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During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. During this period more than 300 scholars and financial practitioners attended to conduct research and to attend more than 150 research seminars. Many of the presented papers were on the subject of financial derivatives. The very best were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest to both academic scholars and financial engineers.
Tribute to the vision and legacy of Israel Moiseevich Gel'fand Written by leading mathematicians, these invited papers reflect the unity of mathematics as a whole, with particular emphasis on the many connections among the fields of geometry, physics, and representation theory Topics include conformal field theory, K-theory, noncommutative geometry, gauge theory, representations of infinite-dimensional Lie algebras, and various aspects of the Langlands program
Cambridge University's Lucasian Professorship of Mathematics is one of the world's most celebrated academic positions. Since its foundation in 1663, the chair has been held by seventeen men who represent some of the most influential minds in science and technology. Principally a social history of mathematics and physics, the story of these great natural philosophers and mathematical physicists is told here by some of the finest historians of science. This informative work offers new perspectives on world famous scientists including Isaac Newton, Charles Babbage, Paul Dirac, and Stephen Hawking.
This volume provides a very accessible introduction to the representation theory of reductive algebraic groups.
This book investigates, through the problem of the earth's shape, part of the development of post-Newtonian mechanics by the Parisian scientific community during the first half of the eighteenth century. In the Principia Newton first raised the question of the earth's shape. John Greenberg shows how continental scholars outside France influenced efforts in Paris to solve the problem, and he also demonstrates that Parisian scholars, including Bouguer and Fontaine, did work that Alexis-Claude Clairaut used in developing his mature theory of the earth's shape. The evolution of Parisian mechanics proved not to be the replacement of a Cartesian paradigm by a Newtonian one, a replacement that migh...
This report is the result of a fast-track study of U.S. mathematical sciences research institutes done in response to a request from the National Science Foundation (NSF). The task of the Committee on U.S. Mathematical Sciences Research Institutes was to address the following three questions: 1. What are the characteristic features of effective mathematical sciences research institutes in the ways that they further mathematical research in the United States, and are there ways that the current configuration can be improved? 2. What kinds of institutes should there be in the United States, and how many does the nation need? 3. How should U.S. mathematical sciences research institutes be configured (with regard to, for example, diversity of operating formats, distribution of mathematical fields, and interinstitute cooperation or coordination) in order to have the nation's mathematical research enterprise continue to be most productive and successful?
Quantitative thinking is our inclination to view natural and everyday phenomena through a lens of measurable events, with forecasts, odds, predictions, and likelihood playing a dominant part. The Error of Truth recounts the astonishing and unexpected tale of how quantitative thinking came to be, and its rise to primacy in the nineteenth and early twentieth centuries. Additionally, it considers how seeing the world through a quantitative lens has shaped our perception of the world we live in, and explores the lives of the individuals behind its early establishment. This worldview was unlike anything humankind had before, and it came about because of a momentous human achievement: we had learn...
This first book on real-time computer vision will interest all involved in the design and programming of visually guided systems.
This book gives a complete proof of the Verlinde formula and of its connection to generalized theta functions.
This volume contains six papers originally presented at a NATO Advanced Study Institute held in Cambridge, U.K. in 1995 on the fundamental properties of partial differential equations and modeling processes involving spatial dynamics. The contributors, from academic institutions in Europe and the U.S., discuss such topics as lattice dynamical systems, low-dimensional models of turbulence, and nonlinear dynamics of extended systems. The volume is not indexed. c. Book News Inc.