Books

Author/Title Research Type Related Fields

Tim Leung (2025). Stochastic Control Approach to Futures Trading, World Scientific

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Tim Leung. (2021) Employee Stock Options, Exercise Timing, Hedging, and Valuation. World Scientific

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Hong Qian. (2017) Mathematical Kinetic Models: Applications in Biophysics and Biochemistry. Peking University Press. 

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J. Nathan Kutz, Steven L. Brunton, Bingni W. Brunton, and Joshua Proctor (2016). Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems. SIAM.

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Tim Leung and Marco Santoli (2016). Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation, Springer Briefs in Quantitative Finance, Springer, New York.

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Tim Leung and Xin Li.  (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company.

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Mark Kot. (2014) A First Course in the Calculus of Variations. American Mathematical Society. 

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John B. Guerard, Jr., Introduction to financial forecasting in investment analysis, Springer, 2013.

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J. Nathan Kutz. (2013) Data-Driven Modeling & Scientific Computation: Methods for Complex Systems & Big Data. Oxford University Press. 

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Anne Greenbaum and Timothy P. Chartier. (2012) Numerical Methods: Design, Analysis, and Computer Implementation of Algorithms. Princeton University Press.

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Hong Qian and Daniel Beard. (2008) Chemical Biophysics: Quantitative Analysis of Cellular Systems. Cambridge University Press. 

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Ka-Kit Tung. (2007) Topics in Mathematical Modeling. Princeton University Press

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Randall LeVeque. (2007) Finite Difference Methods for Ordinary and Partial Differential Equations. SIAM.

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Randall LeVeque. (2002) Finite Volume Methods for Hyperbolic Problems. Cambridge University Press.

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Mark Kot. (2001) Elements of Mathematical Ecology. Cambridge University Press. 

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Randall LeVeque, D. Mihalas, E. Dorfi, E. Mueller. (1998) Computational Methods for Astrophysical Fluid Flow. Springer-Verlag.

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Randall LeVeque. (1990) Numerical Methods for Conservation Laws. Birkhauser-Verlag Basel. 

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Anne Greenbaum. (1987) Iterative Methods for Solving Linear Systems. SIAM.

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