Book Description
Over the last three decades, more than 40 different classes of chiral (mirror-image) sulfur compounds have been described, and a number of useful procedures and applications have been developed for their use. Emphasizing modern methodologies, Chiral Sulfur Reagents demonstrates the great potential of enantionmerically pure sulfur reagents in transmitting chirality to other centers. Each chapter highlights the synthesis and synthetic uses of a particular class of chiral sulfur reagent, followed by examples of the most important experimental procedures.
Product Description
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering. Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling. This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka–Volterra model in biology, non-linear filtering in engineering and five new figures.
Customer Reviews:
Splendid text, but perhaps a bit lost in the shuffle........2006-05-14
The second edition of this delightful title by Fima C. Klebaner (Monash University, Australia) is a well-written and worthwhile excursion into the realm of stochastic calculus. The text is suited for self-study for a newcomer to the area and there are numerous worked out examples interspersed throughout. Chapters 1 and 2 cover the basics of math and probability/random processes. The author next moves to discuss Brownian Motion and its calculus (the Ito calculus) in chapters 3 and 4. The coverage of the SDEs, diffusions, martingales, semi-martingales, and pure jump processes are included next. Subsequently a chapter on some results concerning the change of probability measure rounds up the theoretical part of the book. There are four final chapters (in the 2nd edition) on applications in finance (stocks, bonds, two fundamental theorems on asset pricing, discussion of various market models), biology (Feller and Wright-Fisher diffusions, branching and birth-death processes, stochastic Lotka-Volterra models) and engineering/physics (filtering and random oscillators) to help satisfy the curiosity of the application-minded readers.
The second edition contains a new chapter on bonds and interest rates, and incorporates more worked-out examples throughout. The discussion of the Stratanovich formulation of Ito's calculus has been moved from the final chapter in the first edition, to the last section of chapter 5 on SDEs. Also at the back of the book there are many answers provided to the selected exercises. For fully grasping the concepts presented, having a background in real analysis and measure theory is helpful but not completely necessary. This was my first book on the subject and it immensely helped me form a fair understanding of the concepts, techniques and terminology of the stochastic calculus. I could only guess that many of you would also benefit from taking up this title at some point in your studies. The only thing that I sensed missing was a glossary with a list of common financial terms for the benefit of those readers who come from a different background. For the science oriented readers, another suggested title is "Stochastic Calculus: Applications in Science and Engineering" by Mircea Grigoriu, which at the same time does a nice job of touching upon the all-important computational methods.
A good book with yet misleading intro.......2003-03-14
I have to agree with one of the earlier reviewers who rates the book only 3-star. As a reader from engineering background who is determined to grasp the gist of stochastic calculus, I found at the beginning this book hard to carry on. It is only after taking on some readings about theoretical probability and measure theory that I find this book enjoyable. Thus, the statement of 'only a basic knowledge of calculus and probability is required' in the preface is misleading. One has to realize what is considered 'basic knowledge' for mathematicians may not be basic for engineerings, and vice versa.
But, this is indeed an excellent book on the subject without burdening the readers with every rigorous proofs. I would have rated it 5-star if not for the misleading statement. As long as one has a basic knowledge in real analysis, indeed very basic, one will find this book highly enjoyable.
Excellent introduction to stochastic processes.......2002-12-01
This is a very nice book. Looking forward to the 2nd edition with more material particularly on interest rate models.
One of the best concise and readable books on the subject.......2002-10-01
I've seen lot's of other books, (Karatzas, Protter, etc.) but none of them were so well and concisely written. I do recommend this book to anybody who wants to get a quick but still pretty thorough intro to the matter, without spending too much time on the proofs.
Introduction to Stochastic Calculus with Applications.......2001-05-27
This is a very readable text, which is very rare for this subject. Most text on stochastic calculus and Brownian motion rely heavily on measure theory. This text only assumes a familiarity with calculus and concepts in probability theory.
A good introduction to stochastic calculus for students who have a limited knowledge of measure theory (almost everyone except for pure physics and pure maths graduates).
Book Description
This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. The new feature of this 5th edition is an extra chapter on applications to mathematical finance.
Customer Reviews:
A very good book!.......2007-07-05
I read this book after I had read Karatzas' and Shreve's book "Stochastic Calculus..." and it is probably better to do it the other way round. The mathematical prerequisites are not high, however a good intuitive understanding of measure theory is probably necessary. The pace of the book is leasurely, the proofs are such, that pencil and paper is rarely needed, however no rigor is lost.
The book quickly moves to interesting applications of the theory, which is motivated very well.
It contains a few typographical errors, mostly in the last chapter, and mostly of a harmless nature.
With the necessary mathematical background, it seems to be an ideal introduction to this highly interesting topic of stochastic differential equations!
Excellent introduction on Stochastic Differential Equations.......2007-05-08
A well written book in Mathematics
Stochastic Differential Equations is a branch of mathematics. This book is not just for financial derivatives analysis or modeling. Oksendal first introduces the subject by raising a few stochastic problems (population growth; electric charge in RLC circuit; filtering problems, Dirichlet problems; asset management; optimal portfolio and options pricing) in the first chapter. The subsequent chapters develop notions and techniques which are able to solve wide varieties of stochastic problems (not just those mentioned in the first chapters). The arrangement is impressive in particular for readers who have no previous knowledge about the subject. The readers at least know the target for developing the techniques and would not lose the way when manipulating tons of symbols. Hints and answers to selected problems are invaluable to students for self-study.
To achieve a sound background on stochastic equations is extremely important especially in quantitative finance. It is not an easy job however. QF students may consider going through this book before seriously take Shreve's books on Stochastic Calculus for Finance.
OK intro to stochastic analysis.......2007-03-14
This is a standard work (it is the one I read when I first started looking at this sort of thing) but having taken it off the shelf recently again, I think it is overrated, for several reasons.
First, it is very notation heavy - TeX has seduced Mr. Oksendahl into all sorts of bad habits - I can very easily imagine that the earlier editions (mine is the 5th), which were written with a typewriter, are much more readable.
Second, the proofs are very formal, developed mostly in terms of classical functional analysis (square integrable real functions, geometry of real Hilbert spaces etc.). From the point of view of rigor this is fine, but from the point of view of intuition, not so much, esp. when combined with the heavyweight notation. In fact note that unless you have a decent background in functional analysis, of the sort you are more likely to pick up in a mathematics degree than a finance degree, then you are going to get precisely nowhere with this book.
I don't want to be too negative, and there is lots of good stuff here - just to warn that Oksendahl is not (as one might think) a royal road to the theory of SDEs (depressingly, it may be that Oksendahl is, nevertheless, the best of the bunch out there - it is certainly, all criticism not-withstanding, more accessible than Karatzas and Shreve).
Very good book - would not mind more on finance.......2007-02-08
Very good book. However the math prerequisite is at quite a high level. Especially the probability theory introduction could be a little less fast-paced. As my main interest was on the financial application I would not have minded a little more on that topic and a little less on e.g. filtering or stochatsic control in return.
good intro book.......2006-02-03
This is a good intro book. It brings you really fast to Ito's Formula and SDE. Somebody said that the Kolmogorov's backward eq in chapter 8 is wrong. This is false, it is just expressed in a different way than the usual form. However, with a change of time, you are all set.
Book Description
An exceptional figure in the history of the German Navy, Wolfgang Luth was one of only seven men in the Wehrmacht to win Germany's highest combat decoration, the Knight's Cross with Oak Leaves, Swords, and Diamonds. At one time or another he operated in almost every theater of the undersea war, from Norway to the Indian Ocean, and became the second most successful German U-boat ace in World War II, sinking more than 220,000 tons of merchant shipping. A master in the art of military leadership, Luth was the youngest man to be appointed to the rank of captain and the youngest to become commandant of the German Naval Academy. Nevertheless, his accomplishments were overshadowed by those of other great aces, such as Prien, Kretschmer, and Topp.
The publication of this book in hardcover in 1990 marked the first comprehensive study of Luth's life. Jordan Vause corrects the long neglect by providing an entertaining and authoritative biography that places the ace in the context of the war at sea. This new paperback edition includes corrections and additional information collected by the author over the past decade.
Customer Reviews:
fast mooving and smooth........2007-02-23
another u-boat captain book,Luth's u-boat survival of the war depended a great deal on his skill,but there are instances here where you realize there was some luck involved as well. An even better source of luck was that he was assigned a section of the south Atlantic,and African waters where his prey was not often as heavily protected as was were convoys in the North Atlantic.Luth's patrols were mainly "lone wolf" type guerilla attacks on isolated cargo ships,not the suicidal wolfpack attacks that were sure to bring on lots of task force boats.You can't help but draw from the book that the thirty year Luth was a by-product of the post WW1 Versailles Treaty outrage against Germany.His resentment as well as his crew run deep,methodically shinking ships like shooting mechanical ducks at a carnival.Not deliberately cruel but with a firm belief that it's either "us or them".When reading this book it would help to have a little knowledge of the "War Reparations"clause in the Versailles treaty,it would make for boring reading but,it will make the Luth story more enriching.
This is a worthwhile read.......2007-01-30
This book is a great read. The writing style is concise, and it makes it easy to get involved with a facinating (and true) story. Wolfgang Luth went on long range patrols to Southern Africa, notched up many sinkings, and was popular with his men. What comes across with this book is the personality of Wolfgang Luth himself. He didn't have a large ego, and is not as well known as other U-boat aces, but through this book seems far more interesting than the others U Boat Captains, and was more successful. He could be laid back with his men, other times encouraging them to get married, or poke fun at himself, was utterly fearless, and other times shot hundreds of shells into ships without reason. The book makes one consider the morality of his actions, and yet also gives a front row seat to an interesting U Boat career, and tragic end. This is a good book.
Friends of mine who served with Kapitan Luth on U 181........2001-12-30
I have read this book and it is an excellently done story on Kapitan zur See, Wolfgang Luth. This man Took charge of the Uboat U 181 and had an excellent crew serving with him. This book is almost as good as "Shooting The War" by Otto Giese. It held my attention which was fully rivited to the pages as I read them, as Otto Giese's book did to me. This book is THAT well done, and I will buy several extra copies of it to send to all 8 of the surviving U 181 vets. Its a shame that Otto Giese, U 181's 2nd Watch officer under Luth, recently passed away as well as three other U 181 comrades. The living members of U 181 will absolutely love this book and will think of it as a work of art. As I do have the priviledge of knowing all the surviving vets, I know they will enjoy adding a copy of this book to their libraries as they have done so with Otto Giese's book. Soon to be another book on U 181 by vet/friend, Bernhard Trenn.
Customer Reviews:
A book to inspire.......2005-10-03
This is a great book, telling the story of a man who has inspired generations of doctors (and non-doctors) to try to cure more than just human disease. Norman Bethune, whose life this book describes, was a multifaceted man, for whom the adjective "great" would be quite appropriate. He was a surgeon, a health activist, a communist, a poet, a painter, a journalist and above all a great human being. This book describes his early life, his battle against tuberculosis,against fascism and all those who injure other human beings. Quoting his speeches,his newspaper articles and his journal extensively, the book informs and inspires and should be a must read for everyone who aspires to be a doctor or just loves humanity.
Norm Bethune -- Genius combined with relentless effort........2005-03-26
There are simple people and there are complicated people. Norm Bethune was definitely of the latter strain. Independent, erratic, gifted, persistent-ever searching for the next direction, or "mission."
His parents were great admirers of D.L. Moody. His father was a pastor at various small towns throughout Ontario, Canada, and his mother was a missionary. Bethune himself didn't seem to have the same interest as his parents in the things of God. But his mother's missionary fervor was obviously a very prominent influence in his life.
His genius as a surgeon first emerged when he contracted tuberculosis and decided that he must prepare to die. He encouraged his wife to divorce him, and he went to a sanitarium. But once he got there, he found the boredom of waiting to die was more tortuous than the illness itself, and he began to research the disease. His fortunes changed drastically when he happened upon a book describing a new procedure which involved removing part of the ribs to collapse an ailing lung. This procedure was new-only about a year old, but Bethune was interested. He was determined to be a beneficiary of this new innovation, and this determination eventually led to his recovery. It was 1927.
After his recovery, he became a thoracic surgeon. But he was frustrated by the numbers of indigent patients who did not get timely treatment because they were too poor. His preoccupation with, an concern for the "underdogs" of the world eventually led him to Spain, where he got involved in the Spanish civil war, working with the forces battling Franco. This experience had a profound effect on his thinking. He joined the Communist Party, and campaigned for support for the resistance forces.
But the heart of this book really begins when Dr. Bethune goes to China. His experiences as a battlefield surgeon make fascinating reading. He was hot-tempered and impatient, but his decision to use his genius as a surgeon to help the guerrilla fighters has given us a story well worth the reading. Edison said that "Genius is one percent inspiration and ninety-nine percent perspiration." Well, I don't know about the actual percentages, but it is clear that Bethune's life had a good dose of both. He was not only a physician, he was an inventor. He invented 12 different surgical instruments, and published 14 articles outlining his innovations in surgical technique. He was very creative, and a very, very hard worker. And he would not tolerate incompetence. He was vehement almost to the point of violence in his determination to give the best possible treatment to the wounded. The descriptions of battlefield surgery in this book are sometimes painful to read, but very, very compelling.
But I am not a medical person. My primary interest in this book stems from my interest in history. There are several ways that this book is helpful in that area. First of all, the story takes place during the Sino-Japanese war, a time in which Jiang jieshi got a lot of criticism from the Americans because of his refusal to fight the Japanese. Jiang jieshi always said, "The Japanese are a disease of the skin. The Communists are a disease of the heart." Although, he certainly did not want the Japanese to overrun China, he was very hesitant to expend men and resources against what he saw as a major enemy of the Communist armies, which he despised. He obviously felt that if he burned himself out fighting the Japanese, he would make it that much easier for the Communists to take over. That being the case, I have always wondered how much the Communists concentrated on fighting the Japanese themselves. This book answers that question. The wounds Bethune treated were inflicted by the Japanese. And the book gives weight to the idea that perhaps Jiang jie shi's approach backfired, because his refusal to fight the Japanese caused the Chinese people to lose respect for him.
Bethune died of septicemia in November of 1939. In her forward to the book, Soong Ching ling makes much of the charge that his death was due to the fact that the Guomindang refused to let the medicine through. I don't know about that. But it is terribly frustrating to read a story like this, because it is clear that a simple antibiotic could have saved him, as well as many other soldiers he would have been able to save if he had lived.
Finally, Bethune's life had a unique influence on history in a way that I am sure he never could have anticipated. During the days before the opening of China, which began with Nixon's visit in 1972, very few countries had any relationship at all with China. But Canada was a notable exception. Mao and others in China always viewed Canada in a positive light, and much of this was due to the overwhelming tendency to identify Canada with Dr. Norman Bethune, who is a national hero in China.
Norman Bethune - A Life of Service, Compassion & Excitement.......2001-12-01
This is a book that should be on the essential reading list for those planning a career in medicine (surgery). It is truly inspiring, and it provides an interesting history of the early years of thoracic surgery, transfusion medicine, and humanitarian committment. I recommend those who have the opportunity to visit the Bethune Peace Hospital in China, about a two hour drive from Beijing. The Bethune Museum there is wonderful.
A story of Curage.......2001-03-05
I remember this story from my mother reading it to me a s a child and again reading it as a highschool student. I gave me hope that one person can make a difference. That we can do things to help people not for fame and fortune but because people need our help and we have the expertise to help ease their pain and suffering.
Norman bethume was such a man and his story needs to be told again and again. I highly recommend it to anyone who values the efforts of individulas and the love of community.
Chester
Product Description
Dr. Norman Bethune, the subjuct of this comprehensive biography, has been described by the authors as a man who"lived on many levels, has many careers, was involved with many people, and became a stormypetrel of some of the decisive happenings of our era. Though he first won international fame as a thoracic surgeon, he was also , in varying degrees a painter, poet, soldier, critic, teacher, lecturer, inventor, medical writer and theorist."
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