Stochastic Finance

This book covers multivariable and vector calculus. It can be used as a textbook for a one-semester course or self-study. It includes worked-through exercises, with answers provided for many of the basic computational ones and hints for the more complex ones.. This second edition features new exercises, new sections on twist and binormal vectors for curves in space, linear approximations, and the Laplace and Poisson equations.

This book is an introduction to machine learning, with a strong focus on the mathematics behind the standard algorithms and techniques in the field, aimed at senior undergraduates and early graduate students of Mathematics.

There is a focus on well-known supervised machine learning algorithms, detailing the existing theory to provide some theoretical guarantees, featuring intuitive proofs and exposition of the material in a concise and precise manner. A broad set of topics is covered, giving an overview of the field. A summary of the topics covered is: statistical learning theory, approximation theory, linear models, kernel methods, Gaussian processes, deep neural networks, ensemble methods and unsupervised learning techniques, such as clustering and dimensionality reduction.

This book is suited for students who are interested in entering the field, by preparing them to master the standard tools in Machine Learning. The reader will be equipped to understand the main theoretical questions of the current research and to engage with the field.

This graduate-level mathematics textbook provides an in-depth and readable exposition of selected topics in complex analysis. The material spans both the standard theory at a level suitable for a first-graduate class on the subject and several advanced topics delving deeper into the subject and applying the theory in different directions. The focus is on beautiful applications of complex analysis to geometry and number theory. The text is accompanied by beautiful figures illustrating many of the concepts and proofs.

Among the topics covered are asymptotic analysis; conformal mapping and the Riemann mapping theory; the Euler gamma function, the Riemann zeta function, and a proof of the prime number theorem; elliptic functions, and modular forms. The final chapter gives the first detailed account in textbook format of the recent solution to the sphere packing problem in dimension 8, published by Maryna Viazovska in 2016 — a groundbreaking proof for which Viazovska was awarded the Fields Medal in 2022.

The book is suitable for self-study by graduate students or advanced undergraduates with an interest in complex analysis and its applications, or for use as a textbook for graduate mathematics classes, with enough material for 2-3 semester-long classes. Researchers in complex analysis, analytic number theory, modular forms, and the theory of sphere packing, will also find much to enjoy in the text, including new material not found in standard textbooks.

Affine algebraic geometry has progressed remarkably in the last half a century, and its central topics are affine spaces and affine space fibrations. This authoritative book is aimed at graduate students and researchers alike, and studies the geometry and topology of morphisms of algebraic varieties whose general fibers are isomorphic to the affine space while describing structures of algebraic varieties with such affine space fibrations.

The book is focused on physical interpretation and visualization of the obtained invariant solutions for nonlinear mathematical modeling of atmospheric and ocean waves. This volume represents a unique blend of analytical and numerical methods complemented by the author's developments in ocean and atmospheric sciences and it is meant for researchers and graduate students interested in applied mathematics and mathematical modeling.

The aim of the textbook is two-fold: first to serve as an introductory graduate course in Algebraic Topology and then to provide an application-oriented presentation of some fundamental concepts in Algebraic Topology to the fixed point theory.

A simple approach based on point-set Topology is used throughout to introduce many standard constructions of fundamental and homological groups of surfaces and topological spaces. The approach does not rely on Homological Algebra. The constructions of some spaces using the quotient spaces such as the join, the suspension, and the adjunction spaces are developed in the setting of Topology only.

The computations of the fundamental and homological groups of many surfaces and topological spaces occupy large parts of the book (sphere, torus, projective space, Mobius band, Klein bottle, manifolds, adjunctions spaces). Borsuk's theory of retracts which is intimately related to the problem of the extendability of continuous functions is developed in details. This theory together with the homotopy theory, the lifting and covering maps may serve as additional course material for students involved in General Topology.

The book comprises 280 detailed worked examples, 320 exercises (with hints or references), 80 illustrative figures, and more than 80 commutative diagrams to make it more oriented towards applications (maps between spheres, Borsuk-Ulam Theory, Fixed Point Theorems, …) As applications, the book offers some existence results on the solvability of some nonlinear differential equations subject to initial or boundary conditions.

The book is suitable for students primarily enrolled in Algebraic Topology, General Topology, Homological Algebra, Differential Topology, Differential Geometry, and Topological Geometry. It is also useful for advanced undergraduate students who aspire to grasp easily some new concepts in Algebraic Topology and Applications. The textbook is practical both as a teaching and research document for Bachelor, Master students, and first-year PhD students since it is accessible to any reader with a modest understanding of topological spaces.

The book aspires to fill a gap in the existing literature by providing a research and teaching document which investigates both the theory and the applications of Algebraic Topology in an accessible way without missing the main results of the topics covered.