## Dan Stefanica’s book: first impressions

Posted by alifinmath on April 18, 2008

The one quibble I have is that the discussion of probability is skimpy. For teaching non-measure-theoretic-probability, I’d use Meester’s “A Natural Introduction to Probability,” published by Birkhauser (or Ross’s book, “A First Course in Probability,” cited in the references provided in DS’s book). For measure-theoretic probability, I’d use the Capinski and Kopp book (also cited by DS), and/or relevant sections in Shreve’s second volume.

For applied math in general, and numerical solutions to PDEs specifically, I’d refer to Gilbert Strang’s recently published, “Computational Science and Engineering.” And before I forget, his book on calculus is a one-stop shop for all the basic calc (short of ODEs and PDEs) a quant is likely to need (Strang is a master pedagogue).

## Leave a Reply