This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets, within the context of Brownian-motion-driven asset prices. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniqueness of market prices which support...(展开全部)

Intended to follow the usual introductory physics courses, this book has the unique feature of addressing the mathematical needs of sophomores and juniors in physics, engineering and other related fields. Many original, lucid, and relevant examples from the physical sciences, problems at the ends of chapters, and boxes to emphasize important concepts help guide the student thro...(展开全部)

Intended to follow the usual introductory physics courses, this book has the unique feature of addressing the mathematical needs of sophomores and juniors in physics, engineering and other related fields. Many original, lucid, and relevant examples from the physical sciences, problems at the ends of chapters, and boxes to emphasize important concepts help guide the student thro...(展开全部)

In recent years the methods of modern differential geometry have become of considerable importance in theoretical physics and have found application in relativity and cosmology, high-energy physics and field theory, thermodynamics, fluid dynamics and mechanics. This textbook provides an introduction to these methods - in particular Lie derivatives, Lie groups and differential f...(展开全部)

In this text, the author constructs the mathematical apparatus of classical mechanics from the beginning, examining all the basic problems in dynamics, including the theory of oscillations, the theory of rigid body motion, and the Hamiltonian formalism. This modern approch, based on the theory of the geometry of manifolds, distinguishes iteself from the traditional approach of ...(展开全部)