Arthur C Fleck (University of Iowa, USA)
FORMAL MODELS OF COMPUTATION
The Ultimate Limits of Computing
This book provides new presentations of standard computational models that help avoid pitfalls of the conventional description methods. It also includes novel approaches to some of the topics that students normally find the most challenging. The presentations have evolved in response to student feedback over many years of teaching and have been well received by students.
The book covers the topics suggested in the ACM curriculum guidelines for the course on "Theory of Computation", and in the course on "Foundations of Computing" in the model liberal arts curriculum. These are standard courses for upper level computer science majors and beginning graduate students.
The material in this area of computing is intellectually deep, and students invariably find it challenging to master. This book blends the three key ingredients for successful mastery. The first is its focus on the mingling of intuition and rigor that is required to fully understand the area. This is accomplished not only in the discussion and in examples, but also especially in the proofs. Second, a number of practical applications are presented to illustrate the capacity of the theoretical techniques to contribute insights in a variety of areas; such presentations greatly increase the reader's motivation to grasp the theoretical material. The student's active participation is the third and final major element in the learning process, and to this end an extensive collection of problems of widely differing difficulty is incorporated.
Contents:
The Finite State Paradigm: Regular Expressions and Acceptors
Properties of Regular Languages
Transducers and Other Variations
Context-Free Grammars and Automata: Basic Grammar Definitions
Pushdown Store Automata
Properties of Context-Free Languages
General Computability Models: Context-Sensitive Languages
Turing Machines and Computability
The Universal Machine and Impossible Computations
Readership: Undergraduate and graduate students in computer science.
548pp Pub. date: Mar 2002
ISBN 981-02-4500-9
Errol B Perez (Asian Institution of Management, The Philippines)
& Daniel Isidore Brian C Bonzo (University of The Philippines)
FINANCIAL MARKET STOCHASTICS
Underlying Theories of Financial Market Analysis
Financial Market Stochastics is designed for a beginning graduate course in stochastic finance. The focus is on theoretical constructs useful or usable in analyses of financial markets, which may then form the bases of trading and portfolio management. The book is a collection of theoretical models, methodologies and methods. It provides material accessible to serious students, researchers, and practitioners with the requisite background in stochastic analysis. The selection of topics is based on frequently discussed issues regarding the underlying drivers of financial markets.
Readership: Graduate students, researchers and practitioners in finance.
400pp (approx.) Pub. date: Scheduled Summer 2002
ISBN 981-02-4432-0
Jianping Mei (New York University, USA)
& Hsien-Hsing Liao (National Taiwan University, Taiwan)
ASSET PRICING
Real estate finance is a fast-developing area where top quality research is in great demand. In the US, the real estate market is worth about US$4 trillion, and the REITs market about US$200 billion; tens of thousands of real estate professionals are working in this area. The market overseas could be considerably larger, especially in Asia.
Given the rapidly growing real estate securities industry, this book fills an important gap in current real estate research and teaching. It is an ideal reference for investment professionals as well as senior MBA and PhD students.
Contents:
The Predictability of Returns on Equity REITs and Their Co-Movement with Other Assets
Predictability of Real Estate Returns and Market Timing
A Time-Varying Risk Analysis of Asset Pricing in the US and Japan
Price Reversal, Transaction Costs, and Arbitrage Profits in Real Estate Market
Bank Risk and Real Estate: An Asset Pricing Perspective
Assessing the "Santa Claus" Approach to Asset Allocation
The Time Variation of Risk for Life Insurance Companies
The Return and Risk of Emerging Markets' Property Stock Indices
Conditional Risk Premium in Asian Real Estate Properties
Institutional Factors and Real Estate Returns EAn Asset Pricing Study
Readership: Financial researchers, real estate investors and investment bankers, as well as senior MBA and PhD students.
250pp (approx.) Pub. date: Scheduled Winter 2001
ISBN 981-02-4563-7
Adrian I Ban & Sorin G Gal (University of Oradea, Romania)
DEFECTS OF PROPERTIES IN MATHEMATICS
Quantitative Characterizations
This book introduces a method of research which can be used in various fields of mathematics. It examines, in a systematic way, the quantitative characterizations of the "deviation from a (given) property", called the "defect of a property", in: set theory; topology; measure theory; real, complex and functional analysis; algebra; geometry; number theory; fuzzy mathematics.
Besides well-known "defects", the book introduces and studies new ones, such as: measures of noncompactness for fuzzy sets; fuzzy and intuitionistic entropies; the defect of (sub, super)additivity; complementarity; monotonicity for set functions; the defect of convexity; monotonicity; differentiability for real functions; the defect of equality for inequalities; the defect of orthogonality for sets and defects of properties for linear operators in normed spaces; defects of properties (commutativity, associativity, etc.) for binary operations; defects of orthogonality and parallelness in Euclidean and non-Euclidean geometries; defects of integer, perfect, prime and amicable numbers; the defect of tautology in fuzzy logic.
Readership: Upper level undergraduates, graduate students and researchers interested in measure theory, real and functional analysis, fuzzy mathematics, topology and algebra.
350pp (approx.) Pub. date: Scheduled Summer 2002
ISBN 981-02-4924-1
M Bona (University of Florida, USA)
A WALK THROUGH COMBINATORICS
An Introduction to Enumeration and Graph Theory
This is a textbook for an introductory combinatorics course that can take up one or two semesters. An extensive list of exercises, ranging in difficulty from "routine" to "worthy of independent publication", is included. In each section, there are also exercises that contain material not explicitly discussed in the text before, so as to provide instructors with extra choices if they want to shift the emphasis of their course.
It goes without saying that the text covers the classic areas, i.e. combinatorial choice problems and graph theory. What is unusual, for an undergraduate textbook, is that the author has included a number of more elaborate concepts, such as Ramsey theory, the probabilistic method and Eprobably the first of its kind Epattern avoidance. While the reader can only skim the surface of these areas, the author believes that they are interesting enough to catch the attention of some students. As the goal of the book is to encourage students to learn more combinatorics, every effort has been made to provide them with a not only useful, but also enjoyable and engaging reading.
Contents:
Enumerative Combinatorics:
The Pigeon-Hole Principle
The Principle of Mathematical Induction
Basic Enumeration (Permutations and Lists of Sets and Multisets)
Enumeration of Subsets, and the Binomial Theorem
Partitions, Ferrers Shapes, and Stirling Numbers
Generating Functions
Permutations and Their Subsequences
Graph Theory:
The Notion of Graphs. Eulerian Circles
Trees and Forests
Planar Graphs
Coloring Problems
Graphs and Matrices
Matching Theory and Matroids
Horizons:
Ramsey Theory
The Probabilistic Method
Partially Ordered Sets
Lattices
Readership: Upper level undergraduates and graduate students in the field of combinatorics and graph theory.
350pp (approx.) Pub. date: Scheduled Winter 2002
ISBN 981-02-4900-4
ISBN 981-02-4901-2(pbk)
Louis Laurencelle (Universite du Quebec a Trois-Rivieres, Canada)
& Francois-A Dupuis (Universite Laval, Canada)
STATISTICAL TABLES, EXPLAINED AND APPLIED
This book contains several new or unpublished tables, such as one on the significance of the correlation coefficient r, one giving the percentiles of the [`(E)]2 statistic for monotonic variation (with two structural models of variation), an extensive table for the number-of-runs test, three tables for the binomial sum of probabilities, and a table of coefficients for the re-conversion of orthogonal polynomials.
In the case of the more familiar tables, such as those of the normal integral, or Student's t, Chi-square and F percentiles, all values have been re-computed, occasionally with the authors' own algorithms, using the most accurate methods available today.
For each of the fifteen distributions in the book, the authors have gathered the essential information so that interested readers can handle by themselves all phases of the computations.
An appendix, containing supplementary examples that pertain to the various tables, helps to complete the authors' review of current hypothesis-testing procedures. A mini-dictionary of often-used concepts and methods, statistical as well as mathematical, completes the book.
Besides meeting the needs of practitioners of inferential statistics, this book should be helpful to statistics teachers as well as graduate students, researchers and professionals in scientific computing, who will all find it a rich source of essential data and references on the more important statistical distributions.
Contents:
Normal Distribution
Chi-Square (c2) Distribution
Student's t Distribution
F Distribution
Studentized Range (q) Distribution
Dunnett's t Distribution
[`(E)]2 (Monotonic Variation) Distribution
Fmax Distribution
Cochran's C Distribution
Orthogonal Polynomials
Binomial Distribution
Number-of-Runs Distribution
Random Numbers
Supplementary Examples
Mathematical Complements
Readership: Undergraduates, graduate students and researchers in applied statistics.
240pp (approx.) Pub. date: Scheduled Summer 2002
ISBN 981-02-4919-5
ISBN 981-02-4920-9(pbk)