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Self-Study Books
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Joseph S. Powell, III
science forum addict


Joined: 23 May 2005
Posts: 82

PostPosted: Fri Jul 07, 2006 3:48 am    Post subject: Re: Self-Study Books Reply with quote

"Jonas" <sundet@yahoo.com> wrote in message
news:1152221145.077897.195970@s26g2000cwa.googlegroups.com...
Quote:
Dave,

Thanks for the suggestions. I already have taken a course in
multi-variable calculus and a course in linear algebra and differential
equations.

That sounds like the course of study I am pursuing, but I am still in Calc
I. My goal too is to study Fin Engineering.

Steve Shreve's Stochastic Calculus books are recommended by some of the top
FE programs. Depending upon the level of mathematical sophistication and
financial content you desire, you might check out books by Baxter & Rennie,
Neftci, Hull, & Wilmott.

Glyn Holton's website (http://www.contingencyanalysis.com/) has a section
that reviews Risk Mgmt books, including math books.
The direct link is: http://www.riskbook.com/


Quote:
I bought a calculus book by Apostol but I haven't delved
too far into it yet. I'll check out both volumes of the Apostol book
before I pick up an analysis book. I'll check out the books that you
mentioned below. Maybe they are better if the have been published more
recently than the book by Apostol.
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Dave L. Renfro
science forum Guru


Joined: 29 Apr 2005
Posts: 570

PostPosted: Thu Jul 06, 2006 10:05 pm    Post subject: Re: Self-Study Books Reply with quote

Jonas wrote:

Quote:
Thanks for the suggestions. I already have taken a course in
multi-variable calculus and a course in linear algebra and differential
equations. I bought a calculus book by Apostol but I haven't delved
too far into it yet. I'll check out both volumes of the Apostol book
before I pick up an analysis book. I'll check out the books that you
mentioned below. Maybe they are better if the have been published more
recently than the book by Apostol.

Just a quick comment, because I'm leaving right now.
How recent any of these books was published has
almost nothing to do with how suitable it would be
for your purposes. Also, if you manage to go thorough
both volumes of Apostol's calculus book, that should
also be plenty enough for your needs. There's quite a
bit of material in his second volume.

Dave L. Renfro
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Jonas
science forum addict


Joined: 08 Sep 2005
Posts: 77

PostPosted: Thu Jul 06, 2006 9:25 pm    Post subject: Re: Self-Study Books Reply with quote

Dave,

Thanks for the suggestions. I already have taken a course in
multi-variable calculus and a course in linear algebra and differential
equations. I bought a calculus book by Apostol but I haven't delved
too far into it yet. I'll check out both volumes of the Apostol book
before I pick up an analysis book. I'll check out the books that you
mentioned below. Maybe they are better if the have been published more
recently than the book by Apostol.

Dave L. Renfro wrote:
Quote:
Jonas wrote:

I have taken the calculus sequence and I would like to
further my knowledge of mathematics. Are there any
good analysis books designed for self-study? Eventually
I would like to delve into financial engineering books
and other books related to financial engineering. However,
I think that it would be a good idea to have a better
base in math before I begin my financial engineering
education. Rudin's book is supposed to be pretty good
but I don't know if I would be able to understand that
one right away.

What do you all recommend?

I think you'd be better off with a good solid advanced
calculus text, not an analysis text. By "advanced calculus",
I mean one where the focus is more on learning new techniques
(especially multi-dimensional optimization) than with
revisiting the foundations from a more rigorous viewpoint.
Sure, advanced calculus will have some of this (the revisiting
of the foundations), but it won't be the primary focus.

Typical texts are:

"Advanced Calculus" by Angus E. Taylor and W. Robert Mann
http://www.amazon.com/gp/product/0471025666

"Advanced Calculus of Several Variables" by C. Henry Edwards
http://books.google.com/books?id=7gphe706k7UC

"Advanced Calculus" by Wilfred Kaplan
http://www.amazon.com/gp/product/0201799375

"Advanced Calculus" by R. Creighton Buck
http://www.amazon.com/gp/product/1577663020

"Advanced Calculus: An Introduction to Analysis" by Watson Fulks
http://www.amazon.com/gp/product/0471021954

"Advanced Calculus: Second Edition" by David V. Widder
http://books.google.com/books?id=Cl7MhMC3E7AC

Dave L. Renfro
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Dave L. Renfro
science forum Guru


Joined: 29 Apr 2005
Posts: 570

PostPosted: Thu Jul 06, 2006 7:09 pm    Post subject: Re: Self-Study Books Reply with quote

Jonas wrote:

Quote:
I have taken the calculus sequence and I would like to
further my knowledge of mathematics. Are there any
good analysis books designed for self-study? Eventually
I would like to delve into financial engineering books
and other books related to financial engineering. However,
I think that it would be a good idea to have a better
base in math before I begin my financial engineering
education. Rudin's book is supposed to be pretty good
but I don't know if I would be able to understand that
one right away.

What do you all recommend?

I think you'd be better off with a good solid advanced
calculus text, not an analysis text. By "advanced calculus",
I mean one where the focus is more on learning new techniques
(especially multi-dimensional optimization) than with
revisiting the foundations from a more rigorous viewpoint.
Sure, advanced calculus will have some of this (the revisiting
of the foundations), but it won't be the primary focus.

Typical texts are:

"Advanced Calculus" by Angus E. Taylor and W. Robert Mann
http://www.amazon.com/gp/product/0471025666

"Advanced Calculus of Several Variables" by C. Henry Edwards
http://books.google.com/books?id=7gphe706k7UC

"Advanced Calculus" by Wilfred Kaplan
http://www.amazon.com/gp/product/0201799375

"Advanced Calculus" by R. Creighton Buck
http://www.amazon.com/gp/product/1577663020

"Advanced Calculus: An Introduction to Analysis" by Watson Fulks
http://www.amazon.com/gp/product/0471021954

"Advanced Calculus: Second Edition" by David V. Widder
http://books.google.com/books?id=Cl7MhMC3E7AC

Dave L. Renfro
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Jonas
science forum addict


Joined: 08 Sep 2005
Posts: 77

PostPosted: Thu Jul 06, 2006 6:01 pm    Post subject: Self-Study Books Reply with quote

I have taken the calculus sequence and I would like to further my
knowledge of mathematics. Are there any good analysis books designed
for self-study? Eventually I would like to delve into financial
engineering books and other books related to financial engineering.
However, I think that it would be a good idea to have a better base in
math before I begin my financial engineering education. Rudin's book
is supposed to be pretty good but I don't know if I would be able to
understand that one right away.

What do you all recommend?
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