This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus. The Black-Scholes pricing formula is first derived in the simplest financial con...(展开全部)

This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus. The Black-Scholes pricing formula is first derived in the simplest financial con...(展开全部)

Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained 2002 text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the dis...(展开全部)

Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained 2002 text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the dis...(展开全部)

This book is a text of mathematical logic on a sophisticated level, presenting the reader with several of the most significant discoveries of the last 10 to 15 years, including the independence of the continuum hypothesis, the Diophantine nature of enumerable sets and the impossibility of finding an algorithmic solution for certain problems. The book contains the first textbook...(展开全部)

A comprehensive one-year graduate (or advanced undergraduate) course in mathematical logic and foundations of mathematics. No previous knowledge of logic is required; the book is suitable for self-study. Many exercises (with hints) are included. The book is valuable for anyone interested in mathematical logic and may serve as a reference source for graduate students and special...(展开全部)

A comprehensive one-year graduate (or advanced undergraduate) course in mathematical logic and foundations of mathematics. No previous knowledge of logic is required; the book is suitable for self-study. Many exercises (with hints) are included.