Mosel, U., University of Giesen, Germany

Path Integrals in Field Theory
An Introduction

2004 XII, 213 p. Softcover
3-540-40382-5

Concise textbook intended as a primer on path integral formalism both in classical and quantum field theories, although emphasis is on the latter. It is ideally suited as an intensive one-semester course, delivering the basics needed by readers to follow developments in field theory. Path Integrals in Field Theory paves the way for both more rigorous studies in fundamental mathematical issues as well as for applications in hadron, particle and nuclear physics, thus addressing students in mathematical and theoretical physics alike. Assuming some background in relativistic quantum theory (but none in field theory), it complements the authors monograph Fields, Symmetries, and Quarks (Springer, 1999).

Keywords: path integrals, quantum field theorie

Contents: Path Integral in Quantum Mechanics.- Perturbation Theory.- Generating Functionals.- Path Integrals for Scalar Fields.- Evaluation of Path Integrals.- Green's Functions.- Divergences in n-Point Functions.- Green's Functions for Fermions.- Interacting Fields.- S-Matrix And Green's Functions.- Path Integrals for Gauge Fields.- Examples for Gauge Field Theories.- Units and Metric.- Classical Fields.

Series: Advanced Texts in Physics.

Seydel, R. U., Universitat zu Koln, Germany

Tools for Computational Finance ,2nd ed.

2nd ed. 2004 XVI, 240 p. Softcover
3-540-40604-2
Recommended Retail Price: EUR 39.95 *

"In an increasingly crowded field of financial engineering titles, Seydel's Tools for Computational Finance stands out as filling an unmet need. It is an intermediate level text with an extremely practical focus. ... This is the kind of book you can read quickly, gaining a broad understanding of practical techniques of financial engineering. On the other hand, you can go through it slowly, working through all the examples and exercises in order to gain indepth practical knowledge you can use on the job."

For the second edition the author has enlarged the chapter on Monte Carlo Simulation, has added more figures, more exercises, more references, more material in the appendices and has written a new section on jump processes.


Keywords: Black-Scholes-Equation, Black/Scholes, Computational Finance, Derivative pricing, Exotic options, Exotische Optionen, Mathematical Finance, Mathematische Finanz, Numerik, Preisen von Optionen

Contents:

Modelling Tools for Financial Options.- Generating Random Numbers with Specified Distributions.- Integration of Stochastic Differential Equations.- Finite Difference and Standard Options.- Finite-Element Methods.- Pricing of Exotic Options.- Appendices.

Series: Universitext.

Teufel, S., Technische Universitat Munchen, Germany

Adiabatic Perturbation Theory in Quantum Dynamics

2003 VI, 236 p. Softcover
3-540-40723-5

Separation of scales plays a fundamental role in the understanding of the dynamical behaviour of complex systems in physics and other natural sciences. A prominent example is the Born-Oppenheimer approximation in molecular dynamics. This book focuses on a recent approach to adiabatic perturbation theory, which emphasizes the role of effective equations of motion and the separation of the adiabatic limit from the semiclassical limit.

A detailed introduction gives an overview of the subject and makes the later chapters accessible also to readers less familiar with the material. Although the general mathematical theory based on pseudodifferential calculus is presented in detail, there is an emphasis on concrete and relevant examples from physics. Applications range from molecular dynamics to the dynamics of electrons in a crystal and from the quantum mechanics of partially confined systems to Dirac particles and nonrelativistic QED.

Keywords: Quantum mechanics, adiabatic limit, semiclassical limit, Pseudodifferential Operators

Contents:

Introduction.- First-order adiabatic theory.- Space-adiabatic perturbation theory.- Applications and extensions.- Quantum dynamics in periodic media.- Adiabatic decoupling without spectral gap.- Pseudodifferential operators.- Operator-valued Weyl calculus for tau-equivariant symbols.- Related approaches.- List of symbols.- References.- Index.

Series: Lecture Notes in Mathematics. Vol.. 1821

Barth, W.P., University of Erlangen, Germany; Hulek, K., University of Hannover, Germany; Peters, C.A.M., Universite de Grenoble, St. Martin-d'#Heres, France; Ven, A.J.H.M van de, Rijksuniversiteit Leiden, The Netherlands

Compact Complex Surfaces, 2nd ed.

2nd ed. 2004 Approx. 430 p. Hardcover
3-540-00832-2

The first edition of "Compact Complex Surfaces" was published in 1984 and has become one of the most important books on the subject. In this second enlarged edition the major developments of the last 20 years have been incorporated. The Enriques-Kodaira classification is carried out in the spirit of Mori theory and many new developments have been added, including new analytic tools as well as new algebraic methods such as the theorems of Bogomolov and Reider and their applications. A new section is devoted to the stunning results achieved by the introduction of Donaldson and Seiberg-Witten invariants.

Keywords: Compact Complex Surfaces, Enriques-Kodaira Classification, Kahler Surfaces, Mori Theory, Donaldson and Seiberg-Witten Invariants

Contents:

Introduction.- I. Preliminaries.- II. Curves on Surfaces.- III. Mappings of Surfaces.- IV. Some General Properties of Surfaces. V. Examples.- VI. The Enriques Kodaira Classification.- VII. Surfaces of General Type.- VIII. K3-Surfaces and Enriques Surfaces. IX. Topological and Differentiable Structure of Surfaces.- Bibliography.- Notation.- Index.

Series: Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics. Vol.. 4

Mikosch, T., University of Copenhagen, Denmark

Non-Life Insurance Mathematics
An Introduction with Stochastic Processes

2004 Approx. 249 p. Softcover
3-540-40650-6

This book offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties. Throughout the book the language of stochastic processes is used for describing the dynamics of an insurance portfolio in claim size space and time. In addition to the standard actuarial notions, the reader learns about the basic models of modern non-life insurance mathematics: the Poisson, compound Poisson and renewal processes in collective risk theory and heterogeneity and Buhlmann models in experience rating. The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy. Special emphasis is given to the phenomena which are caused by large claims in these models.

What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. They are an integral part of this course since they support the access to the theory.

The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes. Its content is in agreement with the European "Group Consultatif" standards. An extensive bibliography, annotated by various comments sections with references to more advanced relevant literature, make the book broadly and easiliy accessible.

Keywords: Non-life insurance mathematics, applied stoachastic process, risk theory, experience rating, MSC (2000): 91B30, 60G35, 60K10

Series: Universitext.

Zorich, V.A., Moscow State University, Moscow, Russia

Mathematical Analysis I

2004 Approx. 572 p. 65 illus. Hardcover
3-540-40386-8

This two-volume work by V.A. Zorich on Mathematical Analysis constitutes a thorough first course in real analysis, leading from the most elementary facts about real numbers to such advanced topics as differential forms on manifolds, asymptotic methods, Fourier, Laplace, and Legendre transforms, and elliptic functions. With masterful exposition, the author provides a smooth, gradual transition from each topic to the next, so that the slope never feels too steep for the reader. Making use of Cartan's concept of a filter base, the author disperses the fog of epsilons and deltas that have always made the crucial subject of limits a barrier for the nonmathematical specialist. As a result, the major theorems of differentiation and integration reveal their essential unity in a nearly painless manner. The clarity of the exposition is matched by a wealth of instructive exercises and fresh applications to areas seldom touched on in real analysis books, many of which are taken from physics and technology.

Keywords: real numbers, differential calculus, integral calculus, Fourier transform, Stokes' theorem

Zorich, V.A., Moscow State University, Moscow, Russia

Mathematical Analysis II

2004 Approx. 706 p. 41 illus. Hardcover
3-540-40633-6

This two-volume work by V.A.Zorich on Mathematical Analysis constitutes a thorough first course in real analysis, leading from the most elementary facts about real numbers to such advanced topics as differential forms on manifolds, asymptotic methods, Fourier, Laplace, and Legendre transforms, and elliptic functions. With masterful exposition, the author provides a smooth, gradual transition from each topic to the next, so that the slope never feels too steep for the reader. Making use of Cartan's concept of a filter base, the author disperses the fog of epsilons and deltas that have always made the crucial subject of limits a barrier for the nonmathematical specialist. As a result, the major theorems of differentiation and integration reveal their essential unity in a nearly painless manner. The clarity of the exposition is matched by a wealth of instructive exercises and fresh applications to areas seldom touched on in real analysis books, many of which are taken from physics and technology.

Keywords: differential calculus, Fourier transform, integral calculus, real numbers, Stokes' theorem