All posts by FEPress

NLA Primer + NLA Solutions Manual + Elements of Stochastic Processes

Stoch Processes

“A Linear Algebra Primer for Financial Engineering” and its “Solutions Manual”, and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $121.20, a 20% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Math Primer + Solutions Manual + Elements of Stochastic Processes

2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes

“A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual” (Second Editions), and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $121.20, a 20% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Math Primer + Solutions Manual + NLA Primer + NLA Solutions Manual + 150IQs + Elements of Stochastic Processes

2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press150IQs2Stoch Processes

“A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual” (Second Editions), “A Linear Algebra Primer for Financial Engineering” and its “Solutions Manual”, “150 Most Frequently Asked Questions on Quant Interviews”, and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $212.25, a 25% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Math Primer + Solutions Manual + NLA Primer + NLA Solutions Manual + Elements of Stochastic Processes

2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes

“A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual” (Second Editions), “A Linear Algebra Primer for Financial Engineering” and its “Solutions Manual”, and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $190.10, a 25% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Math Primer + NLA Primer + Elements of Stochastic Processes

2nd_ed-math_primer-cover_fe_pressStoch Processes

“A Primer for the Mathematics of Financial Engineering, “A Linear Algebra Primer for Financial Engineering”, and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $138.80, a 20% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Elements of Stochastic Processes

Stoch Processes

Elements of Stochastic Processes: A Computational Approach by Professor C. Douglas Howard, the coordinator of the Financial Mathematics major at Baruch College, City University of New York, and a faculty member in the Baruch MFE Program, was published in November 2017.

This is an advanced undergraduate text on the fundamental probabilistic models that arise in many diverse applications. The presentation of these models is “computational” in the sense that it is easily adapted to computer-based Monte Carlo simulation. A guiding principle was to be rigorous without the use of measure theory.

Elements of Stochastic Processes: A Computational Approach is available for $44.50, a 10% discount off the list price, for all orders placed before February 15, 2018.


All the books will be signed and personalized by the author.


Downloads:

Table of Contents

An Interacting Particle System

Random Walks in Two Dimensions

Itô’s Formula for Brownian Motion


FE Press offers discounts of up to 25% off the list price when two or more books are purchased together.

All the books purchased from FE Press are signed and personalized by the authors.


 Titles Price ORDER
2nd_ed-math_primer-cover_fe_pressStoch Processes
  • A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • Elements of Stochastic Processes: A Computational Approach
Price: $138.80 (20% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • Elements of Stochastic Processes: A Computational Approach
Price: $190.10 (25% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press150IQs2Stoch Processes
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • 150 Most Frequently Asked Questions on Quant Interviews
  • Elements of Stochastic Processes: A Computational Approach
Price: $212.25 (25% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • Elements of Stochastic Processes: A Computational Approach
Price: $121.20 (20% discount off list price) Click HERE
Stoch Processes
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • Elements of Stochastic Processes: A Computational Approach
Price: $121.20 (20% discount off list price) Click HERE

Topics:

  • Fundamental limit theorems such as the weak and strong laws of large numbers, the central limit theorem, as well as the monotone, dominated, and bounded convergence theorems
  • Markov chains with finitely many states
  • Random walks in one, two and three dimensions
  • Arrival processes and Poisson point processes
  • Brownian motion, including basic properties of Brownian paths such as continuity but lack of differentiability
  • An introductory look at stochastic calculus including a version of Itô’s formula with applications to finance, and a development of the Ornstein-Uhlenbeck process with an application to economics

About the author: Douglas Howard is the coordinator of the bachelor of science major in financial mathematics at Baruch College, City University of New York, where he has taught in the mathematics department for nearly twenty years. He has almost a decade of Wall Street experience involving the application of probabilistic models to the financial markets.


Book Details:

  • Softcover: 245 pages
  • Publisher: Financial Engineering Press
  • List Price: $49.50
  • ISBN-13: 978-0-9797576-7-9

NLA Primer + 150 IQs Bilingual

150IQs_bilingual

“A Linear Algebra Primer for Financial Engineering” and “150 Most Frequently Asked Questions on Quant Interviews – Chinese/English Edition” can be purchased together from this page for $90.95, a 15% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Math Primer + 150 IQs Bilingual

2nd_ed-math_primer-cover_fe_press150IQs_bilingual

“A Primer for the Mathematics of Financial Engineering” and “150 Most Frequently Asked Questions on Quant Interviews – Chinese/English Edition” can be purchased together from this page for $90.95, a 15% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

NLA Primer + Solutions Manual + 150 IQs Bilingual

150IQs_bilingual

“A Linear Algebra Primer for Financial Engineering” and its “Solutions Manual” and “150 Most Frequently Asked Questions on Quant Interviews – Chinese/English Edition” can be purchased together from this page for $117.60, a 20% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Math Primer + Solutions Manual + 150 IQs Bilingual

2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press150IQs_bilingual

“A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual” (Second Editions) and “150 Most Frequently Asked Questions on Quant Interviews – Chinese/English Edition” can be purchased together from this page for $117.60, a 20% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at