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    The Mathematics of Financial Derivatives : A Student Introduction
    by Paul Wilmott, Sam Howison, Jeff Dewynne
    Average Customer Review: 3.5 out of 5 stars
    Paperback (29 September, 1995)
    list price: $42.99 -- our price: $42.99
    (price subject to change: see help)
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    Reviews (16)

    1-0 out of 5 stars waste of time
    This book is very bad, lacks almost everything you can think of, but if you don't know any better you probably won't care. It certainly needs to be supplemented by a respectable book if you want to learn derivatives (c.f. Hull's textbook, for example), and on the other hand, the math isn't rigorous at all, so you'll need a book on stochastic calculus (e.g. Michael Steele's, actually there are tons of better books out there, it's not hard to find better).

    4-0 out of 5 stars Only one snag
    There is no portfolio analysis which ,I think, is basic to any book in financial math.

    1-0 out of 5 stars Read Hull Instead
    It seems the examples in this book are clones of those found in Hull.Odd, since the author seems to want to use more sophisticate math.Since the author can't explain calculus or properly define terms, there is doubt there is even that basic understanding.Pass on this and buy Hull instead for better clarity and better examples. ... Read more

    Isbn: 0521497892
    Sales Rank: 205436
    Subjects:  1. Business / Economics / Finance    2. Derivative securities    3. Investments & Securities - Options    4. Mathematical models    5. Mathematics    6. Options (Finance)    7. Prices    8. Probability & Statistics - General    9. Reference    10. Science/Mathematics    11. Investment & securities    12. Mathematical modelling    13. Mathematics / Statistics   


    Introduction to the Mathematics of Financial Derivatives
    by Salih N. Neftci
    Average Customer Review: 4.0 out of 5 stars
    Hardcover (April, 2000)
    list price: $71.95 -- our price: $71.95
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    Reviews (50)

    5-0 out of 5 stars Extraordinarily clear and intuitive
    I suggest all to hedge your risk of ignorance by taking a long position in this book immediately!

    2-0 out of 5 stars A good first draft not a useful text
    I used this text for a graduate course on financial derivatives in an applied mathematics program. The text generally made a good selection of the topics covered, but often key insights and proofs were missing. There were few useful examples and the end-of-chapter exercises were both too few in number and were not well thought out.The material could have been better organized and less meandering. A more compact and rigorous theoretical presentation surrounded and amplified by lots of good examples--including some involving numerical techniques--would have been both deeper and more accessible to students. As an instructor, I found the text was usable, but required me to add a great deal of my own material for the students. Finally, the index is just about useless, making it difficult to use this work as a reference.

    4-0 out of 5 stars Good Book
    I've read Hull, Wilmott and Baxter books but definitely like this book better - particularly for entry (but not easy) level derivative math. Can't say much since English is not my first language. But if you want to learn about Derivative Math and don't have strong background in Math (I'm a Porfolio Manager and have pretty good background in Calculus, Differential Equation, Econometrics) this book is certainly worth considering.I give 4 stars due to the lack of practice problems. ... Read more

    Isbn: 0125153929
    Sales Rank: 111161
    Subjects:  1. Accounting - General    2. Applied    3. Banks & Banking    4. Business & Economics    5. Business/Economics    6. Derivative securities    7. Finance    8. Investment Finance    9. Investments & Securities - General    10. Mathematical Economics    11. Mathematics    12. Applied Economics    13. Applied Mathematics    14. Business & Economics / Finance    15. Econometrics    16. Microeconomics   


    The Econometrics of Financial Markets
    by John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Andrew Y. Lo, Archie Craig MacKinlay
    Average Customer Review: 4.0 out of 5 stars
    Hardcover (09 December, 1996)
    list price: $95.00 -- our price: $71.44
    (price subject to change: see help)
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    Reviews (12)

    3-0 out of 5 stars Very Good but Not Enough
    I just used this book in my master in finance course and think its very good but a bit outdated and incomplete. I was able to benefit from it, but only because of my previous strong finance, econometrics and computing knowledge. Without any of my skills i would be surely lost. The sad part is i cant remember another book filling its niche. Maybe only John Cochrane "Asset Pricing" overlaps well in some subjects.

    The book outline the econometrics of major finance issues, but doesnt give detailed descriptions of main results. As an example, the Maximum likelihood formulas for multifactor asset pricing models are simply shown, but they dont explain how they got there (the likelihood function), so additional effort is needed if one wants to modify something - [A Critic : If you need to work on the econometrics of something yourself you dont need to buy the book, just learn finance and econometrics and put it together yourself !!]

    The book maybe useful as a reference on many subjects, but to actually implement the models (as a practictioner or analyst) you will most likely need additional knowledge/books on a given subject. They also dont show any kind of algorithms/computing techniques or codes to do implement it, so you must be skilled enough at computing to crack it.

    As an improving suggestion, the authors should reduce the number of chapters/subjects, completing it with more detailed formulas and computer codes/guides to actual implementation.

    1-0 out of 5 stars Spend your money on something better
    This book seems to have written to cash in on the fame of the authors and the stampede in academia and industry towards financial econometrics.

    The book already assumes you are proficentin basic and advanced econometrics, derivatives pricing, fixed income, microstructure, neural networks etc. If you already familiar with those fields, why do you need this book? For example, Chapter 10 on Fixed Income Securities covers a grand total of 28 pages beginning with "Basic Concepts" and ending with "Yield Spreads and Interest Rate forecasts".Meanwhile there are whole tomes devoted to every one of those sections in Chapter 10. Nonparameteric Estimation merits a grand total of 9 pages and Neural networks merits 7 pages in Chapter 12.

    The chapter on Microstructure, virtue of the book being published in 1997 is thoroughly dated. Even for its 1997 publication the chapter is thoroughly lacking. It is neither a survey nor a exposition of theory or practial uses of microstructure theory. Today there are excellent theoretical and practical books devoted to every topic covered in this book.

    Save your money for one of those.

    5-0 out of 5 stars Superior Treatment of Econometrics
    Campbell, et. al. have put together the defining book in econometrics.The deep and well thought out explanations of econometrics lend themselves to theories and applications for the behavior of even the most elusive driving forces.I even found a framework for valuing credit derivatives supplementing the descriptions of value in "Credit Derivatives" by Tavakoli.

    I admit that readers with no background in econometrics may wish to start with lighter reading, but this book is a must, and worth the effort. ... Read more

    Isbn: 0691043019
    Sales Rank: 113805
    Subjects:  1. Business & Economics    2. Business / Economics / Finance    3. Business/Economics    4. Capital market    5. Econometric models    6. Finance    7. Financial Markets    8. Investments & Securities - General    9. Mathematical Economics    10. Business & Economics / Investments & Securities    11. Economics   


    Modeling Financial Derivatives With Mathematica (Includes CD-ROM)
    by William T. Shaw
    Average Customer Review: 3.5 out of 5 stars
    Hardcover (10 December, 1998)
    list price: $200.00 -- our price: $159.00
    (price subject to change: see help)
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    Reviews (16)

    5-0 out of 5 stars Excellent Practical Tool for Financial Engineers
    I found William Shaw's book fascinating when I first bought it back in 1999 and have recently gone back to it for some further insight on some complex problems in finance.
    It is a well-structured book that requires a basic understanding of both quantitative finance and Mathematica before you can really get to grips with it BUT having said that the complexity that the author gets to is excellent.
    I would recommend this book to anyone in University studying for a Quant-rlated finance Masters or PhD - and anyone practicing in the real world - this should be on your shelf alongisde your copy of Mathematica.

    2-0 out of 5 stars A potentially very good book with a very messy presentation.
    My comments are confined to the chapters on trees and finite difference methods, because that was my primary interest in buying the book. I'll say one positive thing about this book -- it does touch on many pitfalls of pricing derivatives with numerical methods such as finite differences and trees.

    However my chief complaint is with the way the (very interesting and important) contect is presented -- Shaw simply contents himself with showing pages and pages of mathematica code, which is ugly and annoying to read. He doesn't even use indentations or keyword-highlighting to make the Mathematica code easier to read. What an unbelievable four-letter-word mess! Many mathematical concepts are buried within Mathematica code.A much better book would have resulted if he sat down and presented math as math rather than as Mathematica code. Very disappointing work from a writer who clearly seems to have an in-depth knowledge of finite difference methods.

    5-0 out of 5 stars Highly recommended for researchers in finance
    It is highly recommended for its broad base of knowledge.People who want to do research in the field of finance must be equipped with this book. ... Read more

    Isbn: 052159233X
    Sales Rank: 272914
    Subjects:  1. Business & Economics    2. Business/Economics    3. Computer Bks - Accounting Packages    4. Computer programs    5. Derivative securities    6. Economics - General    7. Financial Applications - General    8. Mathematica    9. Mathematica (Computer file)    10. Mathematical Models In Economics    11. Mathematical models    12. Probability & Statistics - General    13. Finance    14. Mathematical modelling    15. Mathematics / Statistics    16. Presentation graphics software   


    Financial Calculus : An Introduction to Derivative Pricing
    by Martin Baxter, Andrew Rennie
    Average Customer Review: 4.0 out of 5 stars
    Hardcover (19 September, 1996)
    list price: $66.10 -- our price: $44.24
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    Reviews (24)

    5-0 out of 5 stars A gem of a book
    This small textbook is a hard find in the finance world. The authors have managed to clearly explain a topic that is very difficult and unclear to begin with. It would be nice to see this book expanded into a larger text with practice problems, solution sets, and discourse on relevant research and current journal articles. Nonetheless, I thoroughly recommend this book to students and practitioners of finance alike.


    5-0 out of 5 stars A nice place to start
    This is a good place to start if you have a good grasp of calculus and probability (just undergrad level-no measure theory or SDE needed). I am using it as a main text for a class and the book is very compact and precise as the same time it covers the main battle ground of the field of financial mathematics.

    My training is math and when I need the financial applications, I support it with John Hull's bible. As a math person, I get tiered of reading the pages and pages of long stories in Hull'sbook which can be summarized by a couple of equations with brief description. Hence, if you are like me who can understand (short) stories equipped with mathematical symbols, I definitely recommend you start here.

    4-0 out of 5 stars Compact, accessible yet rigorous introduction.
    This text is a useful introduction to derivatives pricing. The examples and exercises are well-thought out and relevant, but I took off a star because there weren't more of them. One of the authors' stated goals was to bring the text's readers up to a level of rigor that would enable them to model new financial products for which "off the shelf" tools were not available. They succeeded admirably.

    This ought not to be the only such book in your library, but if you need a quick but still rigorous introduction or if you're a student struggling with a less than idea class text, this work is invaluable. ... Read more

    Isbn: 0521552893
    Sales Rank: 18655
    Subjects:  1. Calculus    2. Derivative securities    3. Economics - General    4. Investment Finance    5. Mathematics    6. Prices    7. Probability & Statistics - General    8. Science/Mathematics    9. Finance    10. Mathematics / Statistics    11. Probability & statistics   


    Stochastic Calculus and Financial Applications
    by J. MichaelSteele
    Average Customer Review: 4.0 out of 5 stars
    Hardcover (12 October, 2000)
    list price: $89.95 -- our price: $65.40
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    Reviews (14)

    2-0 out of 5 stars I Hate It When Books Lie About Mathematical Requriements
    The book says that its only prerequisites are calculus and probability.This is not true.To be able to understand everything that's going on, you'll need to have a very good grasp of subjects like measure-theoretic probability, Hilbert spaces, and functional analysis.I quit reading the book in the early chapters, when Steele starts talking about things like "spans" and "denseness" for function spaces.I don't know where you went to school, but at my school, I didn't learn these subjects in my intro calculus and probability classes.To summarize, don't buy this book if you don't know measure theory.

    If you want to learn quant finance at an elementary level, Baxter and Rennie is much, much better.Moreover, if you're comfortable with measure theory,and you want to learn the math that's necessary for option pricing, you'd be better off buying Oksendal's excellent book, which is at least as rigorous as Steele's book but much more clear.

    5-0 out of 5 stars Riskfreeprofit !!
    The book is at the interface of three areas, math, statistics, and finance. While connections between the first two have a long history, it was the connection to finance that caught my attention. Coming from math myself, I needed first to take a closer look at the book to orient myself. The mathematical subjects, smooth sailing, include stochastic differential equations (SDE) as they relate to PDEs; and the ideas from probability and statistics include Brownian motion, martingales, stochastic processes, and the Feynman-Kac connection. Browsing the chapters I found them to be a lovely presentation of ideas with which I am familiar. For me, it was chapter 10 that turned out to have stuff that I wasn't familiar with. That is the finance part, and it is based on a model for Option Pricing developed in 1973 by Fischer Black and Myron Scholes. An arbitrage opportunity [simplified] amounts to the simultaneous purchase and sale of related securities which is guaranteed to produce a *riskless* profit. It was after reading more in this chapter I understood why the book is used in a course at the Wharton School at the University of Pennsylvania. I am impressed with the level of math in this course. Part of the motivation in the applications to finance is that arbitrage enforces the price of most derivative securities. And I learned from ch 10 that the SDE of the Black-Scholes model governs the processes which represent the two variables S, the price of a stock, and B the price of a bond, both S and B representing stochastic variables depending of time t, i.e., both stochastic processes. In the model, S is a geometric Brownian motion, and B is a deterministic process with exponential growth. The two are determined as solutions to the SDE of Black-Scholes.

    2-0 out of 5 stars Review from a grad student not at Wharton
    Reading Steele's book without attending has classes at Wharton leaves the reader looking for explanations to equations.Ideas are not clearly explained and problems are not worked out in detail with a descriptive process of how to solve the problem.The brief explanations in this book intended for a reader with knowledge of calculus and probability but not having a background in Stochastic calculus do not provide a sufficient basis for the reader to learn the material. ... Read more

    Isbn: 0387950168
    Sales Rank: 253935
    Subjects:  1. Business mathematics    2. Economics - General    3. General    4. Mathematical Economics    5. Mathematics    6. Probability & Statistics - General    7. Science/Mathematics    8. Stochastic Processes    9. Stochastic analysis    10. Mathematics / Probability   


    Time Series Analysis
    by James Douglas Hamilton
    Average Customer Review: 4.0 out of 5 stars
    Hardcover (11 January, 1994)
    list price: $95.00 -- our price: $79.83
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    Reviews (19)

    5-0 out of 5 stars The most careful ecmtx textbook I know
    As you may guess from the title, I loved Hamilton's book. I must definitely disagree with all those who find it too technical. Rather on the contrary, I would say. Admittedly, entire pages with greek letters look intimidating at first glance. But what Hamilton actually does is making a huge effort (unlike most of his competitors) to actually explain the details of the derivations, thereby helping the reader a lot. You'll learn to appreciate this a lot by the time you start developing sth. on your own rather than simply applying existing techniques.

    By now, I've been through most of the chapters and I'm yet to find a typo, let alone a major mistake. Whenever I wanted to learn sth. about Time Series Analysis, Hamilton provided a good starting point, if not more.

    I am waiting for the second edition!

    5-0 out of 5 stars this book rules
    I bought this book when i studied econometrics in grad school.now i work at an investment bank, and i use the book practically every day.the derivations (which rely solely on calculus and linear algebra) are always clear, and most of the subjects are covered thoroughly but concisely.using this book, for example, i learned gmm in one day and implemented it on the next day.moreover, most of the chapters are self-contained (if you already know a bit about regression analysis), so you won't have to read a bunch of preliminary stuff before you get to what you need to learn.

    btw, the author seems like a nice guy, too.one time, i had a question about his treatment of the kalman filter, and he actually responded to my email.

    5-0 out of 5 stars Quite some beach read
    I got this book at the beginning of the summer and have been reading it everyday by the pool. This is not to say that you can read it mindlessly - you definitely can not - it is simply so interesting that every time I try to decide what to bring to the pool I would magically turn down Cosmo and Vogue and drag Hamilton along instead. As a rising junior in econonomics and mathematics at Duke, I find this book challenging yet doable. I have previously had an undergraduate course in econometrics and this book answers a lot of the questions I was casually wondering about when I took the class. One more thing I love about this book is that it is vey self-contained. I have a solid background in matrix algebra but not nearly enough in probability (only one undergrad course); I do not so far find it a problem at all. I recommend this book to everyone who liked his/her first econometrics course, even if you are an undergrad. ... Read more

    Isbn: 0691042896
    Sales Rank: 46649
    Subjects:  1. Business & Economics    2. Business/Economics    3. Econometrics    4. Investments & Securities - General    5. Mathematics    6. Probability & Statistics - General    7. Time Series Analysis    8. Time-series analysis    9. Business & Economics / Investments & Securities    10. Economics    11. Finance   


    Time Series Models for Business and Economic Forecasting (Themes in Modern Econometrics)
    by Philip Hans Franses
    Average Customer Review: 5.0 out of 5 stars
    Paperback (15 October, 1998)
    list price: $37.99 -- our price: $37.99
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    Reviews (5)

    5-0 out of 5 stars Good introductory book !
    Full of real-life examples that provide some intuitive insight about the issues that may arise when modelling time series and forecasting. Requires some initial knowledge in statistics and algebra but if you're involved in time series modelling, it should be your first book. All the data thats used is available in the authors webbsite for downloading, very nice.

    5-0 out of 5 stars nice book on time series for statisticians and economists
    To make this review short, I will say that I agree with all seven points made by the reviewer from New York, NY, whomever he or she may be. Franses is clear, concise, authoritative and up-to-date on all the advances.

    I particularly like the nice coverage of GARCH models that are new to me. It is a great introductory text especially for economics majors. For more advanced books and other treatments of time series consider Kennedy's fourth edition of "A Guide to Econometrics" or the suggestion from reviewer "New York, NY". Also my listmania list on time series will give you several sources to look at.

    5-0 out of 5 stars Excellent introductory book on economic time series modeling
    Recently, I reread Franses book and expanded my review, which now includes 10 benefits.
    (1) Organization by key features of economic time series (trends, seasonality, outliers, conditional heteroskedasticity, non-linearity), rather than by methods, which provides a practical foundation for the various methodologies. The order in which chapters are presented reflects the order of difficulty in modeling trends, seasonality, etc.Even if there were no other benefits, this organization makes it worthwhile.
    (2) Appropriate level for first book on time series models as applied to economic time series, explaining more difficult concepts GARCH and VAR without excess detail.Box and Jenksins book is more a textbook; Brockwell and Davis is also more advanced; Hamilton is comprehensive and technical, but not as friendly.This book is very approachable even if you have had only 1 or 2 statistics courses.In economics, many people are interested in forecasting, and Franeses here is a good start.If you are looking for a more advanced forecasting book, try the recent books by Clements and Hendry from Cambridge U Press.
    (3) Clear distinction of the steps of model identification, estimation, diagnostics, and selection; something which other time series analysis books do not seem to do early or easily. (4) Delineates stochastic and deterministic models in the second chapter, providing a framework for when to take differences (eg. ARMA vs ARIMA).His timing is excellent.Many people I have interviewed on time series do not understand why they need to difference (eg use prices instead of returns) or why to transform the series (eg use logs instead of actual values).
    (5) Generous use of examples with real not simulated data with a website to download all the data, making it possible to import, graph, and analyze on your own.
    (6) A website containing printing corrections.Techincal books are likely to have some errors, but very few keep websites to list what those are.
    (7)Revealing graphics, especially for conditional heteroskedasticity, the 'CH' in GARCH.Figures 7.1-7.3 illustrate the concept that large returns tend to follow large returns very cleanly.
    (8) His notation is clear and consistent, yet not overwhelming: conventional Greek letters, only 1 level of subscripting, matrix noation where appropriate; even the results are neatly presented, as standard errors appear in () below their point estimates.Finally, Franses uses the same notation from chapter to chapter where the term is the same--not so common when chapters written by different authors.
    (9) Great appendices: extensive and updated references, a thorough subject index, and an author index. My only suggestion for improvement is that a second edition or the website should contain some exercises. Highly recommended.
    (10) The price!There are books published under Wiley at 3 to 4 times the price!under Springer Verlag for 2 to 3 times the price.Certain books are worth the money, but Cambridge University Press paperback publications, when written well, are exeptional values.I encourage the ambitious time series student to look at other time series books, including one written this year by Franses including Quantitative Models in Market Research. ... Read more

    Isbn: 0521586410
    Sales Rank: 300612
    Subjects:  1. Business & Economics    2. Business / Economics / Finance    3. Business forecasting    4. Business/Economics    5. Econometrics    6. Economic forecasting    7. Economics - General    8. Forecasting    9. Social sciences    10. Statistical methods    11. Time-series analysis    12. Business & Economics / Econometrics   


    Econometric Methods
    by JackJohnston, JohnDinardo
    Average Customer Review: 4.5 out of 5 stars
    Hardcover (01 October, 1996)
    list price: $127.19 -- our price: $127.19
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    Reviews (8)

    5-0 out of 5 stars excellent text!
    Given my relatively weak background in econometrics and statistics, I was afraid I wouldn't be able to understand my graduate econometrics class.However, ever since I started reading from this book, I have managed to follow what my teacher is saying.The steps on how the equations are derived are explained, but without making it too easy for the reader.This textbook is a great help.No wonder this has been around for some time.Nevertheless, I was hoping that there's an answer key for the problems.

    5-0 out of 5 stars The best econometrics book for first year graduate level
    After trying many books as a PhD student at Harvard, this
    is one of the books I have finally settled on as the best for
    understanding the first year graduate-level fundamentals
    in econometrics. Just at the right level - keeps econometrics
    understandable without trivializing it or filling up needless

    5-0 out of 5 stars Incredibly Lucid
    A classic text , everything is derived using elementary calculus and the subject is practically developed from scratch . A greater emphasis on matrix notation and the inclusion of topics like survival analysis would be a plus though ... Read more

    Isbn: 0079131212
    Sales Rank: 194153
    Subjects:  1. Business & Economics    2. Business / Economics / Finance    3. Business/Economics    4. Econometrics    5. Economics - General    6. Business & Economics / Econometrics   


    Fundamental Methods of Mathematical Economics
    by Alpha C Chiang
    Average Customer Review: 4.5 out of 5 stars
    Hardcover (01 February, 1984)
    list price: $128.44 -- our price: $128.44
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    Reviews (22)

    3-0 out of 5 stars Best of Three
    Chiang has written the best of the three mathematical economics books with which I'm familar.Unlike the book by Simon and Blume, and the book by de la Fuente, Chiang's book actually doesn't assume that you already think fluently in mathematics when trying to teach you math econ. It also contains one of the most pedagogically-sound (or, as we say in economics, efficient) teaching devices we know: exercises.Chiang even provides answers to selected exercises so that the student can test whether he or she has actually done the exercises correctly.Unlike the other two books, Chiang makes learning math econ, if not easy, at least possible.Before writing this review I cracked open Chiang and learned in literally two minutes something that two years with the other two books never taught me.If you're struggling to learn math econ, don't even open the other two books--just focus on Chiang.

    5-0 out of 5 stars Wonderful Book
    I used this book as a review of the mathematical concepts before entering my Ph. D. program. It is extremely helpful and well-written.From the very beginning, Chiang does a good job in explaining things.I initially complained about the dragging discussion on convex sets.Later on, I realized the importance of such in optimization, and finally understood why Chiang had the reader go through that much detail.A decent background in calculus and statistics is probably sufficient to get you through this book on your own.Although the last edition of this book was written in 1984, I think that it's still one of the best reference books that you can have.

    2-0 out of 5 stars Never quite goes to the point
    I am writing my PhD dissertation in Economics. I was first assigned this book almost 10 years ago during my second year undergraduate course in mathematics for economists. This book has then kept resurfacing, for instance in the summer course in math that preceded my master.
    Actually, I quite dislike the book. Lukily, I was given the choice between this book and Simon&Blume and I chose the latter. I unfortunately bought Chang first and started studying this becuase it was the "preferred text".
    It turns out that Chang tries to make it too easy. It's great when books make the subject easy, and I abhor formalism for its own sake, but when you have to wade through pages and pages of bubbling and exercises to find out what the chapter is all about, then it is too sloppy. Please have nicely stated assumption, theorem, nicely worked out examples and explanations. No! Chang thinks that it is better to work out for you tons of examples without bothering to put it all together in a nice statement. I get lost in this! Too easy is wrongly easy, if the text book omit to clearly state all the assumptions (because it would be too difficult) you can be sure that my profs put a tricky case in the exam in which the assumptions are violated and you don't know what to do, because Chang never stated them, nor bothered to solve that specific case - or maybe he did solve that case but it got lost among the others.

    Have a look at the table of content. The first half of the book is appropriate for a first undergraduate course in mathematics for economists, and the second half for a second course. It won't lead you much further than that.
    Most masters will require you to learn at least hamiltonians (but that's easy). True problem is that this book does not really give you good basis for thinking mathematically in graduate school. ... Read more

    Isbn: 0070108137
    Sales Rank: 140489
    Subjects:  1. Business / Economics / Finance    2. Business/Economics    3. Economics - General    4. Economics, Mathematical    5. Mathematical Economics    6. Business & Economics / Economics / General   


    Mathematics for Economists
    by Carl P. Simon, Lawrence Blume
    Average Customer Review: 4.0 out of 5 stars
    Hardcover (01 April, 1994)
    list price: $136.35 -- our price: $136.35
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    Reviews (17)

    5-0 out of 5 stars IF you are doing /have done maths, read this book
    This book is beautiful.
    clear simple explinations built up in a clear way.
    1) explicitly defined Theorems
    2) proofs with clear starts and ends.
    3) starts at level that should be within the grasp of able A-level students
    i.e. not much knowledge assumed.
    4) contains goods maths followed by economic examples that use it.
    5) A wellcome counterpoint to economic books and lectures that use bad maths
    i) theorems with out showing the conditions are met
    ii) use floating 'dx's
    6)goes to a level beyond undergraduate level to give a strong powerbase.
    7)Mathematics is the languageof economics.
    Until you are master of the relevant sections, understanding economics
    will for you be like reading the Ancient Bible and not knowing hebrew.
    Therefore even if yours economics degree includes maths techniques
    modules, you will find yourself using maths, you have not been taught yet.
    So buy this book and get on top of the maths in your course.
    8)get it before you go, read it before you get to uni and then you can
    spend the first few weeks partying instead of reading maths to keep on
    top of your course.
    9)read this book and feel like a million dollars.
    10) if you have NO INTEREST IN ECONOMICS, and are doing maths get this
    book and it will be a good primer on a whole heap of modules from
    Linear Algebra to Analysis.

    1-0 out of 5 stars Not for the Math Econ Novice
    I purchased this book on the recommendation of one of my Ph.D. program professors who likes it better than de la Fuente's book. I agree that it's better than Fuente, but that's not saying much.Simon and Blume wrote the book for people who not only already know mathematical economics, but who also think fluently in mathematics.It's not for the beginning Ph.D. candidate in economics, but for the accomplished professor.If you already know the material, I suspect that Simon and Blume will allow you to quickly reference any of the topics it covers.If you're struggling to learn mathematical economics, however, don't try to use this book because it will reinforce any fears you might have about your ability to learn the subject in the first place.

    1-0 out of 5 stars Mathematics for Economists
    Where is the Comparitve Statics section? Dynamic Analysis? Difference equations? Calculus of Variations? Optimal Control? Etc. ... Read more

    Isbn: 0393957330
    Sales Rank: 19095
    Subjects:  1. Applied    2. Business/Economics    3. Economics - General    4. Mathematics    5. Economics   


    Portfolio Selection: Efficient Diversification of Investments (Cowles Foundation Monograph: No. 16)
    by Harry M. Markowitz
    Average Customer Review: 4.5 out of 5 stars
    Paperback (01 June, 1971)
    list price: $30.00 -- our price: $30.00
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    Reviews (2)

    5-0 out of 5 stars A brilliant intellectual feat
    While Markowitz is a name well-known in economics (joint winner of the Nobel Proze in 1990) and the investment industry, it is known hardly at all among the public. Perhaps this is the inevitable fate of a man well ahead of his time: Markowitz's work on the relationship of risk and return is truly one of the staggering intellectual achievements of modern economics, and has a great practical impact on people's economic welfare. This volume recapitulates his argument that risk is what drives return, rather than being (as was thought by earlier generations of money managers) merely an unfortunate by-product of the search for higher returns, that the portfolio dominates its constituent assets, and that the way to minimise risk for a given level of expected return is to minimise the covariance of returns of the assets within that portfolio using a quadratic programming algorithm. This is brilliant, seminal stuff, written with a liveliness usually lacking in economic texts.

    4-0 out of 5 stars The original classic
    This is a reprint of the text that first considered risk along with return in portfolio management! Nobel-prize winner Harry Markowitz explains the theory upon which modern portfolio theory is based in minimal mathematical terms.Of course there has been much subsequent academic research in portfolio theory (much of which is contained in an included bibliography up to 1970), but this book is an outstanding starting point for anyone interested in the efficient management of financial portfolios ... Read more

    Isbn: 0300013728
    Sales Rank: 107355
    Subjects:  1. Business / Economics / Finance    2. Business/Economics    3. Investments & Securities - General   


    Portfolio Theory and Capital Markets
    by William F. Sharpe, William Sharpe
    Average Customer Review: 4.5 out of 5 stars
    Hardcover (17 December, 1999)
    list price: $34.95
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    Reviews (3)

    5-0 out of 5 stars It's a excellentportfolio theory and capital markets book.
    This is a excellent book because it is very easy to understand the text. Professor Sharpe used a lot of figures to describe thr concepts and he did not use the rigor math to analyse ideas thereofore this is a very good introductory book for the economics and finance areas. If you have the intermediate microeconomics and basic statistics knowledge you can read it easily. I strongly recommend everyone who majors in the Economics and Finance to buy this book. No one should miss it.

    4-0 out of 5 stars Nice one for the Investment
    It is a great book for the one wants to know the investment better...and the writer does give us concise idea of how to calculate the payoff of the portfolio...The writer is a Nobel prize winner and one of the pioneer in the finance...I guess everyone, who wants to know the idea of Investment, should and have to read it more than once....

    5-0 out of 5 stars A great book by a powerful mind
    This is the best intro to the basic of modern investment theory foreveryone with high school math background.It acts like Feynman's lectureon Physics; concise, clear, readable, and original.Nobel winner Dr.Sharpe inspires readers to plunge into the study of portfolio theory.Withthe help of algorithm in appendix, readers can do their experimentalcalculations.Highly recommended. ... Read more

    Isbn: 0071353208
    Sales Rank: 599106
    Subjects:  1. Business & Economics    2. Business / Economics / Finance    3. Business/Economics    4. Capital    5. Capital Management    6. Corporate Finance    7. Finance    8. Investments    9. Investments & Securities - General    10. Portfolio Management    11. Risk   

    Mastering Mathematica : Programming Methods and Applications
    by John W. Gray
    Average Customer Review: 5.0 out of 5 stars
    Paperback (20 October, 1997)
    list price: $57.95 -- our price: $57.95
    (price subject to change: see help)
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    Reviews (1)

    5-0 out of 5 stars AReview for Programmers, by a Programmer
    7.24.99 SJW*****

    This is something of a book review, but also a commentary on the Mathematica package. My background is a recent MS in Computer Science.My interest in Mathematica is as a thinking tool forProgrammer/Analysts or R&D Prototypers.

    John Gray's book comes with aCD-ROM including the entire text of the book (the book was produced usingMathematica) as well as help files which can easily be integrated into theresourcesof the Mathematica Help Browser.

    The book is well laid out(see the Table of Contents at amazon.com) topically, starting with verybasic usage of the math abilities, and the user interface, then moving onto programming styles using Mathematica and methods of representinginformation in Mathematica. (All major commands in the Mathematica packageare searchable, topical resources are available via documentation chapterson that topic, andexplanatory text is hyperlinked in html format.)

    Thebook's style is absolutely functional, and is targeted at users who have atleast athreshhold knowledge of modern programming. Much of the materialsomewhat assumes that the reader has read enough using the Help Browswerwith its on-line manual to be able to operate the notebook interface.Examples are given for almost every topic (the examples are executable inMathematica, as the text of the book is in the form of aMathematicanotebook), although the specifics of each example are not necessarilyexplained.

    As a programmer, the most amazing revelation of Gray's book isthe degree to which the Mathematica package is programmable. Of course,procedural commands are built in to allow the coding of proceduralalgorithms (these commands have the form of generic pseudocode commands, or"near-C"). But Gray gives examples of programming using functions(recursion is allowed), as well as instructions re o-o and constraint(rule-based) styles of programming. (Note that Mathematica has built inpattern matching notations--especially useful for rule-basedprogramming.)

    In short, not only is Mathematica a completely integratedsymbolic/numeric advanced math utility with integrated graphics andstatistical packages, but it also has its own virtual operating system(full file i/o controls), and it allows the user to write rule-basedprograms (such as LISP or Prolog interpreters) which have full access toall of the built in Mathematica abilities, and to custom compiledcomponents which the user has written.

    Because all Mathematica'sabilities are integrated, data can easily be displayed graphically,allowing visual debugging of difficult algorithms, or analysis (orreports). Gray provides a few examples of the visual display ofalgorithms.

    The bottom line is that Mathematica is an astoundingprototyping tool, as well as beingthe best graduate CS math utility Ihave used.And John Gray's book opens up these possibilities to thereader.Savor the possibilities! ... Read more

    Isbn: 0122961056
    Sales Rank: 465677
    Subjects:  1. Computer Bks - Languages / Programming    2. Computer Science    3. Computers    4. Data processing    5. General    6. Mathematica    7. Mathematica (Computer file)    8. Mathematical & Statistical Software    9. Mathematics    10. Programming - General    11. Science/Mathematics    12. Computers / Programming Languages / General   


    The Waite Group's Object-Oriented Programming in C++
    by Robert Lafore, Waite Group
    Average Customer Review: 4.5 out of 5 stars
    Paperback (01 December, 1998)
    list price: $34.99
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    Reviews (44)

    4-0 out of 5 stars Excellent Book!
    Organized concepts presentation from basic programmings to OOP to pointers, linked lists to advanced topics. Easy-to-follow examples with clear explainations at the end. In addition, I love the fact that the book weights so light!!!
    This book definitely goes to my personal library for future reference.

    3-0 out of 5 stars Good reference book
    This manual takes you step-by-step through programming in C++.It refers to Borland's C++ compiler.It also uses a LOT of C syntax, and stays away from Object Oriented programming through most of the book.

    If you are interested in learning Micro$oft's Visual C++, this is not the book for you. If you have Borland's free C++ compiler and a penchant for learning traditional programming, this is the book for you.Use it like a class-in-a-book.

    5-0 out of 5 stars The BEST Book on C++
    Robert Lafore's OOP in C++ is the best introductory book to C++ programming. He teaches for understanding and takes you from the bottom up. Every concept is demonstrated with program codes so that you'll not only know that such a syntax exists but how to use it.

    Other beginner books on C++ dumps you with tons of information but do not focus on understanding or learning. Reading those books is like learning English from a dictionary. Lafore understands what goes through your mind as you read his text and he addresses those questions straight into the point.

    You'll definitely not regret buying this book. ... Read more

    Isbn: 157169160X
    Sales Rank: 392443
    Subjects:  1. Borland C++    2. C++ (Computer program language    3. C++ (Computer program language)    4. Computer Books: Languages    5. Computers    6. Object-oriented programming (C    7. Object-oriented programming (Computer science)    8. Programming Languages - C++    9. Turbo C++   

    Building Financial Derivatives Applications with C++:
    by Robert Brooks
    Average Customer Review: 4.5 out of 5 stars
    Hardcover (30 March, 2000)
    list price: $99.95 -- our price: $99.95
    (price subject to change: see help)
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    Reviews (10)

    5-0 out of 5 stars Book to learnhow to program derivatives's modeling
    This is very accessible book to learn from. If really want be a quanta this is the book to start with. All quantas entering the field of financial derivatives should start with this book, which includes all you will need to know to program and implement your first derivatives' modeling application.

    5-0 out of 5 stars great book
    One of the best booksin the market. I enjoyed reading it.

    5-0 out of 5 stars A must book for MBA's/MS in financial engineering
    This book has the contents that a graduate student will look for in a course that covers derivatives application development using C++. Dr. Brooks book is by far the best I have ever scanned for the purpose of finance. For a quant analyst position it is important to understand how to generate various mathematical tools using C++ and the book covers such code in details. The book covers Lattice based solutions through extensive coding of Black Derman and Toy, Monte Carlo simulation, curve fitting techniques and iterative numerical solutions technique .The most attractive part of this book is the simplistic approach to mathematical complexities and Dr. Brooks excels in handling the mathematics and the language. His examples are in Borland C++ so VC or other C users need not be intimidated as the basic C++ principles are the same for any type of proprietary C++ language. In fact Borland is a good way to get introduced to the visual C++ modeling approach at the graduate level, it definitely reduces the entry barrier into coding. ... Read more

    Isbn: 156720287X
    Sales Rank: 392845
    Subjects:  1. Business & Economics    2. Business / Economics / Finance    3. Business/Economics    4. C++ (Computer program language    5. C++ (Computer program language)    6. Commodities And Commodity Exchanges    7. Data processing    8. Derivative securities    9. Finance    10. Investments & Securities - Futures    11. Programming Languages - C++    12. Business & Economics / Finance   


    Accelerated C++: Practical Programming by Example
    by Andrew Koenig, Barbara E. Moo
    Average Customer Review: 4.5 out of 5 stars
    Paperback (15 January, 2000)
    list price: $39.99 -- our price: $33.81
    (price subject to change: see help)
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    Editorial Review

    If you don't have a lot of time, but still want to learn the latest inC++, you don't have to learn C first. You might learn more by digging intocurrent language features and classes from the very beginning. That's theapproach that's offered by Accelerated C++, a text that delves into moreadvanced C++ features like templates and Standard Template Library (STL)collection classes early on. This book arguably can get a motivated beginningprogrammer into C++ more quickly than other available tutorials.

    What separates this title from the rest of the pack is that it jumps right inwith samples that take advantage of the Standard C++ of today--from streams tobuilt-in container classes, such as vectors and linked lists. Early examples aremore complex than in other books, but the thoroughness and relaxed pace of theexplanations will bring the novice up to speed. (Although it ships at a slender350 pages, Accelerated C++ is packed with samples, tips, and exampleproblems; about 10 per chapter.)

    After a tour of basic C++, the book looks at more advanced C++ features, such astemplates, including built-in support for containers. Besides tapping thestrength of Standard C++, you also will learn to design with your own templates.(Other tutorials would defer this material until later on.) The authors havetested the approach in the book in their own teaching, and honed a set ofworthwhile examples that will help anyone get familiar with these powerfullanguage features. All examples make use of the command line and console(without GUI programs), but the advantage is that this code should run on any oftoday's operating systems and compilers. Later sections cover the basics ofclass design, which include good coverage of operator overloading andinheritance.

    With its innovative approach to teaching the language, Accelerated C++will challenge readers in the right way. It suggests that you don't need tolearn C to be productive in C++. Written in an approachable style, it deserves aclose look from any C++ novice. --Richard Dragan

    Topics covered:

    • Introduction to C++
    • Console I/O with streamclasses
    • Basic string handling
    • Loop and flow-control statements
    • Arrays
    • Using functions and methods
    • Using Standard Template Library(STL) containers (vectors, linked lists, and maps)
    • Iterators
    • Sorting andgeneric functions
    • Basic class design
    • Pointers and arrays
    • File I/O
    • Memory-management techniques, including statically and dynamically allocatedmemory
    • Adding stream support to custom classes
    • Conversion operators
    • Operator overloading
    • Friend functions
    • Inheritance
    • Polymorphismand virtual functions
    • Handle idioms for classes, including referencecounting
    • Quick reference to the C++ language
    ... Read more
    Reviews (56)

    5-0 out of 5 stars My C++ Learning Experience
    Since I'm reviewing both "Accelerated C++" as well as "Thinking in C++", I thought I'd post the review on both book links.

    There have already been excellent reviews of this book, but I would think the main reason people purchase these books is because they have an explicit purpose, which is to learn Standard C++. That being said, C++ is one of the most powerful and multi-faceted languages around, and no other language provides both high level abstractions and low level control in one programming language as C++.

    Because of these features, it is often opinied that C++ is too complicated, large and takes too long to master. While there are some merits to this criticism, many important real world systems are being bult with C++ and professional developers need to master the fundamentals of C++ now. With that in mind, and after spending (or wasting) much money on various books proclaiming to teach C++ from the ground up, it was not until reading Konig and Moo's "Accelerated C++" and Eckel's "Thinking in C++" and in that order, that I finally "got it".

    Why I emphasize "in that order" in the last paragraph, is due to the methodologies used to teach C++ by ACPP and TICPP, and due to this, its best to read ACPP first, then TICPP for the most effective learning. Here's my reasons:

    ACPP teaches C++ in a top down fashion. What I mean by this, is that the higher level Standard Libraries are integrated right from the start to teach programming contructs such as looping, selection and decisions making using library facilities such as , , and . The Standard is utilized from chapter zero, and relieves much of the burden of C strings and all the low level details one would have to know to use them properly. This can be especially burdensome to the beginner.

    As important as the container classes are to the Standard library, are the algorithms used with them. ACPP ulitizes these as well, and from chapters 0 to 7, the student is taught to use the common algorthms such as sort(), copy(), find() and accumulate(). By teaching these features right from the beginning, the reader is able to write some non-trivial programs without having to wade through the typical and troublesome C features typically taught in other books. Thus, by the time the Reader reaches the second half of the book (chapters 8-16), s/he is ready to understand how to build their own user defined types, and other important topics such as pointers, memory management, classes, as well as object oriented and generic programming.

    In contrast, TICPP teaches C++ from a more traditional bottom up approach. Throughout the book, the assumption is that the Reader is comming to C++ from a C background. For example, throughout the book starting from chapter 4, Eckel demonstrates a Stash and Stack application, developed first as a "better C", then throughout the book adds features to them such as grouping data structures with the functions that act on them in the form of classes. The concepts of constructors and destructors, function overloading and default arguments, using const and static effectively, inlining, namespaces, references, copy constructors, operator overloading, using new and delete for dynamic objects, etc. are all covered.

    In my opinion, the last two chapters where virtual functions, abstract classes, and an introduction to templates and iterators are covered, is where the book really shines, as these chapters allow the book to finally culminate the benefits of true object oriented programming and give a solid introduction to generic programming in the form of templates and iterators. By this point, the Stash and Stack examples are utilizing pure virtual functions and iterating through containers in an STL-like fashion that is similar to the ones in the Standard Library.

    The current trend in C++ is to favor the abstractions provided by the Standard Libraries when developing professional software, and ACPP exemplifies this attitude throughout the book. The lower level C-like aspects of C++ can and have caused much trouble in the form of memory leaks, buffer overruns, etc. Nevertheless, certain class of applications require the ability to get close to the metal, and C++ allows this ability without restrictions when necessary. Also, there are many (and some could argue that most C++ based systems out there still adhere to this) legacy systems where C++ is still being used as a "better C". TICPP is the book that will teach one how to make these programs more type safe, as well as migrating it to take advantage of more modern C++ idioms. And in Volume 2 of TICPP which just came out, Eckel and Allison cover the Standard Library in depth, as well as other professional methodologies such as RTTI, Multiple Inheritence, Design Patterns and Concurrent programming.

    But by careful and methodical study of both books, and as is recommended by me, reading ACPP first then TICPP, one will learn C++ from the highest layer to the lower, then from the lower back up the higher and obtain a through knowledge of the basics of C++. One can then effectively study the more advanced books, such as by Meyers, Sutter, Stroupstrup, etc. and have the confidence to tackle professional C++ projects.

    Postscript - Though I advocate the above learning method for C++, I would like to add that the above two books presume a certain programming maturity, though one does not need to be a guru. A person with the experience typical of first year CS1 (and CS2) in a language like Java or Python (in fact, for a complete novice, I would recommend learning Python first) would be most suited to following the above presciption. Also recommened is to study a book about data stuctures and algorithms, which will provide the Reader with a solid understanding of the mechanisims that underly the STL (meaning the Standard Template Library which encompass the Containers, Iterators and Algorithms of the Standard C++ Library which was originally part of SGI's implementation).

    5-0 out of 5 stars A Gem!
    It is one of the excellent book I have read. Down to earth approach and very practical. Breaks the tradition of distracting new comers by providing more relavant examples with hands-on approach. Some familiarity with C++ helps to achieve best results with this book.

    This book will be useful for beginners to intermediate level people. Others can write their own book.

    Authors set the expectation right in their preface and they maintained their claim all the way till the end. Courageous and very well-done.

    5-0 out of 5 stars Excellent guide for someone who has programmed before
    I am a reasonably proficient programmer in C and Java, and I wanted to get up to speed quickly on C++. I found this book did the job admirably. It teaches "modern C++" which essentially means relegating traditional trouble areas such as arrays and pointers to much later in the book. Modern C++ is essentially that defined in the 1998 ISO standard, and it preaches the use of the Standard Library (a subset of which is the STL) which is an excellent library for common data structures and algorithms that operate on them. For example, using a vector you can store as many objects as you like without worrying about memory allocation or pointers. The book explains these concepts very well throught the ongoing development of a student grading program, going all the way up to using templates and class hierarchies. My only gripe is that this application is not particulary exciting to me, although it is a real world scenario.

    Don't be deceived by the relatively small number of pages, there is a lot of dense prose in this book and it will take some time to read it all. Fortunately the authors have a good writing style and they explain every new feature very clearly.

    I must admit this book has made me appreciate the power of "modern" C++ over the earlier pre-standard language. There is no doubt that C++ is an order of magnitude more complex than Java, but this book makes a good attempt at reducing the complexity and I think it succeeds. Once you finish it there is still a long path to tread, but I feel I can now read Stroustrup's book with a semblance of understanding!

    Caveat - This is not a book to give to a complete novice who has never programmed before. For example, it does not explain how to compile programs, or even what compiling means. It does not give instructions for Visual C++, gcc, or any other vendor-specific compiler. It assumes you can use these tools or have another reference for them. IMHO this is the right attitude to take, because otherwise the book would contain a lot of fluff that is not relevant to teaching ISO C++. ... Read more

    Isbn: 020170353X
    Subjects:  1. C (Programming Language)    2. C++ (Computer program language    3. C++ (Computer program language)    4. Computer Bks - Languages / Programming    5. Computer Books: General    6. Computers    7. Programming Languages - C++    8. Computers / Programming Languages / C++   


    The C++ Standard Library : A Tutorial and Reference
    by Nicolai M. Josuttis
    Average Customer Review: 5.0 out of 5 stars
    Hardcover (12 August, 1999)
    list price: $59.99 -- our price: $51.19
    (price subject to change: see help)
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    Editorial Review

    Programming with the C++ Standard Library can certainly be difficult, but Nicolai Josuttis's The C++ Standard Library provides one of the best available guides to using the built-in features of C++ effectively.

    The C++ Standard Library provides plenty of default functionality in the form of the Standard Template Library (STL) for containers (like vectors and linked lists), as well as generic algorithms (which allow you to sort, search, and manipulate elements inside containers). The best thing about The C++ Standard Library is that it gives the reader a concise guide to working with these basic containers (from lists to sets and maps, with everything in between). Each container type is explained along with short code excerpts. Moreover, in a reference section, the author explores the connections between each container type, showing how they share similar methods. (Learn just a few methods and you can pretty much work with them all.)

    In addition to STL, this book excels at providing a readable introduction to the generic algorithms (which can be used to sort, search, and otherwise manipulate STL containers). Other books either fold this material in with the explanation of containers or make it seem like an esoteric topic. The fact is, generic algorithms work with all the STL types, and by separating these algorithms out like this the reader can learn the rich array of algorithms available in today's standard C++. While this book concentrates on STL and algorithms, readers will still find great coverage on Standard Library string classes and streams (including a fine section on internationalization and locales).

    For the beginning or intermediate C++ programmer, The C++ Standard Library can be a real timesaver. It arranges and explains the complexities of the C++ Standard Library and STL in a manageable format that's great as a reference and as an approach to programming. --Richard Dragan

    Topics covered: history of C++ and the Standard Library, template basics, Big-O Notation, the std namespace, standard exceptions, allocators, standard library utilities, pairs and auto_ptr, numeric limits, the Standard Template Library (STL) basics, containers, iterators, algorithms, vectors, lists, deques, strings, sets, multisets, bitsets, maps, multimaps, stacks, queues, iterator adapters, function objects, element requirements, value and reference semantics, complex numbers, valarrays, stream classes, stream manipulators and formatting, file I/O, internationalization, and locales. ... Read more

    Reviews (70)

    4-0 out of 5 stars Not perfect, but the best book out there
    This book is the best book currently in print on the subject of the C++ STL library.The writing is reasonably clear, and follows a good progressive approach, first introducing the reader to all the general concepts, and then tackling them one by one with all the intricate details.

    This book is only for those already with advanced experience with C++ templates.Do not buy this book unless you have read either Schildt's "The Complete C++ Reference" or Lippman's "C++ Primer".

    If read cover to cover and fully understood, this book will take you from knowing nothing about the C++ STL, all the way to being an advanced STL expert.

    This book could have been better though.For example, almost all the examples use some simple type (such as int or double) as the template arguments.Therefore, most of the examples don't deal with overriding the appropriate operators (e.g. '<' and '==') to get the algorithms to work.Don't get me wrong, this kind of information IS contained in the book, but you have to search for it.

    5-0 out of 5 stars This book smells very nice
    Josuttis has written a very thorough compendium of everything you need to know to use STL.Coming out of school, I had seen pretty much only seen 'vector' - little did I know that STL has many different containers matching a variety of problems, plus a whole suite of useful functions working on generic iterators.Josuttis clearly spent much effort to make this massive topic tractible.

    I consider this book required reading for serious C++ developers.

    5-0 out of 5 stars So well written that you don't have to read it
    I'm an undergraduate computer engineering student.I purchased this book to learn how C++ library-based programming is done in the real world, not in the classroom where we must reinvent the wheel for every project.

    I was skeptical when I read the other reviews, but I am extremely impressed with this book.I have not had the chance to sit down and read the book cover to cover yet.However, I have cracked it open a few times when I've gotten stuck, and have been amazed that I have been able to quickly and effortlessly find clear, concise, and thorough answers to every STL question that I've had.

    The book is extremely well written: it's well structured, well indexed, and easy to digest.Extremely cost effective.

    On a side note, I'm finding it to be an excellent supplement to my data structures & algorithm course's text: the STL is full of innovative, refined, tried and true approaches, whereas the course text presents things coarsely via mechansisms that the author implemented on his own for the sake of his book. ... Read more

    Isbn: 0201379260
    Subjects:  1. C (Programming Language)    2. C++ (Computer program language    3. C++ (Computer program language)    4. Computer Bks - Languages / Programming    5. Computer Books: General    6. Computers    7. Programming Languages - C++    8. Computers / Programming Languages / C++   


    Mathematical Methods and Models for Economists
    by Angel de la Fuente
    Average Customer Review: 3.5 out of 5 stars
    Paperback (15 February, 2000)
    list price: $45.00 -- our price: $39.62
    (price subject to change: see help)
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    Reviews (9)

    4-0 out of 5 stars A good overview
    Mathematical economics has been around for about 175 years, although as a discipline it has only been recognized for about five decades. Professional economists have had various levels of confidence in its validity and applicability, and mathematical economists have been criticized for the esoteric nature of the mathematics they deploy and some have been ostracized from academic departments for this very reason. This book emphasizes the mathematical tools, these being primarily the theory of optimization and dynamical systems, but the author does find time to discuss applications. Some of these could be classified as "classical" applications, but some are very contemporary in their scope and intersect the work done in financial engineering.

    Part 1 of the book introduces the reader to the necessary background in real analysis, topology, differential calculus, and linear algebra. All of this mathematics is straightforward and can be found in many books.

    In chapter 5, the author considers static economic models, which are described by collections of parametrized systems of equations. The equations are dependent on parameters describing the environment and `endogenous' variables. The goal is to find the values of the endogenous variables at equilibrium, and to find out if the equilibrium solutions are unique. In addition, it is interest to find out how the solution set changes when the parameters are changed. This is what the author calls `comparative statics'. Linear models are considered first, their analysis being amenable to the techniques of linear and multilinear algebra. The comparative statics for linear models is straightforward, with the shift in equilibrium as a parameter is change readily calculated. The comparative statics of nonlinear models involves the use of the implicit function theorem, and the author derives a formula for doing comparative statics in differentiable models. The discussion here, involving concepts such as transversality, critical points, regular values, and genericity, should be viewed as a warm-up to a more advanced treatment using differential topology.

    The author studies static optimization in chapter 7, with the postulate of rationality assumed throughout. This allows the study of the behavior of economic agents to be reduced to a constrained optimization problem. The techniques of nonlinear programming are used to find solutions to the constrained optimization problem. Throughout this chapter one sees discussion of the ubiquitous `agent' who is embedded in a collection of possible environments, and is able to carry out a certain collection of actions.

    The author finally gets to economic applications in chapter 8, wherein the author studies the behavior of a single agent under a set of restrictions imposed on it by its environment. This rather simplistic study is then generalized to the case of many interacting agents who are taken to be rational. The concept of `equilibrium', so entrenched in economic theory and economic modeling, makes its appearance here. In a condition of equilibrium, no agent has an incentive to change its behavior, and the actions of each individual are mutually compatible. Some of the usual concepts of equilibrium are discussed in the chapter, such as Walrasian equilibrium in exchange economies, and Nash equilibrium in game theory. The (subjective) preferences of consumers are modeled by binary relations and differentiable utility functions. The differentiability allows the techniques of chapter 7 to be used. The author asks the reader to work through some examples of `imperfect' competition at the end of the chapter.

    After a straightforward review of dynamical systems in chapters 9 and 10, the author discusses applications of dynamical systems in chapter 11. He begins with a discussion of a dynamic IS-LM model, using assumptions on the evolution of the money supply, the formation of expectations, and price dynamics. This model consists of two first-order ordinary differential equations, and the author studies its fixed-point structure via a standard phase-space analysis. This analysis allows the author to study the effect of a change in parameters, such as change in the rate of money creation, i.e. the effects of a certain monetary policy. Also discussed are `perfect-foresight models', which address the difficult issue of boundary conditions in economic models based on dynamical systems. Two of these models are discussed, one is a stock price model based on the no-arbitrage principle from finance, and the other is a model of exchange-rate determination. The stock price model is the most interesting discussion in the book. It requires one to specify how expectations are formed, and, depending on how this is done, some very unexpected results occur. For example, if the agents have adaptive expectations, the author shows that the forecast error is predictable, and that agents who understand the structure of the model will have an incentive to deviate from the predicted behavior. This behavior on the part of the agents will invalidate the theory since the agents will have an incentive to compute the trajectory of prices, contrary to the assumption of the model. The author concludes that this is in direct conflict with the assumption that individuals are rational and maximize utility, i.e. that in a world without uncertainty, adaptive expectations are inconsistent with the assumption of rationality. The author avoids this problem by assuming that `perfect foresight' holds for the agents, i.e. the agents form expectations that are consistent with the structure of the model. He shows that the assumption of perfect foresight eliminates the inconsistency that was found in the adaptive expectations model. In the perfect foresight model, every agent uses the correct model to predict prices, and no agent has any incentive to act differently. The author then uses this model to study the response of share prices to a change in the tax rate on dividends. The rest of the chapter discusses neoclassical growth models and the software language Mathematica is introduced as a tool for solving nonlinear differential equations.

    I did not read the last two chapters of the book, which cover dynamic optimization and its applications, and so I will omit their review.

    1-0 out of 5 stars The Worst of Three Math Econ Books
    I bought this book for my Ph.D.-level mathematical economics course, and although I'd gotten an A+ both in Calc I and the honors section of Calc II the year before, I could make neither head nor tails out of the book.Sure, de la Fuente might work alright if you already think fluently in mathematics, but even if you do, you'll probably find Simon and Blume's book superior.If you don't think fluently in math, I'd suggest Alpha C. Chiang's math econ text instead.If you're just trying to learn mathematical economics, don't even open de le Fuente or you might find yourself unnecessarily abandoning the study of economics.

    5-0 out of 5 stars Great value, for the right user
    I used this book extensively during my first year Ph.D. Econ. It has almost all the basics of the math I used. I agree that it is not a novel-style, Math. Maturity is required and as any First Edition has some typos (but to discover them -by constructing counterexamples- is a great way to show yourself you are understading the concepts and questioning all the assumptions). It has a good presentation of the Berge's (Theorem of the Maximum) and Static Optimization. Its section on dynamic optimization is mostly under continuum time, that I find not too popular nowadays. It is a great reading for the summer before Grad.School but never hesitate to consult lower-level books also -e.g. Simon and Blume. After this, I would read either Debreu's Theory of Value Math. Chapters or Takayama's. ... Read more

    Isbn: 0521585295
    Sales Rank: 255665
    Subjects:  1. Applied    2. Business & Economics    3. Business / Economics / Finance    4. Business/Economics    5. Economics    6. Economics - General    7. Economics - Theory    8. Mathematical models    9. Statistical methods    10. Applied mathematics    11. Business & Economics / Economics / General    12. Economic theory & philosophy   


    Cours de mathématiques pour économistes (Collection Economie)
    by Philippe Michel
    Unknown Binding (1984)

    US | Canada | United Kingdom | Germany | France

    Isbn: 2717807993
    Sales Rank: 3238599

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