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The Lévy-driven affine short rate models follow and a chapter on the completeness of the presented Lévy term structure models concludes. In conclusion, the book by M. Barski and J. Zabczyk on modelling fixed income markets based on Lévy processes is a textbook that fills perfectly a gap in the existing mathematical finance literature. The applications of Lévy processes in mathematical finance go back to the seminal paper of Merton ([4]), entitled "Option pricing when underlying stock returns are discontinuous", which galvanized the research landscape on Lévy models with respect to financial applications. [Extracted from the article]

Benjamin Wardhaugh starts this section with an examination of the use of marks and more deliberate marginalia in 366 copies of eighteenth-century mathematical books; he finds approximately 85% of books bore varying evidence of use, which is likely an I under i count, particularly with respect to heavily annotated books, which are less likely to have been preserved than cleaner books. Together, these chapters expand our understanding of how university students and scholars - particularly those who would not go on to become professional mathematicians - encountered mathematics and engaged with mathematical books during the early modern period. Overall, this book is a thought-provoking collection of case studies that fulfills its subtitle's promise to explore the production, collection, and - most of all - use of early modern mathematical books. [Extracted from the article]