Reading Lists 2014/15
First-Year Reading List
MA104-4-AU Calculus, Dr Dan Brawn
Recommended reading:
 J. Gilbert; C. Jordan, Guide2 Mathematical Methods, Palgrave Macmillan, 2002
 R. Adams and C. Essex, Calculus (A complete course), Pearson
MA105-4-AU Applied Mathematics, Dr Andrew Harrison
Recommended reading:
For Vectors:
 E. Kreyszig, Advanced Engineering Mathematics, Wiley.
For Mechanics
 J.M. Knudsen and P.G. Hjorth. Elements of Newtonian Mechanics, 3rd. Edition. Berlin:
Springer-Verlag, 2000.
Supplementary texts:
 L.A. Pars Introduction to Dynamics Cambridge.
 P. Smith & R.C. Smith Mechanics Wiley.
 M.R. Spiegel Theory and Problems of Theoretical Mechanics Schaum.
MA108-4-SP Statistics l, Dr Martin Griffiths
Recommended reading:
 G.J.G. Upton and I.T. Cook, Understanding Statistics, Oxford University Press. Oxford, UK,
1996.
Supplementary texts:
 M. Crawley, Statistics - An introduction using R, Wiley, Chichester, UK, 2005.
 J. Verzani, Using R for Introductory Statistics, Chapman Hall/CRC Press, 2004
(Both these texts are available free as pdf files via the internet)
MA114-4-AU Linear Mathematics, Dr Dan Brawn
Recommended reading:
 G. Farin and D. Hansford, Practical Linear Algebra (a geometry toolbox), CRC Press Taylor
and Francis Group
MA118-4-SP Further Calculus, Prof Edd Codling
Essential reading:
 J. Gilbert; C. Jordan, Guide2 Mathematical Methods, Palgrave Macmillan, 2002
Background reading:
 E. Swokowski, M. Olinick & D. Pence, Calculus, PWS Publishing Co, any edition.
 R. Adams and C. Essex, Calculus (A Complete Course), Pearson
MA122-4-AU Introduction to Computing, Dr Chris Saker
Recommended reading: none, handouts will be given at lectures
MA123-4-FY Life, the Universe and Everything: The Principles of Modern Science, Dr
Andrew Harrison
Recommended reading:
Updated Sept 2014 CW
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J. Gribbin. Science, A History, Penguin
Supplementary texts:
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J. Coyne, Why Evolution is True, Oxford
A. M. Leroi, Mutants, Harper Perennial
D. Fairbanks, Relics of Eden, Prometheus Books
R. Dawkins, The Greatest Show on Earth, Transworld Publishers
S. Carroll, Endless Forms Most Beautiful, Quercus
S. Carroll, The Making of the Fittest, Norton
N. Shubin, Your Inner Fish, Allen Lane
N. Lane, Life Ascending: The Ten Great Inventions of Evolution, Profile Books
R. Dawkins, The Ancestors Tale: A Pilgrimage to the Dawn of Life, Pheonix
B. Bryson, A Short History of Everything, Black Swan
N. Lane, Power, Sex, Suicide, Oxford
MA125-4-SP Mathematical Skills, Prof Peter Higgins
Recommended reading: There is no set text. Students will be provided with materials, either online
or hard copy, of problems sheets and supplementary solutions and notes.
MA126-4-SP Financial Mathematics, Dr Haslifah Hashim
Recommended reading:
 The Actuarial Education Company (on behalf of the Institute and the Faculty of Actuaries)
ActEd Study Materials. Subject CT1: Financial Mathematics, Core Reading.
 Garrett, S. J. (2013) An Introduction to the Mathematics of Finance: A Deterministic
Approach, 2nd ed., Elsevier Butterworth-Heinemann.
Supplementary reading:
 McCutcheon, J.J. and Scott, W.F. (1986) An Introduction to the Mathematics of Finance,
Elsevier Butterworth-Heinemann.
 Kellison, S.G. (2009) The Theory of Interest, 3rd ed., McGraw-Hill Irwin.
MA181-4-SP Discrete Mathematics, Dr Chris Saker
Recommended reading:
 S. Epp, Discrete Mathematics with Applications, Brooks Cole.
 K. Ross and C. Wright, Discrete Mathematics, Prentis Hall
Updated Sept 2014 CW
Second Year Reading List
MA201-5-AU Linear Algebra, Dr Alexei Vernitski
Recommended reading:
 R. B. J. T. Allenby, Linear Algebra, various publishers, any edition
 Howard Anton and Chris Rorres, Elementary Linear Algebra, Wiley, any edition (ninth edition
recommended)
Supplementary texts:
 S. Lang, Linear Algebra, Springer
 T. S. Blyth and E. F. Robertson, Basic Linear Algebra, Springer, any edition
The material covered in these books overlaps considerably, therefore you may use any of these
books or any other standard textbook on linear algebra.
MA203-5-AU Analysis, Dr Alexei Vernitski
Recommended reading:
 Mangatiana A. Robdera, A Concise Approach to Mathematical Analysis, Springer
BE310-5-SP Introduction to Quantitative Management, Dr Martin Griffiths
Recommended reading:
 Lawrence, J.A. Jnr and Pasternak, B.A. "Applied Management Science", Wiley.
MA205-5-SP Optimisation (Linear Programming), Dr John Ford
Recommended reading:
 W.L. Winston (2004), Operations Research: Applications and Algorithms 4th edition, Duxbury
Press.
MA206-5-AU Mathematical Methods, Dr Hadi Susanto
Recommended reading:
 G.B. Thomas & R.L. Finney, Calculus & Analytic Geometry, Addison-Wesley.
 E. Kreyszig, Advanced Engineering Maths. Wiley.
 W.E. Boyce & R.C. Di Prima, Elementary Differential Equations and Boundary Value
Problems, Wiley.
 E. Swokowski, M. Olinick & D.Pence, (1994) Calculus, 6th Edition, PWS Publishing Co.
MA207-5-AU Statistics lI, Dr Aris Perperoglu
Recommended reading:
 FM Dekking, C Kraaikamp, HP Lopuhaa, LE Meester, A Modern Introduction to Probability
and Statistics, Springer-Verlag, New York, USA, 2008.
Supplementary texts:
 Dalgaard, P., Introductory Statistics with R, (2nd edition), Springer-Verlag, New York, USA,
2008.
 Ross, S.M., Introduction to Probability and Statistics for Engineers and Scientists, (4th edition),
Academic Press, San Diego, CA, 2009.
 Upton G., Cook, I., Understanding Statistics, OUP, Oxford, UK, 1996.
 Venables, W.N., Smith, D.M., R Development Core Team, An introduction to R, (3rd printing),
Network Theory Ltd, Bristol, 2005.
Updated Sept 2014 CW
MA209-5-SP Introduction to Numerical Methods, Dr Hadi Susanto
Recommended reading:
 C. Moler, Numerical Computing with Matlab. SIAM (2004).
Supplementary reading:
 B. Bradie, A Friendly Introduction to Numerical Analysis. Prentice-Hall (2005).
 J. Mathews and K. Fink, Numerical Methods using Matlab, (4th ed.) Prentice-Hall (2004).
MA210-5-SP Vector Calculus, Prof Peter Higgins
Recommended reading: Course materials will be supplied by the lecturer.
MA211-5-SP Finance and Financial Reporting, Dr Spyridon Vrontos
Essential reading:
 The Actuarial Education Company (on behalf of the Institute and the Faculty of Actuaries)
ActEd Study Materials. Subject CT2: Finance and Financial Reporting, Core Reading
Recommended reading:
 Brealey, R.A., Myers, S.C. and Allen, F. (2010), Principles of Corporate Finance, 10th ed,
McGraw-Hill
 Holmes, G., Sugden, A. and Gee, P. (2008), Interpreting Company Reports and Accounts,
10th ed, FT Prentice Hall
 Atrill, P. and McLaney, E. (2010), Accounting and Finance for Non-specialists, 7th ed,
Prentice Hall
 Brigham, E.F. and Houston, J.F. (2011), Fundamentals of Financial Management, 7th ed,
South-Western.
MA212-5-AU Contingencies l, Mr Keith Bannister
Essential Reading:
 The Actuarial Education Company (on behalf of the Institute and the Faculty of Actuaries)
ActEd Study Materials. Subject CT5: Contingencies, Core Reading
Recommended Reading:
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Bowers, N.L., Gerber, H.U., Hickman, J.C. et al. (1997), Actuarial Mathematics, 2nd ed.,
Society of Actuaries
Dickson, D.C., Hardy, M.R. and Waters, H.R. (2009), Actuarial Mathematics for Life
Contingent Risks, Cambridge University Press
Neill, A. (1997), Life Contingencies, Heinemann for the Institute of Actuaries and the Faculty
of Actuaries
Scott, W.F. (1999), Life Assurance Mathematics, Heriot-Watt University
Gerber, H.U. (1997), Life Insurance Mathematics, 3rd ed., Swiss Association of Actuaries
MA216-5-SP Survival Analysis, Dr Aris Perperoglou
Main text:
 John P. Klein and Melvin L. Moeschberger (KM), Survival Analysis - Techniques for Censored
and Truncated Data, Springer
Additional reading:
 David CM Dickson, Mary R. Hardy and Howard R. Waters, Actuarial Mathematics for Life
Contingent Risks, Cambridge University Press
MA224-5-AU The Laws of Physics, Dr Andrew Harrison
Recommended reading
 Leon Lederman and Christopher Hill Symmetry and the Beautiful Universe,Prometheus.
Updated Sept 2014 CW
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Roger Penrose The Emperor's New Mind, Oxford University Press.
Bruce Rosenblum and Fred Kuttner Quantum Enigma, Oxford University Press.
Bruce Schumm Deep down things, The Johns Hopkins University Press.
M. Kumar, Quantum, Icon Books
S. Singh, Big Bang, Harper Perennial
S. Carroll, The Particle at the End of the Universe: The Hunt for the Higgs, Oneworld
Publications
R. Rhodes, The Making of the Atomic Bomb, Touchstone Book
Third-Year Reading List
MA302-6-SP Complex Variables and Applications, Dr Georgi Grahovski
Essential reading:
 M. J. Albowtiz and A. S. Fokas, Complex Variables: Introduction and Applications (2nd
edition), Cambridge University Press (2003)
Recommended reading:
 J. E. Marsden and M. J. Hoffman, Basic Complex Analysis, W. H. Freeman (1999)
 T. Needham, Visual Complex Analysis, Oxford University Press (1998)
 L. I. Volkovyskii, G. G. Lunts and I. G. Aramanovich, A Collection of Problems on Complex
Analysis, Dover Publications (1991)
 Spiegel et. al., Schaums Outlines: Complex Variables (2nd Edition), McGraw Hill
 E. Kreyszig, Advanced Engineering Maths, Wiley, Chapters 12-15
MA303-6-AU/ MA303-7-AU Ordinary Differential Equations, Dr Georgi Grahovski
Essential reading:
 J. R. Brannan and W. E. Boyce, Differential Equations with Boundary Value Problems:
Modern Methods and Applications (2nd edition), Wiley Interscience (2011)
 W.E. Boyce and R.C. Di Prima, Elementary Differential Equations and Boundary Value
Problems, Wiley
Recommended Reading:
 E. A. Coddington, An Introduction to Ordinary Differential Equations, Dover Publications
(1989)
 D. Jordan and P. Smith, Nonlinear Ordinary Differential Equations. An Introduction for
Scientists and Engineers, Oxford University Press (2007)
 D. Jordan and P. Smith, Nonlinear Ordinary Differential Equations: Problems and Solutions A Sourcebook for Scientists and Engineers, Oxford University Press (2007)
MA305-6-AU/MA305-7-AU Nonlinear Programming, Dr Xinan Yang
Recommended reading:
 W. L. Winsten, (2004) Operational Research: Applications and Algorithms, fourth edition.
Duxbury Press.
 R.L. Rardin. (1998). Optimization in Operations Research, Prentice Hall.
MA306-6-SP/MA306-7-SP Combinatorial Optimisation, Dr Xinan Yang
Recommended reading:
 Laurence A.Wolsey, Integer Programming, Wiley & Sons, Inc., 1998.
 G.L. Nemhauser & L.A. Wolsey. Integer and Combinatorial Optimization. Wiley Interscience
(1988). This book is expensive - do not buy your own copy.
Supplementary texts:
Updated Sept 2014 CW
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H. P. Williams, Model Building in Mathematical Programming, 3rd edn Wiley Interscience
(1987).
R.G. Parker & R.L. Rardin, Discrete Optimization, Academic Proess (1988).
Schrijver. Theory of Linear and Integer Programming. Wiley Interscience (1986).
R.S. Garfinkel & G.L. Nemhauser. Integer Programming. Wiley Interscience (1972).
C.H. Papadimitriou & K. Steiglitz, Combinatorial Optimization: Algorithms and Complexity.
Prentice-Hall (1982).
E.L. Lawler, J.K. Lenstra, A.H.G. Rinnooy Kan & D.B. Shmoys. The Travelling Salesman
Problem: A Guided Tour of Combinatorial Optimization. Wiley Interscience (1985)
C.H. Papadimitriou, Computational Complexity, Addison Wesley (1994).
MA311-6-SP/MA311-7-SP Mathematics of Portfolios, Dr Haslifah Hashim
Recommended Reading
 D.G. Luenberger, Investment Science. Oxford University Press.
Supplementary texts:
 R. Dobbins, S.F. Witt & J. Fielding, Portfolio Theory and Investment Management. Blackwell.
 E.J. Elton & M.J. Gruber, Modern Portfolio Theory and Investment Analysis. Wiley.
 H.M. Markowitz, Portfolio Selection. Wiley.
 D. Blake, Financial Market Analysis, Wiley
MA314-6-SP/ MA314-7-SP Graph Theory, Dr Gerald Williams
Recommended reading:
 R.J. Wilson, Introduction to Graph Theory, Longman
Supplementary texts:
 A. Bollobas, Modern Graph Theory, Springer-Verlag
 R. Diestel, Graph Theory, Springer-Verlag
 P. Higgins, Nets, Puzzles, and Postmen: An Exploration of Mathematical Connections, Oxford
University Press, 2007.
MA315-6-AU/MA315-7-AU Cryptography & Codes, Dr Gerald Williams
Recommended reading:
 Peter M. Higgins, Number Story from Counting to Cryptography, Copernicus Press (SpringerVerlag)
Supplementary texts:
 S. Singh, The Code Book – the Secret History of Codes and Codebreaking, Fourth Estate,
London.
MA317-6-AU/MA317-7-AU, Modelling Experimental Data, Prof Berthold Lausen
Essential reading:
 Faraway, J. J. (2004), Linear Models with R, Chapman & Hall (UK)
Recommended Reading:
 Montgomery, D.C. (2005) Design and Analysis of Experiments (6th edition), Wiley
 Dobson, A. J., Barnett, A.G. (2008), An Introduction to Generalized Linear Models (3rd
edition), Chapman & Hall
Supplementary Texts:
 Fahrmeir, L., Kneib, Th., Lang, St., Marx, B. (2013), Regression - Models, Methods and
Applications, Springer-Verlag
 Faraway, J. J. (2004), Extending the Linear Model with R, Chapman & Hall (UK)
 Andersen, E. B. (1998), Introduction to the Statistical Analysis of Categorical Data, SpringerVerlag
Updated Sept 2014 CW
MA318-6-SP/MA318-7-SP, Statistical Methods, Prof Hongsheng Dai
Recommended reading:
 Box, G. E. P. and Tiao, G. C., Bayesian Inference and Statistical Analysis, Wiley (1992)
 Berger, James O., Statistical Decision Theory and Bayesian Analysis, Springer-Verlag (New
Yoirk, 1980)
 Gelman A., Carlin J. B., Stern, H. S., Dunson, D. B., Bayesian Data Analysis, Chapman and
Hall/RCR (1995)
 Bernardo, J. M. and Smith, A. F. M, Bayesian Theory, Wiley (1994)
 Lehmann, E. L., Theory of Point Estimation, John Wiley and Sons (1983)
 Lehmann, E. L., Testing Statistical Hypotheses, John Wiley and Sons (1986)
 Kaas, R., Goovaerts, M., Dhaene, J., Denuit, M., Modern Actuarial Risk Theory, Springer,
(Berlin Heidelherg, 2009)
MA319-6-AU/MA319-7-AU, Stochastic Processes, Dr Spyridon Vrontos
Recommended reading: Reading list to be provided in due course
MA320-6-AU/MA320-7-AU, Financial Derivatives, Dr John O’Hara
Essential reading:
 Baxter, M., Rennie, A., Financial Calculus: An Introduction to Derivative Pricing, CUP (1996)
233 pages ISBN: 978-0521552899
 Hull, J. C., Options, Futures and Other Derivatives (8th edition), Prentice Hall, 2011 xi, 847
pages ISBN: 978-0136015864
Recommended Reading:
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Cairns, Andrew J. G., Interest Rate Models. An Introduction, Princeton University Press
(2004) ISBN: 0691118949
Joshi, Mark S., Paterson, Jane M., Introduction to Mathematical Portfolio Theory, Cambridge
University Press (2013) xii, 213 pages ISBN 978-1107042315
Elton, E. J., Gruber, M. J., Brown, S. J. et al., Modern Portfolio Theory and Investment
Analysis (8th edition), John Wiley (2010) 727 pages ISBN: 978-0470505847
MA321-6-SP/MA321-7-SP, Applied Statistics, Prof Berthold Lausen
Essential reading:
 James, G., Witten, D., Hastie, T., Tibshirani, R. (2004), An Introduction to Statistical Learning
with Applications in R, Springer-Verlag
Recommended Reading:
 Everitt, B., Hothorn, T. (2001), An Introduction to Applied Multivariate Analysis with R,
Springer-Verlag
 Lumley, Th. (2010), Complex Surveys: A Guide to Analysis Using R, WIley
Background Reading:
 Cohran, W. C., Sampling Techniques (3rd edition), WIley
 Fahrmeir, L., Kneib, Th., Lang, St., Marx, B. (2013), Regression - Models, Methods and
Applications, Springer-Verlag
 Anderson, T. W. (2003), An Introduction to Applied Multivariate Analysis (3rd edition), Wiley
 Collett, D. (1994), Modelling Survival Data in Medical Research, Chapman and Hall
 Altman, D. G. (1991), Practical Statistics for Medical Research, Chapman and Hall
 Everitt, B., Landau, S., Leese, M., Stahl, D. (2011), Cluster Analysis, Wiley
MA322-6-SP/MA322-7-SP, Bayesian Computer Statistics, Dr Hongsheng Dai
Recommended reading:
 Box G. E. P. and Tiao G. C., Bayesian Inference and Statistical Analysis, Wiley (1992)
Updated Sept 2014 CW
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Berger, James, O., Statistical Decision Theory and Bayesian Analysis, Spinger-Verlag (New
York, 1980)
Gelman A., Carlin J.B., Stern H.S., Dunson D.B., Vehtari A. and Rubin D. B., Bayesian Data
Analysis, Chapman & Hall/CRC (1995)
Bernardo J.M. and Smith A.F.M., Bayesian Theory, Wiley (1994)
Chen M-H., Shao Q-M and Ibrahim J.G., Monte Carlo Methods in Bayesian Computation,
Springer (2000)
Ross Sheldon M., Introduction to Probability Models (9th edition), Elsevier (2007)
Robert C.P. and Casella G., Monte Carlo Statistical Methods, Springer (2004)
MA323-6-SP/MA323-7-SP, Partial Differential Equations, Dr Georgi Grahovski
Essential reading:
 W. A. Strauss, Partial Differential Equations: An Introduction (2nd edition), Wiley Interscience
(2008)
 J. Levandosky, P. Levandosky, W. Strauss, Partial Differential Equations: An Introduction Solutions Manual (2nd edition), Wiley Interscience (2008)
 Y. Pinchover and J. Rubinstein, An Introduction to Partial Differential Equations, Cambridge
University Press (2005)
Recommended Reading:
 H. F. Weinberger, A First Course in Partial Differential Equations with Complex Variables and
Transform Methods, New York, Dover Publications (1986)
 E. C. Zachmanoglou, D. W. Thoe, Introduction to Partial Differential Equations with
Applications, Dover Publications (1986)
 B. M. Budak, A. A. Samarskii, A. N. Tikhonov, A Collection of Problems in Mathematical
Physics, Dover Publications (1988)
MA333-6-SP/MA333-7-SP Mathematical Biology, Prof Edd Codling
Recommended reading:
 J.D. Murray, Mathematical Biology, Springer-Verlag, 1989.
 M. Kot, Elements of Mathematical Ecology, Cambridge, 2001.
Supplementary reading:
 Okubo & S. Levin, Diffusion and Ecological Problems: Modern Perspectives, SpringerVerlag, 2001.
MA830-6-AU/MA830-6-SP/MA831-6-FY Project: Mathematics
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Reading for these will depend on the project area and advice should be sought from the
supervisor.
MA832-6-FY Mathematics Teaching Project, Dr Chris Saker
Recommended reading:
 J Mason, L Burton & K Stacey, Thinking Mathematically
Updated Sept 2014 CW
MA324-7-AU, Metric Spaces, Dr Gerald Williams
Essential reading:
 Victor Bryant, Metric Spaces: Iteration and Application, Cambridge University Press
MA325-7-AU, Data, Probability and Statistics, Prof Berthold Lausen
Essential reading:
 Dekking, F. M., Kraaikamp, C., Lopuhaa, H. P., Meester, L. E. (2008), A Modern Introduction
to Probability and Statistics, Springer-Verlag
 Recommended Reading:
 Dalgaard, P. (2008), Introductory Statistics with R (2nd edition), Springer Verlag
Supplementary Reading:
 Ross, S. M. (2009), Introduction to Probability and Statistics for Engineers and Scientists (4th
edition), Academic Press
 G. J. G. Upton and I. T. Cook (1996), Understanding Statistics, Oxford University Press
 Everitt, B., Hothorn, T. (2001), An Introduction to Applied Multivariate Analysis with R,
Springer-Verlag
MA902-7-SP Research Methods, Dr Abdel Salhi
Recommended reading:
 None, handouts will be given at lectures
Updated Sept 2014 CW