Faculty Books

Tim Leung - Employee Stock Options

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

Topics in Mathematical Modeling

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

Chemical Biophysics: Quantitative Analysis of Cellular Systems

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

Mathematical Kinetic Models: Applications in Biophysics and Biochemistry

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

Numerical Methods for Conservation Laws

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

Computational Methods for Astrophysical Fluid Flow

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

Finite Volume Methods for Hyperbolic Problems

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

Finite Difference Methods for Ordinary and Partial Differential Equations

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

Data-Driven Modeling & Scientific Computation: Methods for Complex Systems & Big Data

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

Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems

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

Elements of Mathematical Ecology

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

A First Course in the Calculus of Variations

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

Iterative Methods

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

Numerical Methods

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

LETF Book Cover

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

Optimal Mean Reversion Trading cover

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