Daniel Dover's Books

Numerical Methods in Computational Finance

A Partial Differential Equation (PDE/FDM) Approach

By: Daniel J. Duffy

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Numerical Methods in Computational Finance

A Partial Differential Equation (PDE/FDM) Approach

By: Daniel J. Duffy

This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners, novices and expert users. Part A Mathematical Foundation for One-Factor Problems Chapters 1 to 7 introduce the mathematical and numerical analysis concepts that are needed to understand the finite difference method and its application to computational finance. Part B Mathematical Foundation for Two-Factor Problems Chapters 8 to 13 discuss a number of rigorous mathematical techniques relating to elliptic and parabolic partial differential equations in two space variables. In particular, we develop strategies to preprocess and modify a PDE before we approximate it by the finite difference method, thus avoiding ad-hoc and heuristic tricks. Part C The Foundations of the Finite Difference Method (FDM) Chapters 14 to 17 introduce the mathematical background to the finite difference method for initial boundary value problems for parabolic PDEs. It encapsulates all the background information to construct stable and accurate finite difference schemes. Part D Advanced Finite Difference Schemes for Two-Factor Problems Chapters 18 to 22 introduce a number of modern finite difference methods to approximate the solution of two factor partial differential equations. This is the only book we know of that discusses these methods in any detail. Part E Test Cases in Computational Finance Chapters 23 to 26 are concerned with applications based on previous chapters. We discuss finite difference schemes for a wide range of one-factor and two-factor problems. This book is suitable as an entry-level introduction as well as a detailed treatment of modern methods as used by industry quants and MSc/MFE students in finance. The topics have applications to numerical analysis, science and engineering. More on computational finance and the author’s online courses, see www.datasim.nl.

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Page Count

551

Publisher

John Wiley & Sons

Published Date

ISBN 10

1119719720

ISBN 13

9781119719724

The Grand Fleet 1914-19

The Royal Navy in the First World War

By: Daniel G. Ridley-Kitts,Stephen M. Payne

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The Grand Fleet 1914-19

The Royal Navy in the First World War

By: Daniel G. Ridley-Kitts,Stephen M. Payne

The First World War was the first real time in 100 years that the reputation of the British Royal Navy was put on the line in defence of the country.This book tells of the creation and development of the Grand Fleet under the drive of the energetic and charismatic admiral of the fleet ‘Jacky’ Fisher, who modernised the navy with the introduction of the revolutionary Dreadnought battleship. This type of vessel in particular made other nations’ battleships obsolete, created a powerful weapon for the defence of Empire and trade, and finally defeated the designs of Kaiser William III. Using unique technical drawings rendered by the author, the history of the Grand Fleet is told in accessible narrative style, with outstanding technical detail which will satisfy naval enthusiasts.

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Page Count

392

Publisher

The History Press

Published Date

ISBN 10

0750952008

ISBN 13

9780750952002

A House in the Sun

Modern Architecture and Solar Energy in the Cold War

By: Daniel A. Barber

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A House in the Sun

Modern Architecture and Solar Energy in the Cold War

By: Daniel A. Barber

A House in the Sun describes a number of experiments in solar house heating in American architectural, engineering, political, economic, and corporate contexts from the beginning of World War II until the late 1950s. Houses were built across the Midwest, Northeast, and Southwestern United States, and also proposed for sites in India, South Africa, and Morocco. These experiments developed in parallel to transformations in the discussion of modern architecture, relying on new materials and design ideas for both energy efficiency and claims to cultural relevance. Architects were among the myriad cultural and scientific actors to see the solar house as an important designed element of the American future. These experiments also developed as part of a wider analysis of the globe as an interconnected geophysical system. Perceived resource limitations in the immediate postwar period led to new understandings of the relationship between energy, technology and economy. The solar house - both as a charged object in the milieu of suburban expansion, and as a means to raise the standard of living in developing economies - became an important site for social, technological, and design experimentation. This led to new forms of expertise in architecture and other professions. Daniel Barber argues that this mid-century interest in solar energy was one of the first episodes in which resource limitations were seen as an opportunity for design to attain new relevance for potential social and cultural transformations. Furthermore, the solar discussion established both an intellectual framework and a funding structure for the articulation of and response to global environmental concerns in subsequent decades. In presenting evidence of resource tensions at the beginning of the Cold War, the book offers a new perspective on the histories of architecture, technology, and environmentalism, one more fully entangled with the often competing dynamics of geopolitical and geophysical pressures.

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Page Count

353

Publisher

Oxford University Press

Published Date

ISBN 10

0199394032

ISBN 13

9780199394036

The War on Football

Saving America's Game

By: Daniel J. Flynn

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The War on Football

Saving America's Game

By: Daniel J. Flynn

From concussion doctors pushing “science” that benefits their hidden business interests to lawyers clamoring for billion-dollar settlements in scam litigation, America’s game has become so big that everybody wants a cut. And those chasing the dollars show themselves more than willing to trash a great sport in hot pursuit of a buck. Everything they say about football is wrong. Football players don’t commit suicide at elevated levels, die younger than their peers, or suffer disproportionately from heart disease. In fact, professional players live longer, healthier lives than American men in general. More than that, football is America’s most popular sport. It brings us together. It is, and has been, a rite of passage for millions of American boys. But fear over concussions and other injuries could put football on ice. School districts are already considering doing away with football as too dangerous. Parents who used to see football as character-building now worry that it may be mind-destroying. Even the president has jumped on the pile by fretting that he might prevent a son from playing if he had one. But as author Daniel J. Flynn reports, football is actually safer than skateboarding, bicycling, or skiing. And in a nation facing an obesity crisis, a little extra running, jumping, and tackling could do us all good. Detailing incontrovertible fact after incontrovertible fact, The War on Football: Saving America’s Game rescues reality from the hype—and in doing so may just ensure that football remains America’s game.

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Page Count

185

Publisher

Simon and Schuster

Published Date

ISBN 10

1621571823

ISBN 13

9781621571827

Geometry and the Visual Arts

By: Daniel Pedoe

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Geometry and the Visual Arts

By: Daniel Pedoe

This survey traces the effects of geometry on artistic achievement and clearly discusses its importance to artists and scientists. It also surveys projective geometry, mathematical curves, theories of perspective, architectural form, and concepts of space.

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Page Count

338

Publisher

Courier Corporation

Published Date

ISBN 10

048624458X

ISBN 13

9780486244587

Creepy Crawly Stickers

By: Frank Daniel

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Creepy Crawly Stickers

By: Frank Daniel

Twenty-four full-color stickers depict comically ferocious animals catching and devouring their prey. Ravenous reptiles, fearsome frogs, evil-eyed bats, many more. Add a gory note to lunch boxes, lockers, notebooks, more.

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Courier Corporation

Published Date

ISBN 10

0486274551

ISBN 13

9780486274553

Haunted House Sticker Picture Book

With 40 Reusable Peel-and-Apply Stickers

By: Frank Daniel

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Haunted House Sticker Picture Book

With 40 Reusable Peel-and-Apply Stickers

By: Frank Daniel

Populate this dilapidated dwelling with 40 monsters, vampires, ghosts, black cats and bats, witches on broomsticks, gravestones and other delightfully demented subjects.

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Courier Corporation

Published Date

ISBN 10

0486291839

ISBN 13

9780486291833

Financial Instrument Pricing Using C++

By: Daniel J. Duffy

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Financial Instrument Pricing Using C++

By: Daniel J. Duffy

An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically in the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by: Delving into a detailed account of the new C++11 standard and its applicability to computational finance. Using de-facto standard libraries, such as Boost and Eigen to improve developer productivity. Developing multiparadigm software using the object-oriented, generic, and functional programming styles. Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns. Providing a detailed explanation of the Finite Difference Methods through six chapters, including new developments such as ADE, Method of Lines (MOL), and Uncertain Volatility Models. Developing applications, from financial model to algorithmic design and code, through a coherent approach. Generating interoperability with Excel add-ins, C#, and C++/CLI. Using random number generation in C++11 and Monte Carlo simulation. Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material. This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing. HOW TO RECEIVE THE SOURCE CODE Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source code. Proof of purchase is needed. The subject of the mail should be “C++ Book Source Code Request”. You will receive a reply with a zip file attachment.

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Page Count

1168

Publisher

John Wiley & Sons

Published Date

ISBN 10

1119170494

ISBN 13

9781119170495

Music Discovery

Improvisation for the Large Ensemble and Music Classroom

By: Daniel J. Healy,Kimberly Lansinger Ankney

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Music Discovery

Improvisation for the Large Ensemble and Music Classroom

By: Daniel J. Healy,Kimberly Lansinger Ankney

Improvisation is a boundless and exciting way to experience music, especially for students. Teachers increasingly agree that improvisation is an essential skill for students to learn - however, many are unsure how to productively incorporate it in the classroom. Furthermore, most improvisational practices are centered around jazz, with very little to help even classical and vocal ensembles let alone the general music classroom. Now, in this new book, Daniel Healy and Kimberly Lansinger Ankney offer a practical volume aimed at busy music teachers. Recognizing educators' desire to balance the standard curriculum with improvisational activities, the authors provide 36 activities to incorporate into their everyday music classes and ensemble practices. All activities are flexibly designed in styles ranging from modern classical to pop. Teachers can spend anywhere from 5 minutes to an entire term on a single activity, in a variety of environments and ensembles - concert bands, orchestras, choirs, jazz ensembles, and music technology classes alike can benefit from the practices of improvisation. Aligning improvisation practices with the constraints of the classroom, the lessons focus on key music learning principles (melody, harmony, rhythm, texture/timbre, articulation, and dynamics), allowing students' basic performance skills to develop in conjunction with their improvisational ones. The book also comes with a companion website which provides helpful resources for teachers, including recordings of actual K-12 ensembles performing the improvisation activities. Designed for a wide range of ages and experience levels, Music Discovery: Improvisation for the Large Ensemble and Music Classroom is the first practical guide of its kind, and gives teachers a long-awaited jumping-off point to introduce this playful, thrilling, and vital musical practice to their students.

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Page Count

225

Publisher

Oxford University Press

Published Date

ISBN 10

0190462086

ISBN 13

9780190462086

Finite Difference Methods in Financial Engineering

A Partial Differential Equation Approach

By: Daniel J. Duffy

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Finite Difference Methods in Financial Engineering

A Partial Differential Equation Approach

By: Daniel J. Duffy

The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method. In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature: Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options Early exercise features and approximation using front-fixing, penalty and variational methods Modelling stochastic volatility models using Splitting methods Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work Modelling jumps using Partial Integro Differential Equations (PIDE) Free and moving boundary value problems in QF Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs.

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Page Count

452

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118856481

ISBN 13

9781118856482

Robinson Crusoe

By: Daniel Defoe,Robert Blaisdell,John Green

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Robinson Crusoe

By: Daniel Defoe,Robert Blaisdell,John Green

During one of his several adventurous voyages in the 1600s, an Englishman becomes the sole survivor of a shipwreck and lives for nearly thirty years on a deserted island.

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Courier Corporation

Published Date

ISBN 10

0486288161

ISBN 13

9780486288161

Initiation in the Aeon of the Child

The Inward Journey

By: J. Daniel Gunther

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Initiation in the Aeon of the Child

The Inward Journey

By: J. Daniel Gunther

This book’s primary focus is an understanding of the change to the formulas of Initiation brought about by the advent of the New Aeon—the Aeon of the Child—in 1904. It draws deeply from Jungian psychology, world mythology and religion, the teachings of Aleister Crowley, and the doctrines of the Mystery traditions. It explains how the revelations unique to this stage of human evolution impact the work of the individual aspirant. Much of what is written here is revealed for the first time, with every attempt to do so in clear and precise language.

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Page Count

192

Publisher

Nicolas-Hays, Inc.

Published Date

ISBN 10

0892545992

ISBN 13

9780892545995

Roxana: The Fortunate Mistress

By: Daniel Defoe

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Roxana: The Fortunate Mistress

By: Daniel Defoe

Roxana The Fortunate Mistress Daniel Defoe - Roxana: The Fortunate Mistress was Daniel Defoe's last and darkest novel; the autobiography of a woman who has traded her virtue, at first for survival, and then for fame and fortune. Its narrator tells the story of her own 'wicked' life as the mistress of rich and powerful men. A resourceful adventuress, she is also an unforgiving analyst of her own susceptibilities, who tells us of the price she pays for her successes. Endowed with many seductive skills, she is herself seduced: by money, by dreams of rank, and by the illusion that she can escape her own past.

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Page Count

389

Publisher

Phoemixx Classics Ebooks

Published Date

ISBN 10

3986778306

ISBN 13

9783986778309

Book's by Daniel Dover

Numerical Methods in Computational Finance

Numerical Methods in Computational Finance

The Grand Fleet 1914-19

The Grand Fleet 1914-19

A House in the Sun

A House in the Sun

The War on Football

The War on Football

Geometry and the Visual Arts

Geometry and the Visual Arts

Creepy Crawly Stickers

Creepy Crawly Stickers

Haunted House Sticker Picture Book

Haunted House Sticker Picture Book

Financial Instrument Pricing Using C++

Financial Instrument Pricing Using C++

Music Discovery

Music Discovery

Finite Difference Methods in Financial Engineering

Finite Difference Methods in Financial Engineering

Robinson Crusoe

Robinson Crusoe

Initiation in the Aeon of the Child

Initiation in the Aeon of the Child

Roxana: The Fortunate Mistress

Roxana: The Fortunate Mistress

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