 pp. 3-11-016399-3


Baik, Y. / Johnson, D. / Ann Chi Kim :


Groups - Korea '98:       

Proceedings of the International Conference,  held at Pusan National University, Pusan, Korea

Various geometric methods in Group Theory are included in the book.  It contains interesting survey papers, new geometric and topological proofs for the well-known theorems and also original works in terms of topological views.  The book might be useful for group theorists and topologists who are interested in low-dimensional topology and geometry. 

Dec. 1999 384 pp. 3-11-016588-0 25,030.



Peternell, T. / Schreyer, F.-O. :


Complex Analysis and Algebraic Geometry:

  A Volume in Memory of Michael Schneider  In June 1998 a Symposium in honor of Michael Schneider took place in Bayreuth (Germany). 
The following research articles in complex analysis and algebraic geometry are dedicated to his memory.
Lectures at the Symposium:
Y.-T. Siu: Deformational Invariance of Plurigenera
Okonek: Seiberg-Witten Theory and Complex Geometry
Forster: Complete Intersections
Jean-Pierre Demailly: Almost Complex Projective Embeddings of Compact Symplectic Real Manifolds

Dec. 1999   400 pp. 3-11-016204-0



Oxford Logic Guides, Vol.. 39:
Dummett, M. :


Elements of Intuitionism, 2nd ed.

This is a long awaitd new edition of one of the best known Oxford Logic Guides.  The purpose of this book is to probide an outline of the fundamentals of intuitionistic logic and mathematics.  This excellent book can be recommended to the student of mathematics or philosophy requiring a comprehensive and reliable introduction to modern intuitionism.  It is intended for intermadiate level study and nothing more than some acquaintance with classical mathematical logic is presupposed.  This 2nd edition, the treatment of variaous topics, for example Brouwer’s proof of the Bar Theorem, valuation systems, & the completeness of intuitionistic first order logic, have been completely revised.

Jan. 2000 336 pp. 0-19-850524-8