Numerical Analysis
 Numerical Analysis Notes by Lucio Tavernini
 An Introduction to Multigrid Methods by Pieter Wesseling
 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
 Computational geometry, mesh generation, numerical methods by Jonathan Shewchuk
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)
Mathematical Biology
Algorithms
 Algorithms and Complexity by Herbert S. Wilf
 List of books on Algorithms
Financial mathematics
 Applied Quantitative Finance by W. Härdle, T. Kleinow, G. Stahl printing disabled
Also other nonprintable books on the same page  Measure theory, Probability, Stochastic calculus, General theory of processes, Financial mathematics lectures notes by Rich Bass
 Structural Analysis of Discrete Data and Econometric Applications, editors: Ch. Manski, D. McFadden
 Game theory examples by Roger McCain (html)
Game Theory
 Gametheory.net with lectures on the subject
 Game Theory by Yuval Peres with contribution from David Wilson.
 Linear Methods of Applied Mathematics, by Evans Harrell and James Herod.
 Linear Algebra, Infinweigart
 Introduction to Statistical Signal Signal Processing by R.M. Gray and L.D. Davisson
 Markov Chains and Mixing Times by David A. Levin Yuval Peres Elizabeth L. Wilmer
 Zeros of Gaussian Analytic Functions and Determinantal Point Processes by Ben J. Hough, Manjunath Krishnapur, Balint Virag and Yuval Peres
 Probability on Trees: An Introductory Climb by Yuval Peres, Dimitris Gatzouras and David Levin
 Probability on Trees and Networks (In Progress) by by Russell Lyons with Yuval Peres
 Notes from a course on probability on trees and networks, Berkeley, Fall 2004 by Yuval Peres (Edited by Asaf Nachmias)
 Statistics 205B : Probability Theory II (Notes from a graduate course in probability, Berkeley) by Yuval Peres
Brownian Motion
 Brownian Motion by Peter M ?rters and Yuval Peres
Digital Signal Processing
Softwares and Applications

Free Your Numbers John W. Eaton, David Bateman, Søren
Hauberg (Edition 3 for Octave version 3.6.1 February 2011)
 Axiom (The Scientific Computation System).
 Matalab Programming (Wikibooks)
 A Guide to MATLAB (for Beinners and Experienced Users)
 Wolframalpha (computational knowledge engine)