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China, the West, and Their First Encounter
Accounts of the seventeenth-century Jesuit Mission to China have often celebrated it as the great encounter of two civilizations. The Jesuits portrayed themselves as wise men from the West who used mathematics and science in service of their mission. Chinese literati-official Xu Guangqi (1562–1633), who collaborated with the Italian Jesuit Matteo Ricci (1552–1610) to translate Euclid’s Elements into Chinese, reportedly recognized the superiority of Western mathematics and science and converted to Christianity. The writings relegate Xu and the Chinese to subsidiary roles as the Jesuits' translators, followers, and converts. Imagined Civilizations tells the story from the Chinese point of view. Using Chinese primary sources, Roger Hart focuses in particular on Xu, who was in a position of considerable power over Ricci. The result is a perspective startlingly different from that found in previous studies. Hart analyzes Chinese mathematical treatises of the period, revealing that Xu and his collaborators could not have believed their declaration of the superiority of Western mathematics. Imagined Civilizations explains how Xu’s West served as a crucial resource. While the Jesuits claimed Xu as a convert, he presented the Jesuits as men from afar who had traveled from the West to China to serve the emperor.
Fruit de la collaboration des professeur Walter Hengarther de l’Université Laval, Marcel Lambert et Corina Reischer de l’Université du Québec à Trois-Rivières, Introduction à l’analyse fonctionnelle se distingue tant par l’étendue de son contenu que par l’accessibilité de sa présentation. Sans céder quoi que ce soit sur la rigueur, il est parfaitement adapté à un premier cours d’analyse fonctionnelle. Tout en étant d’abord destiné aux étudiants en mathématiques, il pourra certes être utile aux étudiants de second cycle en sciences et en génie.
Game theory—the study of how people make choices while interacting with others—is one of the most popular technical approaches in social science today. But as Michael Chwe reveals in his insightful new book, Jane Austen explored game theory’s core ideas in her six novels roughly two hundred years ago—over a century before its mathematical development during the Cold War. Jane Austen, Game Theorist shows how this beloved writer theorized choice and preferences, prized strategic thinking, and analyzed why superiors are often strategically clueless about inferiors. Exploring a diverse range of literature and folktales, this book illustrates the wide relevance of game theory and how, fundamentally, we are all strategic thinkers.
Les auteurs leur proposent donc une approche pratique et empirique qui allie l’analyse statistique à l’utilisation d’un logiciel facile d’accès : SPSS. En décrivant les diverses méthodes de l’analyse multivariée, ils présentent les interrelations entre plusieurs variables d’une base de données et en généralisent les conclusions par inférence statistique du traitement informatique des données jusqu’à l’interprétation des résultats.
Cet ouvrage présente un traitement mathématique rigoureux des notions fondamentales de l'algèbre linéaire et illustre son utilisation dans de nombreuses applications. Destiné aux étudiants qui sont déjà familiers avec les concepts élémentaires de l'algèbre matricielle, il répond principalement aux besoins des étudiants de premier ou de deuxième cycle en mathématiques. Les étudiants en statistique, en physique et en ingénierie y trouveront aussi leurs intérêts à travers les nombreux thèmes et applications touchant ces domaines. Chaque chapitre est agrémenté d'exercices gradués qui complètent la théorie et permettent au lecteur de vérifier sa compréhension des sujets abordés. Un recueil de solutions très détaillées des 335 exercices de ce volume est publié séparément.
As one of the classical statistical regression techniques, and often the first to be taught to new students, least squares fitting can be a very effective tool in data analysis. Given measured data, we establish a relationship between independent and dependent variables so that we can use the data predictively. The main concern of Least Squares Data Fitting with Applications is how to do this on a computer with efficient and robust computational methods for linear and nonlinear relationships. The presentation also establishes a link between the statistical setting and the computational issues. In a number of applications, the accuracy and efficiency of the least squares fit is central, and Per Christian Hansen, Víctor Pereyra, and Godela Scherer survey modern computational methods and illustrate them in fields ranging from engineering and environmental sciences to geophysics. Anyone working with problems of linear and nonlinear least squares fitting will find this book invaluable as a hands-on guide, with accessible text and carefully explained problems. Included are • an overview of computational methods together with their properties and advantages • topics from statistical regression analysis that help readers to understand and evaluate the computed solutions • many examples that illustrate the techniques and algorithms Least Squares Data Fitting with Applications can be used as a textbook for advanced undergraduate or graduate courses and professionals in the sciences and in engineering.
This book aims to illustrate with practical examples the applications of linear optimization techniques. It is written in simple and easy to understand language and has put together a useful and comprehensive set of worked examples based on real life problems.
The Origins of Modern Finance
March 29, 1900, is considered by many to be the day mathematical finance was born. On that day a French doctoral student, Louis Bachelier, successfully defended his thesis Théorie de la Spéculation at the Sorbonne. The jury, while noting that the topic was "far away from those usually considered by our candidates," appreciated its high degree of originality. This book provides a new translation, with commentary and background, of Bachelier's seminal work.
Bachelier's thesis is a remarkable document on two counts. In mathematical terms Bachelier's achievement was to introduce many of the concepts of what is now known as stochastic analysis. His purpose, however, was to give a theory for the valuation of financial options. He came up with a formula that is both correct on its own terms and surprisingly close to the Nobel Prize-winning solution to the option pricing problem by Fischer Black, Myron Scholes, and Robert Merton in 1973, the first decisive advance since 1900.
Aside from providing an accurate and accessible translation, this book traces the twin-track intellectual history of stochastic analysis and financial economics, starting with Bachelier in 1900 and ending in the 1980s when the theory of option pricing was substantially complete. The story is a curious one. The economic side of Bachelier's work was ignored until its rediscovery by financial economists more than fifty years later. The results were spectacular: within twenty-five years the whole theory was worked out, and a multibillion-dollar global industry of option trading had emerged.