Introductory mathematical analysis for quantitative finance
"Introductory Mathematical Analysis for Quantitative Finance is a textbook designed to enable students with little knowledge of mathematical analysis to fully engage with modern quantitative finance. A basic understanding of dimensional Calculus and Linear Algebra is assumed. The exposition of the topics is as concise as possible, since the chapters are intended to represent a preliminary contact with the mathematical concepts used in Quantitative Finance. The aim is that this book can be used …
Read More ↓Title Statements
- Full title :Introductory mathematical analysis for quantitative finance / Daniele Ritelli and Giulia Spaletta.
Summary
"Introductory Mathematical Analysis for Quantitative Finance is a textbook designed to enable students with little knowledge of mathematical analysis to fully engage with modern quantitative finance. A basic understanding of dimensional Calculus and Linear Algebra is assumed. The exposition of the topics is as concise as possible, since the chapters are intended to represent a preliminary contact with the mathematical concepts used in Quantitative Finance. The aim is that this book can be used as a basis for an intensive one-semester course. Features: Written with applications in mind, and maintaining mathematical rigor. Suitable for undergraduate or master's level students with an Economics or Management background. Complemented with various solved examples and exercises, to support the understanding of the subject"--
Read More ↓Edition Statements
- Publication Date:2020
Publication Statements
- Publisher(s):CRC Press, Taylor & Francis Group
- Place of Publication:Boca Raton, FL
- Language:eng
- Publication Date:2020
The Physical Object
- Description:1 online resource (1 volume : : illustrations (black and white.).
Edition Identifiers
- ISBN:9781351245111, 9781351245098, 1351245090, 1351245112 (electronic bk), 9781351245081, 1351245082, 9781351245104, 1351245104
- DOI:10.1201/9781351245111
- oclc:on1151662134
- LC Classification:HG106
- Dewey Decimal:332.01/515
Table of Contents
Euclidean space -- Sequences and series of functions -- Multidimensional differential calculus -- Ordinary differential equations of first order : methods for explicit solutions -- Linear differential equations of second order -- Prologue to measure theory -- Lebesgue integral -- Radon-Nikodym theorem -- Multiple integrals -- Gamma and Beta functions -- Fourier transform on the real line -- Parabolic equations.
Read More ↓Subjects
Writers
More from this Series
No reviews yet. Be the first to rate this work.
Related Works
more →
Methods for Solving Inverse Problems in Mathematical Physics
Express Ltd. Co., Global
Rate & Review