This is an intermediate level post-calculus text on mathematical and statistical
methods, directed toward the needs of chemists. It has developed out of a
course that I teach at the University of Massachusetts Dartmouth for thirdyear
undergraduate chemistry majors and, with additional assignments, for
chemistry graduate students.
The long-awaited sequel to the "Concepts and Practice of Mathematical Finance" has now arrived. Taking up where the first volume left off, a range of topics is covered in depth. Extensive sections include portfolio credit derivatives, quasi-Monte Carlo, the calibration and implementation of the LIBOR market model, the acceleration of binomial trees, the Fourier transform in option pricing and much more. Throughout Mark Joshi brings his unique blend of theory, lucidity, practicality and experience to bear on issues relevant to the working quantitative analyst....
Clearly and elegantly presented, Mathematical Methods in Science and Engineering provides a coherent treatment of mathematical methods, bringing advanced mathematical tools to a multidisciplinary audience. The growing interest in interdisciplinary studies has brought scientists from many disciplines such as physics, mathematics, chemistry, biology, economics, and finance together, which has increased the demand for courses in upper-level mathematical techniques.
Our primary objective herein is not to determine how approximate calculations introduce
errors into situations with accurate hypotheses, but instead to study how rigorous
calculations transmit errors due to inaccurate parameters or hypotheses. Unlike quantities
represented by entire numbers, the continuous quantities generated from physics,
economics or engineering sciences, as represented by one or several real numbers, are
compromised by errors.