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Universitext

Universitext
347 Jahrgänge | 1980 - 2019

Beschreibung

Universitext

is a series of textbooks that presents material from a wide variety of mathematical disciplines at master’s level and beyond. The books, often well class-tested by their author, may have an informal, personal even experimental approach to their subject matter. Some of the most successful and established books in the series have evolved through several editions, always following the evolution of teaching curricula, to very polished texts.

Thus as research topics trickle down into graduate-level teaching, first textbooks written for new, cutting-edge courses may make their way into Universitext.

Alle Bücher der Reihe Universitext

2019 | Buch

Applied Stochastic Control of Jump Diffusions

The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications. Both the dynamic programming method and …

2019 | Buch

Convex and Stochastic Optimization

This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting. It introduces and analyses the main …

2019 | Buch

Statistics of Financial Markets

An Introduction

Now in its fifth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods for evaluating option contracts, analyzing financial time series …

2018 | Buch

Discrete Stochastic Processes and Applications

This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design.

2018 | Buch

Nonlinear Elliptic Partial Differential Equations

An Introduction

This textbook presents the essential parts of the modern theory of nonlinear partial differential equations, including the calculus of variations.

After a short review of results in real and functional analysis, the author introduces the main …

2018 | Buch

Functional Analysis

An Introductory Course

This concise text provides a gentle introduction to functional analysis. Chapters cover essential topics such as special spaces, normed spaces, linear functionals, and Hilbert spaces. Numerous examples and counterexamples aid in the understanding …


2018 | Buch

Calculus of Variations

This textbook provides a comprehensive introduction to the classical and modern calculus of variations, serving as a useful reference to advanced undergraduate and graduate students as well as researchers in the field.

Starting from ten …

2018 | Buch

Number Fields

Requiring no more than a basic knowledge of abstract algebra, this textbook presents the basics of algebraic number theory in a straightforward, "down-to-earth" manner. It thus avoids local methods, for example, and presents proofs in a way that …

2018 | Buch

A Course in Functional Analysis and Measure Theory

Written by an expert on the topic and experienced lecturer, this textbook provides an elegant, self-contained introduction to functional analysis, including several advanced topics and applications to harmonic analysis.

Starting from basic topics …

2018 | Buch

Numerical Probability

An Introduction with Applications to Finance

This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance.

Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction …

2018 | Buch

Monomial Ideals and Their Decompositions

This textbook on combinatorial commutative algebra focuses on properties of monomial ideals in polynomial rings and their connections with other areas of mathematics such as combinatorics, electrical engineering, topology, geometry, and …

2018 | Buch

Distributions, Partial Differential Equations, and Harmonic Analysis

The aim of this book is to offer, in a concise, rigorous, and largely self-contained manner, a rapid introduction to the theory of distributions and its applications to partial differential equations and harmonic analysis. The book is written in a …

2018 | Buch

Introduction to Stochastic Finance

This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility …

2017 | Buch

Stochastic Modeling

Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which …

2017 | Buch

Hyperplane Arrangements

An Introduction

This textbook provides an accessible introduction to the rich and beautiful area of hyperplane arrangement theory, where discrete mathematics, in the form of combinatorics and arithmetic, meets continuous mathematics, in the form of the topology …

2017 | Buch

Stochastic Partial Differential Equations

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main …

2017 | Buch

Nevanlinna Theory, Normal Families, and Algebraic Differential Equations

This book offers a modern introduction to Nevanlinna theory and its intricate relation to the theory of normal families, algebraic functions, asymptotic series, and algebraic differential equations.

Following a comprehensive treatment of …

2017 | Buch

Tools for Computational Finance

Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of …

2017 | Buch

Geometric Invariant Theory

Over the Real and Complex Numbers

Geometric Invariant Theory (GIT) is developed in this text within the context of algebraic geometry over the real and complex numbers. This sophisticated topic is elegantly presented with enough background theory included to make the text …

2017 | Buch

Riemannian Geometry and Geometric Analysis

This established reference work continues to provide its readers with a gateway to some of the most interesting developments in contemporary geometry. It offers insight into a wide range of topics, including fundamental concepts of Riemannian …