The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique, modern and up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.

For many students, calculus can be the most mystifying and frustrating course they will ever take. The Calculus Lifesaver provides students with the essential tools they need not only to learn calculus, but to excel at it. All of the material in this user-friendly study guide has been proven to get results. The book arose from Adrian Banner's popular calculus review course at Princeton University, which he developed especially for students who are motivated to earn A's but get only average grades on exams. The complete course will be available for free on the Web in a series of videotaped lectures. This study guide works as a supplement to any single-variable calculus course or textbook. Coupled with a selection of exercises, the book can also be used as a textbook in its own right. The style is informal, non-intimidating, and even entertaining, without sacrificing comprehensiveness. The author elaborates standard course material with scores of detailed examples that treat the reader to an "inner monologue"--the train of thought students should be following in order to solve the problem--providing the necessary reasoning as well as the solution. The book's emphasis is on building problem-solving skills. Examples range from easy to difficult and illustrate the in-depth presentation of theory. The Calculus Lifesaver combines ease of use and readability with the depth of content and mathematical rigor of the best calculus textbooks. It is an indispensable volume for any student seeking to master calculus. Serves as a companion to any single-variable calculus textbook Informal, entertaining, and not intimidating Informative videos that follow the book--a full forty-eight hours of Banner's Princeton calculus-review course--is available at Adrian Banner lectures More than 475 examples (ranging from easy to hard) provide step-by-step reasoning Theorems and methods justified and connections made to actual practice Difficult topics such as improper integrals and infinite series covered in detail Tried and tested by students taking freshman calculus

The new edition of Thomas is a return to what Thomas has always been: the book with the best exercises. For the 11th edition, the authors have added exercises cut in the 10th edition, as well as, going back to the classic 5th and 6th editions for additional exercises and examples. The book's theme is that Calculus is about thinking; one cannot memorize it all. The exercises develop this theme as a pivot point between the lecture in class, and the understanding that comes with applying the ideas of Calculus. In addition, the table of contents has been refined to match the standard syllabus. Many of the examples have been trimmed of distractions and rewritten with a clear focus on the main ideas. The authors have also excised extraneous information in general and have made the technology much more transparent. The ambition of Thomas 11e is to teach the ideas of Calculus so that students will be able to apply them in new and novel ways, first in the exercises but ultimately in their careers. Every effort has been made to insure that all content in the new edition reinforces thinking and encourages deep understanding of the material.

在线阅读本书 Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time. Master's level students and researchers in mathematical finance and financial engineering will find this book useful.

微积分和数学分析引论（第1卷 英文版），ISBN：9787506291651，作者：（美）库兰特

Success in your calculus course starts here! James Stewart's CALCULUS texts are world-wide best-sellers for a reason: they are clear, accurate, and filled with relevant, real-world examples. With CALCULUS: EARLY TRANCENDENTALS, Sixth Edition, Stewart conveys not only the utility of calculus to help you develop technical competence, but also gives you an appreciation for the intrinsic beauty of the subject. His patient examples and built-in learning aids will help you build your mathematical confidence and achieve your goals in the course!

《微积分》(上)(第5版)为海外优秀数学类教材系列丛书之一，从Thomson Learning出版公司引进，《微积分》(上)(第5版)2003年全球发行约40余万册，在美国，占领了50％-80％的微积分教材市场，其用户包括耶鲁大学等名牌院校及众多一般院校600多所。《微积分》(上)(第5版)历经多年教学实践检验，内容翔实，叙述准确、对每个重要专题，均用语言地、代数地、数值地、图像地予以陈述。作者及其助手花费了三年时间，在各种媒体中寻找了最能反映应用微积分的教学实例，并把它们编入了教材。因此，《微积分》(上)(第5版)例、习题贴近生活实际，能充分调动学生学习的兴趣，此外。《微积分》(上)(第5版)语言朴实、流畅．可读性强，比较适合非英语国家的学生阅读。值的一提的是，《微积分》(上)(第5版)较好地利用了科技。随书附赠两张CD-ROM，一张称为“感受微积分”，提供了一个实验环境，如同一个无声的老师，用探索、发现式的方法逐步引导学生分析并解决问题，还能链接到学习网站www.stewartcalculus.com。另一张称为“交直学习微积分”，包含有与微积分教学有关的视频与音频等。 强力推荐：Calculus: Early Transcendentals 英文原版火热发售