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 Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical analysis as well as computational methods for trading ETFs, options, futures on commodities or volatility indices, and credit risk derivatives.This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various trading approaches and scenarios, but also addresses the practical aspects of trading problems, such as model estimation, risk premium, risk constraints, and transaction costs. The explanations in the book are detailed enough to capture the interest of the curious student or researcher, and complete enough to give the necessary background material for further exploration into the subject and related literature.This book will be a useful tool for anyone interested in financial engineering, particularly algorithmic trading and commodity trading, and would like to understand the mathematically optimal strategies in different market environments.

 Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical analysis as well as computational methods for trading ETFs, options, futures on commodities or volatility indices, and credit risk derivatives.This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various trading approaches and scenarios, but also addresses the practical aspects of trading problems, such as model estimation, risk premium, risk constraints, and transaction costs. The explanations in the book are detailed enough to capture the interest of the curious student or researcher, and complete enough to give the necessary background material for further exploration into the subject and related literature.This book will be a useful tool for anyone interested in financial engineering, particularly algorithmic trading and commodity trading, and would like to understand the mathematically optimal strategies in different market environments.

Preface: "This book is designed for students who have already completed a one-year course in calculus and analytic geometry devoted to the study of functions of one variable. We assume that the student has learned prerequisite "Calculus and Analytic Geometry, A first Course" or equivalent text which covers approximately the same body of knowledge. Throughout this book we shall refer to theorems and examples in previous text, using the term First Course in making such references. For most students the step up is an abrupt and difficult one. By including in this book the more advanced portions of elementary calculus and the beginning portions of advanced calculus, we have attempted to make the transfer as smooth as possible.

BESTSELLER of the XXth Century in Mathematical Physics voted on by participants of the XIIIth International Congress on Mathematical PhysicsThis revision will make this book mroe attractive as a textbook in functional analysis. Further refinement of coverage of physical topics will also reinforce its well-established use as a course book in mathemtical physics.

BESTSELLER of the XXth Century in Mathematical Physics voted on by participants of the XIIIth International Congress on Mathematical PhysicsThis revision will make this book mroe attractive as a textbook in functional analysis. Further refinement of coverage of physical topics will also reinforce its well-established use as a course book in mathemtical physics.

Book is in Used-VeryGood condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain very limited notes and highlighting. 1.3

This classic text has entered and held the field as the standard book on the applications of analysis to the transcendental functions. The authors explain the methods of modern analysis in the first part of the book and then proceed to a detailed discussion of the transcendental function, unhampered by the necessity of continually proving new theorems for special applications. In this way the authors have succeeded in being rigorous without imposing on the reader the mass of detail that so often tends to make a rigorous demonstration tedious. Researchers and students will find this book as valuable as ever.

This volume will serve several purposes: to provide an introduction for graduate students not previously acquainted with the material, to serve as a reference for mathematical physicists already working in the field, and to provide an introduction to various advanced topics which are difficult to understand in the literature. Not all the techniques and application are treated in the same depth. In general, we give a very thorough discussion of the mathematical techniques and applications in quatum mechanics, but provide only an introduction to the problems arising in quantum field theory, classical mechanics, and partial differential equations. Finally, some of the material developed in this volume will not find applications until Volume III. For all these reasons, this volume contains a great variety of subject matter. To help the reader select which material is important for him, we have provided a "Reader's Guide" at the end of each chapter.

This volume will serve several purposes: to provide an introduction for graduate students not previously acquainted with the material, to serve as a reference for mathematical physicists already working in the field, and to provide an introduction to various advanced topics which are difficult to understand in the literature. Not all the techniques and application are treated in the same depth. In general, we give a very thorough discussion of the mathematical techniques and applications in quatum mechanics, but provide only an introduction to the problems arising in quantum field theory, classical mechanics, and partial differential equations. Finally, some of the material developed in this volume will not find applications until Volume III. For all these reasons, this volume contains a great variety of subject matter. To help the reader select which material is important for him, we have provided a "Reader's Guide" at the end of each chapter.

Methods of Modern Mathematical Physics. I: Functional Analysis by Michael Reed and Barry Simon. 1972 hardcover published by Academic Press.

Methods of Modern Mathematical Physics. I: Functional Analysis by Michael Reed and Barry Simon. 1972 hardcover published by Academic Press.

This book is the first of a multivolume series devoted to an exposition of functional analysis methods in modern mathematical physics. It describes the fundamental principles of functional analysis and is essentially self-contained, although there are occasional references to later volumes. We have included a few applications when we thought that they would provide motivation for the reader. Later volumes describe various advanced topics in functional analysis and give numerous applications in classical physics, modern physics, and partial differential equations.

Intended for the advanced undergraduate or beginning graduate student, this lucid work links classical and modern physics through common techniques and concepts and acquaints the reader with a variety of mathematical tools physicists use to describe and comprehend the physical universe.For the physicist, mathematics is a language, or shorthand, for constructing workable models (necessarily approximate and incomplete) of aspects of physical reality. The present text, by a noted professor of physics at McGill University, Montreal, deals in an exceptionally well-organized way with some of the crucial mathematical tools used to construct such models.Contents include: I: The Vibrating String; II. Linear Vector Spaces; III. The Potential Equation; IV: Fourier and Laplace Transforms and Their Applications; V. Propagation and Scattering of Waves; VI. Problems of Diffusion and Attenuation; VII. Probability and Stochastic Processes; VIII. Fundamental Principles of Quantum Mechanics; IX. Some Soluble Problems of Quantum Mechanics; X. Quantum Mechanics of Many-body Problems.A special helpful feature of this volume is a Prelude to each chapter, which outlines the topics with which the chapter deals. In addition to providing a guide to the organization of its contents, it indicates the mathematical background assumed and calls attention to those methods and concepts which have an application in different physical problems. Relevant test problems are interspersed throughout the text to test the student's grasp of the material, while brief bibliographies at the chapter ends suggest further reading.Ideal as a primary or supplementary text, Mathematical Analysis of Physical Problems will reward any reader seeking a firmer grasp of the mathematical procedures by which physicists unlock the secrets of the universe.

It provides a transition from elementary calculus to advanced courses in real and complex function theory and introduces the reader to some of the abstract thinking that pervades modern analysis.

The second volume expounds classical analysis as it is today, as a part of unified mathematics, and its interactions with modern mathematical courses such as algebra, differential geometry, differential equations, complex and functional analysis. The book provides a firm foundation for advanced work in any of these directions.

The second volume expounds classical analysis as it is today, as a part of unified mathematics, and its interactions with modern mathematical courses such as algebra, differential geometry, differential equations, complex and functional analysis. The book provides a firm foundation for advanced work in any of these directions.

This is the fifth and revised edition of a well-received textbook that aims at bridging the gap between the engineering course of tensor algebra on the one hand and the mathematical course of classical linear algebra on the other hand. In accordance with the contemporary way of scientific publication, a modern absolute tensor notation is preferred throughout. The book provides a comprehensible exposition of the fundamental mathematical concepts of tensor calculus and enriches the presented material with many illustrative examples. As such, this new edition also discusses such modern topics of solid mechanics as electro- and magnetoelasticity. In addition, the book also includes advanced chapters dealing with recent developments in the theory of isotropic and anisotropic tensor functions and their applications to continuum mechanics. Hence, this textbook addresses graduate students as well as scientists working in this field and in particular dealing with multi-physical problems. In each chapter numerous exercises are included, allowing for self-study and intense practice. Solutions to the exercises are also provided.

Translated from the Russian by E.J.F. Primrose "Remarkable little book." -SIAM REVIEW V.I. Arnold, who is renowned for his lively style, retraces the beginnings of mathematical analysis and theoretical physics in the works (and the intrigues!) of the great scientists of the 17th century. Some of Huygens' and Newton's ideas. several centuries ahead of their time, were developed only recently. The author follows the link between their inception and the breakthroughs in contemporary mathematics and physics. The book provides present-day generalizations of Newton's theorems on the elliptical shape of orbits and on the transcendence of abelian integrals; it offers a brief review of the theory of regular and chaotic movement in celestial mechanics, including the problem of ports in the distribution of smaller planets and a discussion of the structure of planetary rings.

Was plane geometry your favourite math course in high school? Did you like proving theorems? Are you sick of memorising integrals? If so, real analysis could be your cup of tea. In contrast to calculus and elementary algebra, it involves neither formula manipulation nor applications to other fields of science. None. It is Pure Mathematics, and it is sure to appeal to the budding pure mathematician. In this new introduction to undergraduate real analysis the author takes a different approach from past studies of the subject, by stressing the importance of pictures in mathematics and hard problems. The exposition is informal and relaxed, with many helpful asides, examples and occasional comments from mathematicians like Dieudonne, Littlewood and Osserman. The author has taught the subject many times over the last 35 years at Berkeley and this book is based on the honours version of this course. The book contains an excellent selection of more than 500 exercises.

Examines linear structures, the topology of metric spaces, and continuity in infinite dimensions, with detailed coverage at the graduate level Includes applications to geometry and differential equations, numerous beautiful illustrations, examples, exercises, historical notes, and comprehensive index May be used in graduate seminars and courses or as a reference text by mathematicians, physicists, and engineers