eBook - ePub
Introductory Mathematical Analysis for Quantitative Finance
- 310 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
eBook - ePub
Introductory Mathematical Analysis for Quantitative Finance
About this book
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.
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Information
Table of contents
- Cover
- Half Title
- Series Page
- Title Page
- Copyright Page
- Table of Contents
- Preface
- 1 Euclidean space
- 2 Sequences and series of functions
- 3 Multidimensional differential calculus
- 4 Ordinary differential equations of first order: general theory
- 5 Ordinary differential equations of first order: methods for explicit solutions
- 6 Linear differential equations of second order
- 7 Prologue to Measure theory
- 8 Lebesgue integral
- 9 Radon–Nikodym theorem
- 10 Multiple integrals
- 11 Gamma and Beta functions
- 12 Fourier transform on the real line
- 13 Parabolic equations
- Bibliography
- Analytic Index
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Yes, you can access Introductory Mathematical Analysis for Quantitative Finance by Daniele Ritelli,Giulia Spaletta in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over one million books available in our catalogue for you to explore.