Math Book Recommendations?
Hey all,
Deciding to refresh my math knowledge. Looking for text book recommendations for refreshers on Statistics and Calculus.
Anyone have any recommendations for solid text books that are user friendly to go through on your own time?
Thanks,
"Calculus" by James Stewart is among the most popular book for undergrads. I often pull it out for reference on certain stuff. As for stats, just find review materials online for free as there should be plenty.
A first course in probability by Sheldon Ross
^ sheldon ross. good book, but not much on statistical inference.
^Thanks. It's more of a book about probability which is a pre-req for statistics. In the end it also touches a bit of stochastic processes.
^ i had it for my first probability class. i definitely recommend going through it (leave stochastic processes, etc. out) before you go toward statistics. i think a good math major would be designed to teach you quite a bit of probability before approaching statistics...this way you can derive distributions, among other things. so, for instance, instead of being told the formula for some specific kind of confidence interval (say one based on the normal distribution), you can derive it. i think that's the way to go if you really want to know the topic thoroughly. if you just want some working knowledge, i suppose you could just as well start with some business statistics book.
first, before even thinking about looking into stochastic process, make sure you have the basic fundamentals of linear algebra, probability, and differential equations down. then look into it.
Best books for learning math. (Originally Posted: 07/01/2010)
So a little background. I just graduated with a degree in Chemistry from a decent UK uni and I am hopeful in gaining admission for a one year masters in finance program that requires a decent background in math, starting 2011. I have a level (UK 18 year old) maths and have used it a lot during my degree (various wavefunctions, integration with standard solns and by parts etc, diff), but I am really looking for texts on probability/stats/necessary calc that start from the equivalent of 1st yr undergrad and go up to a decent level.
SO.
Has anyone found any texts that have been particularly useful to them?
Cheers
If you want to go the financial engineering route, Bertsekas' probability book is quite good. Follow that up with Shreve's financial engineering discrete time methods and follow that by his continuous time methods. What kind of calc are you wanting to learn? Sounds like you've done the standard and diff eq. PDE's? Non-linear diff eqs?
Statistics and Probablity Overviews: Looking for book recommendations (Originally Posted: 01/29/2010)
Wasn't a math major in college and looking for book recommendations on statistics and probability. Preferably not a textbook...something that can be used for a basic understanding.
Thanks in advance.
Wikipedia is a wonderful place to start
The "Schaum's" books are a very good place to start.
Good Statistics book for Derivatives (Originally Posted: 02/25/2011)
The knowledge required for understanding the maths behind derivatives is basically a combination of Calculus + Differential Equations + Statistics/Stochastic processes, right? I feel comfortable with the first 2, but I must admit I my knowledge in (advanced) Statistics is very limited.
So, is there any good book covering this subject? I mean, ideally I'm looking for a book that entails basic Probability all the way to, say, Ito's Lemma. Is there such a book?
Stochastic calculus for finance volume II.
read vol I first.. vol II is a bitch if you haven't done analysis.. or PWOQF..
Vol 1 doesn't have any discussion about continuous time processes though, which is what the OP is really interested in. But yeah, I guess it is good advice to read v1 first.
thats true.. vol I is discrete time..
continuous time is a real pain tho..
Must be pretty easy for you though Mr. Simons =P
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