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Recommandation of books

  1. Aug 13, 2006 #1
    I am a big application guy. I am trying to find some book with a lot of applications, proofs, and examples. I am able to read undergraduate real analysis and matrix algebra text. Recently, I am working on Calculus of Variation, Differential Equations and Exterior Differential Forms. Moreover, I want to prepare for my postgraduate work for next year, thus I am wishing if anyone could give me some recommandation on:

    Introduction of Optimization
    Introduction of Linear Control
    Introduction of PDE
    Introduction of Stochastic Calculus in Fianace
    Introduction of Time Series Analysis
    Introduction of Mathematical Foundations of Option Pricing
    Advance Variational Calculus
    Advance Exterior Differential Forms
    Advance Financial Mathematic
    Advance ODE (heavy emphasis on Existence and Uniqueness)
    Advace Mathematical Economics (Anything beyond the use of elementary Calculus)

    If needed, I can give further informations for each topic.

    Any though will be truely appreciated.
  2. jcsd
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