Introductory mathematical analysis for quantitative finance / Daniele Ritelli and Giulia Spaletta.

Format:

Book

Author/Creator:

Ritelli, Daniele, author.

Spaletta, Giulia, author.

Series:

Chapman & Hall/CRC financial mathematics series.

Chapman & Hall/CRC financial mathematics series

Language:

English

Subjects (All):

Mathematical analysis.

Finance--Mathematical models.

Finance.

Physical Description:

1 online resource (322 pages).

Edition:

1st ed.

Place of Publication:

Boca Raton, FL : CRC Press, Taylor & Francis Group, [2020]

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"--

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.

Notes:

Includes bibliographical references and index.

Description based on print version record.

ISBN:

1-351-24509-0

1-351-24510-4

1-351-24511-2

9781351245111

OCLC:

1151662134