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TOC
The Philosophical Introduction No One Reads
1 Functions
1.1 The Function Game: Introduction
1.2 The Function Game: Leader’s Sheet
1.3 The Function Game: Answer Sheet
1.6 Algebraic Generalizations
1.9 Horizontal and Vertical Permutations
1.11 Sample Test: Function I
1.12 Lines
1.14 Composite Functions
1.16 Inverse Functions
1.18 TAPPS Exercise: How Do I Solve That For y?
2 Inequalities and Absolute Values
2.1 Inequalities
2.3 Inequality Word Problems
2.4 Absolute Value [...]

File : pdf, 25 MB, 322 pages
CONTENTS
I Reductive groups, Representations
Reductive groups
Reductive groups over local fields
Representation of reductive Lie groups
Representations of GL2(R) and GL2(C)
Normalizing factors, tempered representation, an L-groups
Orbital integrals for GL2(R)
Representations of -adic groups: A survey
Cuspidal unramified series for central simple algebras over local fields
Some remarks on the supercuspidal representatinos of p-adic semisimple groups
II Automorphic [...]

File : pdf, 890 KB, 145 pages
TOC
CHAPTER I. LINEAR VECTOR SPACES AND LINEAR MAPPINGS
1. The sets and mappings
2. Linear vector spaces
3. Linear dependence and linear independence
4. Spanning systems and bases
5. Coordinates. Transformation of the coordinates of a vector under a change of basis
6. Intersections and sums of subspaces
7. Cosets of a subspace. The concept of [...]

File : pdf, 7 MB, 133 pages
by Ross Kindermann and J. Laurie Snell – AMS Books
Markov random fields is a new branch of probability theory that promises to be important both in the theory and application of probability. The existing literature on the subject is quite technical and often only understandable to the expert. This [...]

File : pdf, 488 KB, 95 pages
by Alan Bain
Contents
1. Introduction
2. Contents
3. Stochastic Processes
3.1. Probability Space
3.2. Stochastic Process
4. Martingales
4.1. Stopping Times
5. Basics
5.1. Local Martingales
5.2. Local Martingales which are not Martingales
6. Total Variation and the Stieltjes Integral
6.1. Why we need a Stochastic Integral
6.2. Previsibility
6.3. Lebesgue-Stieltjes Integral
7. The Integral
7.1. Elementary Processes
7.2. Strictly Simple and Simple Processes
8. The Stochastic [...]

by WWL Chen
A — MULTIVARIABLE ANALYSIS
Chapt 1: FUNCTIONS OF SEVERAL VARIABLES
* Basic Definitions
* Open Sets
* Limits and Continuity
* Limits and Continuity: Proofs
Chapt 2: DIFFERENTIATION
* Partial Derivatives
* Total Derivatives
* Consequences of Differentiability
* Conditions for Differentiability
* Properties of the Derivative
* Gradients and Directional Derivatives
Chapt 3: IMPLICIT AND INVERSE FUNCTION THEOREMS
* Implicit Function Theorem
* Inverse Function Theorem
Chapter 4: [...]

Contents :
# Basic examples of financial derivatives: Examples of financial instruments, a first example of `arbitrage pricing’.
# Discrete time models I: Single period models, pricing a European option, characterising no arbitrage, risk neutral probabilities.
# Discrete time models II: Multiperiod binary models, discrete parameter martingales, risk-neutral pricing, Cox-Ross-Rubinstein.
# Brownian motion: Definition of Brownian motion (motivated via [...]