Applied Mathematics

Numerical Analysis

• Numerical Analysis Notes by Lucio Tavernini
• An Introduction to Multigrid Methods by Pieter Wesseling
• Finite Element Method/Boundry Element Method by Peter Hunter
• Numerical Recipes by William H.Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery
• Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods by Barrett, Richard
• Numerical Analysis at the University of Cambridge
• Numerical Mathematics and Scientific Computation by Germund Dahlquist and Åke Björck

• Lecture Notes on Optimization by Pravin Varaiya
• Computational geometry, mesh generation, numerical methods by Jonathan Shewchuk
• Numerical Analysis by Steven Elliot Pav
• Convex Optimization by Stephen Boyd and Lieven Vandenberghe

Information Theory

• Information Theory, Inference and Learning Algorithms. A Textbook by David J.C. MacKay
• A Short Course in Information Theory - 8 lectures by David J.C. MacKay
• Primer on Information Theory by Thomas Schneider
• Several books ! by G. J. Chaitin (not only Information Theory)

Financial mathematics

• Applied Quantitative Finance by W. Härdle, T. Kleinow, G. Stahl printing disabled
  Also other non-printable books on the same page
• Measure theory, Probability, Stochastic calculus, General theory of processes, Financial mathematics lectures notes by Rich Bass
• Lectures on Stochastic Calculus and Finance by Steven Shreve
• Structural Analysis of Discrete Data and Econometric Applications, editors: Ch. Manski, D. McFadden
• Handbook of Econometrics, editiors: J. J. Heckman, E. Leamer and R. Blundell
• Essential Principles of Economics by Roger McCain
• Game theory examples by Roger McCain (html)

Game Theory

• Gametheory.net with lectures on the subject
• Determinacy in infinite games by Jindrich Zapletal

Derivations of Applied Mathematics by Thaddeus H. Black (GNU Free Documentation License)

Linear Methods of Applied Mathematics, by Evans Harrell and James Herod.

Linear Algebra, Infinite Dimensions, and Maple by James Herod

generatingfunctionology by Herbert Wilf

Algorithms and Complexity by Herbert S. Wilf

A=B by Marko Petkovsek, Herbert Wilf, and Doron Zeilberger

Applied Math Textbook, by Sean Mauch beta version (unfinished)

Mathematical Tools for Physics by James Nearing

Applied Mathematics by Peter J. Olver and Chehrzad Shakiban

Surveys in Combinatorics

Complexity Theory by Oded Goldreich

Papers on Combinatorial Enumeration and Asymptotics by Andrew Odlyzko

Hyperplane Arrangements by Richard Stanley

Cryptography

• Handbook of Applied Cryptography, by Alfred J. Menezes , Paul C. van Oorschot, and Scott A. Vanstone
• Foundations of Cryptography
• Lecture Notes on Cryptography
• Cryptography and Network Security
• Cryptography and Cryptanalysis Lecture notes
• Modern Cryptography
• Cryptography and Cryptanalysis by Glenn Durfee
• Lecture Notes on Cryptography by S. Goldwasser and M. Bellare

• Introduction to Statistical Signal Processing by R.M. Gray and L.D. Davisson

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