John Martin, Oakdale Capital Ltd.
Mathematics for Derivatives
ISBN: 0-471-47902-0
Hardcover
Pages: 480
Copyright: 2001
A handy guide/reference for investors, analysts, and students, Mathematics for Derivatives provides an integrated approach to the valuation of financial derivative instruments for a wide range of asset classes. Featuring a user-friendly format, it was designed to be used as both a step-by-step guide to derivative pricing for beginners, and a handy quick-reference for experienced market practitioners in need of a refresher on the intricacies of a specific instrument. Offering comprehensive coverage of derivative instruments, simple valuation methods, and many detailed examples, this book is sure to be warmly received by professional investors, fund managers, brokers, risk managers, analysts, financial software developers, and all who need a working knowledge of the mathematical techniques used in the derivatives industry.
John Martin (Australia) has worked, taught and published extensively in the areas of treasury, derivatives and financial risk management. He was closely involved in the development of the derivatives industry in Australia in roles varying from market trader, risk manager, regulator and educator. He is a Partner at PricewaterhouseCoopers in Australia.
Rowe, E.G.P.
Geometrical Physics in Minkowski Spacetime
2001. XV, 248 pp. 112 figs. Hardcover
1-85233-366-9
Geometrical Physics in Minkowski Spacetime is an overview and description of the geometry in
spacetime, and aids in the creation and development of intuition in four-dimensional Minkowski space.
The deepest understanding of relativity and spacetime is in terms of the geometrical absolutes, and this
is what the book seeks to develop. The most interesting topics requiring special relativity are covered,
including:
Spacetime
Vectors in Spacetime
Electromagnetism
Asymptotic Momentum Conservation
Covectors and Dyadics in Spacetime
Energy Tensor Although the book is not meant for the complete beginner in special relativity, the
mathematical prerequisites for the early chapters of the book are very few - linear algebra and
elementary geometry (done using vectors and a scalar product). For the later chapters, multivariable
calculus and ordinary differential equations are often needed.
Contents: Spacetime.- Vectors in Spacetime.- Asymptotic Momentum Conservation.- Covectors and
Dyadics in Spacetime.- Electromagnetism.- Energy Tensor.
Series: Springer Monographs in Mathematics.
Axler, S., San Francisco State University, San Francisco, CA, USA
Bourdon, P., Washington and Lee University, Lexington, VA, USA
Wade, R.
Harmonic Function Theory
2nd ed. 2001. Approx. 280 pp. 6 figs. Hardcover
0-387-95218-7
This is a book about harmonic functions in Euclidean space. Readers with a background in real and
complex analysis at the beginning graduate level will feel comfortable with the material presented here.
The authors have taken unusual care to motivate concepts and simplify proofs. Topics include: basic
properties of harmonic functions, Poisson integrals, the Kelvin transform, spherical harmonics, harmonic
Hardy spaces, harmonic Bergman spaces, the decomposition theorem, Laurent expansions, isolated
singularities, and the Dirichlet problem. The new edition contains a completely rewritten chapter on
spherical harmonics, a new section on extensions of Bocher's Theorem, new exercises and proofs, as well
as revisions throughout to improve the text. A unique software package-designed by the authors and
available by e-mail - supplements the text for readers who wish to explore harmonic function theory on
a computer.
Contents: Basic Properties of Harmonic Functions.- Bounded Harmonic Functions.- Positive Harmonic
Functions.- The Kelvin Transform.- Harmonic Polynomials.- Harmonic Hardy Spaces.- Harmonic
Functions on Half-Spaces.- Harmonic Bergman Spaces.- The Decomposition Theorem.- Annular
Regions.- The Dirichlet Problem and Boundary Behavior.- Volume, Surface Area, and Integration on
Spheres.- Harmonic Function Theory and Mathematica.- References.- Symbol Index.- Index.
Series: Graduate Texts in Mathematics.VOL. 137
Ladiray, D., EUROSTAT, BECH, Luxembourg, Belgium
Quenneville, B., Ottawa, Ont., Canada
Seasonal Adjustment with the X-11 Method
2001. Approx. 260 pp. Softcover
0-387-95171-7
The most widely used statistical method in seasonal adjustment is without doubt that implemented in
the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed at the US Bureau
of the Census in the 1950's and 1960's, this computer program has undergone numerous modifications
and improvements, leading especially to the X-11-ARIMA software packages in 1975 and 1988 and
X-12-ARIMA, the first beta version of which is dated 1998. While these software packages integrate, to
varying degrees, parametric methods, and especially the ARIMA models popularized by Box and Jenkins,
they remain in essence very close to the initial X-11 method, and it is this "core" that Seasonal
Adjustment with the X-11 Method focuses on. With a Preface by Allan Young, the authors document
the seasonal adjustment method implemented in the X-11 based software. It will be an important
reference for government agencies, macroeconomists, and other serious users of economic data. After
some historical notes, the authors outline the X-11 methodology. One chapter is devoted to the study
of moving averages with an emphasis on those used by X-11. Readers will also find a complete example
of seasonal adjustment, and have a detailed picture of all the calculations.
Contents: Brief History of Seasonal Adjustment.- The Philosophy of the X-11-Method.- Moving
Averages.- The Various Tables.- Modelling of the Easter Effect.
Betten, A., University of Bayreuth, Germany Kohnert, A., University of Bayreuth, Germany
Laue, R., University of Bayreuth, Germany Wassermann, A., University of Bayreuth, Germany
Algebraic Combinatorics and Applications
2001. X, 347 pp. Softcover
3-540-41110-0
This book arose from the Euroconference "Algebraic Combinatorics and Applications" held in
G?ssweinstein, Germany, in September 1999, where both senior and young researchers in pure
mathematics, applied mathematics, computer science, physics, and chemistry from different European
countries met. The main theme of the conference was group actions in various areas, a wide spectrum of
which is presented in these proceedings. This volume will be a useful tool for researchers and graduate
students in discrete mathematics and theoretical computer science.
Keywords: combinatorics, discrete mathematics, algorithms
F ields: Combinatorial Mathematics/Graph Theory and Discrete Mathematics; Algebra; Mathematics of Computing
Written for: Researchers and graduate students in discrete mathematics and theoretical computer science
Book category: Proceedings
Publication language: English, German