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Stochastic Calculus and Applications
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to work with stochastic calculus as well as with its applications."–Zentralblatt (from review of the First Edition)
Mathematics of Financial Markets
This book explores the mathematics that underpins pricing models for derivative securities such as options, futures and swaps in modern markets. Models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory.
Hidden Markov Models
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filter are derived as special cases of the authors’ general results and new expressions for a Kalman smoother are given. The Chapters on the control of Hidden Markov Chains are expanded and clarified. The revised Chapter 4 includes state estimation for discrete time Markov processes and Chapter 12 has a new section on robust control.
Dead on a High Hill
A new collection of Bill Ehrhart's essays--25 of them, written between 2002 and 2012 on subjects ranging from the Vietnam War failures of American policy-makers to life in 21st century Vietnam; the trenches of the Western Front, the mountains of Korea, the sands of Iraq; from the value of one's name to the cowardice of Congress; mountain gorillas in Rwanda, the journalist Gloria Emerson, teaching poetry to teenagers; on the famous (Wilfred Owen) and the obscure (Robert James Elliott).... These essays explore the fallacies of history, the madness of war, the craft of poetry, the profession of teaching, and the art of living.
I Am a Fugitive from a Georgia Chain Gang!
I Am a Fugitive from a Georgia Chain Gang! is the amazing true story of one man's search for meaning, fall from grace, and eventual victory over injustice. In 1921, Robert E. Burns was a shell-shocked and penniless veteran who found himself at the mercy of Georgia's barbaric penal system when he fell in with a gang of petty thieves. Sentenced to six to ten years' hard labor for his part in a robbery that netted less than $6.00, Burns was shackled to a county chain gang. After four months of backbreaking work, he made a daring escape, dodging shotgun blasts, racing through swamps, and eluding bloodhounds on his way north. For seven years Burns lived as a free man. He married and became a pros...
The Royal Kalendar and Court and City Register for England, Scotland, Ireland, and the Colonies for the Year ...
Vols. for 1837-52 include the Companion to the Almanac, or Year-book of general information.
