Hot answers tagged reference-request
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Short version
I think mathematica is a good first programming language, and Stephen Wolfram has dropped some hints in a few places that it should get even better at being a beginner programming language soon:
It'll probably be related to my goal in the next year or two of making Mathematica definitively the world's easiest to learn language...
More ...
15
I own a copy of Modelling Financial Derivatives with Mathematica by William Shaw. I think it was a ground-breaking book for its time. However, here are some issues you should be aware of:
It was published in 1998 and is based on Mathematica version 3. We are now at 8, anticipating 9. Much of the graphics code he uses is now obsolete (eg Graphics`Graphics).
...
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The course material I used to learn Mathematica myself is directed at beginners. You should have no problem following it even if you have next to zero prior programming experience. It is a bit outdated (it was written for an old version of Mathematica), but I think that it is still a very useful learning resource today. Most importantly, it includes ...
9
I'm a bit late to this party, but I can assure you that it is possible to learn Mathematica as your first and only programming language. I know because I did it. It is also most certainly possible to use Mathematica as your calculation “Swiss Army knife” if you are an economist. I know because I am an economist, too, and I have been successfully using it as ...
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I just wrote a book on financial engineering that uses Mathematica heavily. The publisher (World Scientific) says it should be available for purchase within a week or two. I have taught risk management and asset pricing and derivatives with these materials for the past few years at NYU-Poly. The point of the book is precisely to do lots of projects, the ...
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In a comment you asked about learning algorithm development and functional programming basics. Take a look at the courses at http://www.wolfram.com/training/ . Wolfram offers many of them as free videos that you can watch any time.
Check out the "General Mathematica" section for some introductory courses. There is also a free Functional Programming: Quick ...
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Here are some links I collected in my answer to the post Where can I find examples of good Mathematica programming practice?. The first link exposes quite well the new functionalities of Mathematica in this field.
Finance (some CUDA examples also)
http://www.wolfram.com/events/chicago2011/nVidiaFinancePresentation.nb
High-Performance Computing in ...
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You can check here for Function Approximations Package References
References
Hairer, E. and G. Wanner. Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems. Springer, 1991.
Iserles, A. and S. P. Nørsett. Order Stars. Chapman and Hall, 1991.
Lambert, J. D. Numerical Methods for Ordinary Differential Systems:
The Initial ...
5
Mathematica's documentation is also available online in the pdf format, as a tutorial collection. The place to look for it is here. Also, some books on Mathematica are now available as kindle editions, from Amazon. Finally, for those books which have Mathematica notebook versions, you can probably make a pdf from those notebooks for a personal use, if that ...
4
Although exporting x3d format maintains the light sources and exports the mesh, it isn't perfect when used with Blender (the only 3D editor I tried). However, since it's the best solution I have, I wrote some brief instructions for that procedure. It's important to note that I used Blender version 2.60 and Mathematica 9.
Since the instructions are almost ...
4
The GraphUtilities documentation has a whole section that should answer your question: “Algorithms for Finding Community Structure”. The reference for the algorithm it uses is: A. Clauset, "Finding Local Community Structure in Networks," Physical Review E, 72, 026132, 2005 (arXiv mirror).
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Introduction to Probability Models by Ross gives good description of stochastic processes.
Applied Intertemporal Optimization by Walde also has easy to follow structure on stochastic models in both discrete and continuous time and it is free to download pdf.
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The references mentioned in the other answer do not really pertain too much to the problem of minimax approximation; they are more concerned with the other functions in FunctionApproximations` that deal with numerical differential equation solving; that is, the content that was once in the old NumericalMath`packages Butcher` and OrderStar`.
Indeed, a look ...
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Here you can find some software to convert Mathematica graphics for input into POVray (untested and rather old, though)
http://www.mathconsult.ch/showroom/pubs/MathProg/htmls/2-11.htm
Edit
Maeder's book and files aren't available for online downloading (you've to purchase the book)
Edit Or perhaps you can find them at the link provided in the comments
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It depends on how deep you want to go into the details of financial engineering (Multi Factor Models, Complicated Deal Types, ...) - if you intend to work with these things check out the Mathematica based solutions here
http://www.unrisk.com/index.php/products
Also some white papers on the underlying mathematical methods are available there
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