Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly sophis
This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed ex
The Lebesgue integral is an essential tool in the fields of analysis and stochastics and for this reason, in many areas where mathematics is applied. This textbook is a concise, lecture-tested introdu
This book presents a variety of techniques for solving ordinary differential equations analytically and features a wealth of examples. Focusing on the modeling of real-world phenomena, it begins with
