Mathematical Finance SIAM Books General and Recreational Maths
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Mathematics Pure Mathematics Applied Mathematics Statistics and Probability Mathematical Finance SIAM books General and Recreational Maths www.cambridge.org/mathematics 2007 Contents Highlights – SIAM Books Analysis and Probability 1 Cambridge University Press is delighted to announce Discrete Mathematics and a new arrangement with the Society of Industrial Foundations 2 and Applied Mathematics (SIAM), which means that Geometry and Topology 3 outside North America, and some parts of Asia, SIAM books will be available directly from Cambridge Algebra and Number Theory 6 University Press. If you are unsure what this means Computational Science 8 for you, please contact your local Cambridge office Dynamical Systems, Mechanics (details of these can be found on the inside back cover and Modelling 9 of this catalogue) or bookseller. Mathematical Physics and Biology 11 This catalogue contains only a selection of these Statistics, Applied Probability and books. However, you can browse all the SIAM titles Optimization 13 currently available from Cambridge (with many more Mathematical Finance 16 to come!) by visiting our web page: Classics in Mathematical Finance 17 www.cambridge.org/siam Computer Science 18 Cambridge University Press is also pleased to offer the SIAM Books 20 30% Members’ Discount on SIAM books. General and Recreational Maths 23 SIAM membership details can be obtained from www.siam.org/membership/ Author and Title Index 25 www.cambridge.org/mathematics This catalogue contains a selection of our most recent publishing in this area. Please visit our website for a full and searchable listing of all our titles in print and also an extensive range of news, features and resources. Our online ordering service is secure and easy to use. Cambridge University Press advances learning, knowledge and research worldwide. www.journals.cambridge.org Many of our journal titles are now available online. Each journal entry in this catalogue indicates where the price We set the standard for includes, or will include, access to the electronic version of the journal. Full text is available FREE to all individuals • The quality and validation of content within the registered domain address of full rate subscribers. In addition, the service provides all users with FREE • Design, production and printing access to tables of contents and abstracts, and a FREE email alerting service. • Cooperation with authors • Meeting our customers’ needs www.cambridge.org/online We value Cambridge Online will publish stand-alone electronic e-products alongside online collections derived from the best • Integrity and rigour of the Cambridge University Press academic and professional book lists. With products for higher education lecturers, researchers, professionals and students, the rich functionality afforded by online delivery offers a new dimension of • Creativity and innovation access and usability to our extensive scholarly content. • Trust and collaboration Useful contacts Book proposals: David Tranah ([email protected]) Further information about Mathematics titles: Graham Robertson ([email protected]) All other enquiries: phone +44 (0) 1223 312393 or email [email protected] Prices and publication dates are correct at the time of going to press but are subject to alteration without notice. Analysis and Probability 1 theorem of calculus; 15. The trigonometric Nonlinear Analysis Analysis and functions; 16. Pi is irrational; 17. Planetary motion; 18. The logarithm and exponential and Semilinear Probability functions; 19. Integration in elementary Elliptic Problems terms; Part IV. Infinite Sequences Antonio Ambrosetti and Infinite Series: 20. Approximation SISSA, Trieste FEATURE TITLE by polynomial functions; 21. e is and Andrea Malchiodi TEXTBOOK transcendental; 22. Infinite sequences; SISSA, Trieste 23. Infinite series; 24. Uniform convergence A First Course in A graduate text explaining how methods and power series; 25. Complex numbers; of nonlinear analysis can be used to 26. Complex functions; 27. Complex Mathematical Analysis tackle nonlinear differential equations. power series; Part V. Epilogue: 28. Fields; David Alexander Brannan Suitable for mathematicians, physicists The Open University, Milton Keynes 29. Construction of the real numbers; 30. Uniqueness of the real numbers; and engineers, topics covered range A down-to-earth advanced Calculus Suggested reading; Answers (to selected from elementary tools of bifurcation text. It has a large number of diagrams problems); Glossary of symbols; Index. theory and analysis to critical point and helpful margin notes; and uses 2006 252 x 225 mm 682pp theory and elliptic partial differential many graded examples and exercises, 700 line diagrams equations. The book is amply illustrated often with complete solutions, to guide 978-0-521-86744-3 HB £27.99 with many exercises. students through the tricky points. Cambridge Studies in Advanced Suitable for self-study or use in parallel Mathematics, 104 with a standard University course on the Linear Operators 2007 228 x 152 mm 328pp subject. and their Spectra 55 line diagrams 28 exercises Contents: Preface; Introduction: calculus E. Brian Davies 978-0-521-86320-9 HB £40.00 and analysis; 1. Numbers; 2. Sequences; King’s College London 3. Series; 4. Continuity; 5. Limits and This authoritative text presents a broad Random continuity; 6. Differentiation; 7. Integration; view of the spectral theory of non-self- Fragmentation and 8. Power series; Appendix 1. Sets, functions adjoint linear operators and contains and proofs; Appendix 2. Standard many illustrative examples and exercises. Coagulation Processes derivatives and primitives; Appendix 3. The Topics discussed include Fredholm Jean Bertoin first 1,000 decimal places of the square root theory, Hilbert-Schmidt and trace class Université de Paris VI (Pierre et Marie Curie) of 2, e and pi; Appendix 4. Solutions to the By the author of Lévy Processes, problems; Index. operators, one-parameter semigroups, perturbations of their generators and a the first comprehensive theoretical 2006 246 x 189 mm 472pp account of mathematical models for 211 line diagrams 1 table 207 exercises thorough account of the new theory of 978-0-521-86439-8 HB £50.00 pseudospectra. random and repeated fragmentation 978-0-521-68424-8 PB £24.99 Cambridge Studies in Advanced and coagulation over time. Written Mathematics, 106 for readers with a solid background in 2007 228 x 152 mm 400pp probability, its careful exposition allows FEATURE TITLE 15 line diagrams 274 exercises 15 figures graduate students, as well as working TEXTBOOK 978-0-521-86629-3 HB c. £40.00 mathematicians, to approach the Publication April 2007 material with confidence. Calculus Cambridge Studies in Advanced Third edition Methods in Banach Mathematics, 102 Michael Spivak 2006 228 x 152 mm 288pp Publish or Perish Inc, Houston, Texas Space Theory 978-0-521-86728-3 HB £37.50 Spivak’s celebrated Calculus combines Edited by Jesus M. F. Castillo Universidad de Extremadura leisurely explanations, a profusion of Markov Processes, examples, a wide range of exercises and and William B. Johnson Texas A & M University plenty of illustrations in an easy-going Gaussian Processes, approach that enlightens difficult This book presents a comprehensive and Local Times concepts and rewards effort. Ideal for overview of modern Banach space Michael B. Marcus honours students and mathematics theory. It contains sixteen papers that City University of New York majors seeking an alternative to reflect the wide expanse of the subject. and Jay Rosen doorstop textbooks and more formidable Articles are gathered into five sections, City University of New York introductions to real analysis. each with a key survey: geometrical methods; homological methods; ‘The main theme of this book is to Contents: Preface; Part I. Prologue: introduce the isomorphism theorem 1. Basic properties of mumbers; 2. Numbers topological methods; operator theoretic methods; function space methods. of E. B. Dynkin, and derive a number of various sorts; Part II. Foundations: of its powerful consequences. The 3. Functions; 4. Graphs; 5. Limits; London Mathematical Society Lecture Note Series, 337 isomorphism theorem describes a 6. Continuous functions; 7. Three hard beautiful connection between the theorems; 8. Least upper bounds; 2006 228 x 152 mm 370pp 4 line diagrams seemingly-disparate theories of 3 half-tones Part III. Derivatives and Integrals: Gaussian processes and Markov 978-0-521-68568-9 PB £40.00 9. Derivatives; 10. Differentiation; processes. This book presents a 11. Significance of the derivative; 12. Inverse definitive account, and is written by functions; 13. Integrals; 14. The fundamental two of the leading authorities in this Visit our website at www.cambridge.org 2 Analysis and Probability / Discrete Mathematics and Foundations exciting subject. It is well-crafted, Percolation Discrete and a pleasure to read. Because the Bela Bollobás authors have painstakingly worked Trinity College, Cambridge out a large number of examples Mathematics throughout the text, it should be very and Oliver Riordan Trinity College, Cambridge accessible to interested graduate and Foundations students, as well as researchers. It is The authors’ main aims are first to clear that this text is the standard present classical results in a way that’s reference for those who wish to learn accessible to non-specialists. Second, Fields’ Medal Winner about the powerful isomorphism to describe, for the first time in a book,