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Financial Mathematics
Financial Mathematics: From Discrete to Continuous Time is a study of the mathematical ideas and techniques that are important to the two main arms of the area of financial mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs. The approach will be mathematically correct but informal, sometimes omitting proofs of the more difficult results and stressing practical results and interpretation. The text will not be dependent on any particular technology, but it will be laced with examples requiring the numerical and graphical power of the machine. The text illustrate...
Algorithms and Theory of Computation Handbook - 2 Volume Set
Algorithms and Theory of Computation Handbook, Second Edition in a two volume set, provides an up-to-date compendium of fundamental computer science topics and techniques. It also illustrates how the topics and techniques come together to deliver efficient solutions to important practical problems. New to the Second Edition: Along with updating and revising many of the existing chapters, this second edition contains more than 20 new chapters. This edition now covers external memory, parameterized, self-stabilizing, and pricing algorithms as well as the theories of algorithmic coding, privacy and anonymity, databases, computational games, and communication networks. It also discusses computat...
Industrial Organization
Industrial Organization: Markets and Strategies provides an up-to-date account of modern industrial organization that blends theory with real-world applications. Written in a clear and accessible style, it acquaints the reader with the most important models for understanding strategies chosen by firms with market power and shows how such firms adapt to different market environments. It covers a wide range of topics including recent developments on product bundling, branding strategies, restrictions in vertical supply relationships, intellectual property protection, and two-sided markets, to name just a few. Models are presented in detail and the main results are summarized as lessons. Formal theory is complemented throughout by real-world cases that show students how it applies to actual organizational settings. The book is accompanied by a website containing a number of additional resources for lecturers and students, including exercises, answers to review questions, case material and slides.
