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In honor of Serge Lang’s vast contribution to mathematics, this memorial volume presents articles by prominent mathematicians. Reflecting the breadth of Lang's own interests and accomplishments, these essays span the field of Number Theory, Analysis and Geometry.
This collection of articles contains the proceedings of the two international conferences (on Number Theory and Cryptography) held at the Harish - Chandra Research Institute. In recent years the interest in number theory has increased due to its applications in areas like error-correcting codes and cryptography. These proceedings contain papers in various areas of number theory, such as combinatorial, algebraic, analytic and transcendental aspects, arithmetic algebraic geometry, as well as graph theory and cryptography. While some papers do contain new results, several of the papers are expository articles that mention open questions, which will be useful to young researchers.
This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three Intertwined Brownian Topics: Exponential Functionals, Winding Numbers and Local Times. A unique opportunity to read ideas from all the top experts on the subject, Stochastic Processes and Related Topics is intended for postgraduates and researchers working in this area of mathematics and provides a useful source of reference.
The aim of the book is to give a smooth analytic continuation from basic subjects including linear algebra, group theory, Hilbert space theory, etc. to number theory. With plenty of practical examples and worked-out exercises, and the scope ranging from these basic subjects made applicable to number-theoretic settings to advanced number theory, this book can then be read without tears. It will be of immense help to the reader to acquire basic sound skills in number theory and its applications.Number theory used to be described as the queen of mathematics, that is, there is no practical use. However, with the development of computers and the security of internet communications, the importance of number theory has been exponentially increasing daily. The raison d'être of the present book in this situation is that it is extremely reader-friendly while keeping the rigor of serious mathematics and in-depth analysis of practical applications to various subjects including control theory and pseudo-random number generation. The use of operators is prevailing rather abundantly in anticipation of applications to electrical engineering, allowing the reader to master these skills without much difficulty. It also delivers a very smooth bridging between elementary subjects including linear algebra and group theory (and algebraic number theory) for the reader to be well-versed in an efficient and effortless way. One of the main features of the book is that it gives several different approaches to the same topic, helping the reader to gain deeper insight and comprehension. Even just browsing through the materials would be beneficial to the reader.
This book presents the Riemann Hypothesis, connected problems, and a taste of the body of theory developed towards its solution. It is targeted at the educated non-expert. Almost all the material is accessible to any senior mathematics student, and much is accessible to anyone with some university mathematics. The appendices include a selection of original papers that encompass the most important milestones in the evolution of theory connected to the Riemann Hypothesis. The appendices also include some authoritative expository papers. These are the “expert witnesses” whose insight into this field is both invaluable and irreplaceable.
Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book acquaints readers with leading-edge thinking in modeling and hedging these transactions. Equity Derivatives offers a balanced, integrated presentation of theory and practice in equity derivative markets. It provides a theoretical treatment of each new modeling and hedging concept first, and then demonstrates their practical application. The book covers: the newest and fastest-growing class of derivative instruments, fund derivatives; cutting-edge developments in equity derivative modeling; new developments in correlation modeling and understanding volatility skews; and new Web-based implementation/delivery methods. Marcus Overhaus, PhD, Andrew Ferraris, DPhil, Thomas Knudsen, PhD, Frank Mao, PhD, Ross Milward, Laurent Nguyen-Ngoc, PhD, and Gero Schindlmayr, PhD, are members of the Quantitative Research team of Deutsche Bank's Global Equity Division, which is based in London and headed by Dr. Overhaus.