This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathem

MATRIX is Australia’s international and residential mathematical research institute. It facilitates new collaborations and mathematical advances through inten

This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presen

The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular

This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems. The material is new and t