Tim Leung. (2021) Employee Stock Options, Exercise Timing, Hedging, and Valuation. World Scientific |
Publications, Books |
Financial Mathematics, Risk Management, Stochastic Modeling |
Hong Qian. (2017) Mathematical Kinetic Models: Applications in Biophysics and Biochemistry. Peking University Press. |
Publications, Books |
Biochemistry, Biophysics |
J. Nathan Kutz, Steven L. Brunton, Bingni W. Brunton, and Joshua Proctor (2016). Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems. SIAM. |
Publications, Books |
Dynamical Systems |
Tim Leung and Marco Santoli (2016). Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation, Springer Briefs in Quantitative Finance, Springer, New York. |
Publications, Books |
Data Science, Financial Mathematics, Optimization and Variational Analysis, Probability, Statistics, Stochastic Modeling |
Tim Leung and Xin Li. (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company. |
Publications, Books |
Financial Mathematics, Optimization and Variational Analysis, Probability, Risk Management, Stochastic Modeling |
Mark Kot. (2014) A First Course in the Calculus of Variations. American Mathematical Society. |
Publications, Books |
Applied Mathematics |
John B. Guerard, Jr., Introduction to financial forecasting in investment analysis, Springer, 2013. |
Publications, Books |
Financial Mathematics |
J. Nathan Kutz. (2013) Data-Driven Modeling & Scientific Computation: Methods for Complex Systems & Big Data. Oxford University Press. |
Publications, Books |
Data Science |
Anne Greenbaum and Timothy P. Chartier. (2012) Numerical Methods: Design, Analysis, and Computer Implementation of Algorithms. Princeton University Press. |
Publications, Books |
Computational Methods, Numerical Analysis |
Hong Qian and Daniel Beard. (2008) Chemical Biophysics: Quantitative Analysis of Cellular Systems. Cambridge University Press. |
Publications, Books |
Biophysics |
Ka-Kit Tung. (2007) Topics in Mathematical Modeling. Princeton University Press |
Publications, Books |
Applied Mathematics |
Randall LeVeque. (2007) Finite Difference Methods for Ordinary and Partial Differential Equations. SIAM. |
Publications, Books |
Applied Mathematics, Mathematical Methods, Partial Differential Equations |
Randall LeVeque. (2002) Finite Volume Methods for Hyperbolic Problems. Cambridge University Press. |
Publications, Books |
Applied Mathematics, Mathematical Methods |
Mark Kot. (2001) Elements of Mathematical Ecology. Cambridge University Press. |
Publications, Books |
Applied Mathematics, Mathematical Ecology |
Randall LeVeque, D. Mihalas, E. Dorfi, E. Mueller. (1998) Computational Methods for Astrophysical Fluid Flow. Springer-Verlag. |
Publications, Books |
Applied Mathematics, Computational Methods |
Randall LeVeque. (1990) Numerical Methods for Conservation Laws. Birkhauser-Verlag Basel. |
Publications, Books |
Applied Mathematics |
Anne Greenbaum. (1987) Iterative Methods for Solving Linear Systems. SIAM. |
Publications, Books |
Applied Mathematics |