Introductory Mathematical Analysis for Quantitative Finance

ISBN-13: 9780815372547 / Angielski / Twarda / 2020 / 310 str.

Daniele Ritelli; Giulia Spaletta

Opis

This textbook is designed to enable students with little knowledge of mathematical analysis to engage with modern quantitative finance. The exposition of the topics is concise as chapters are intended to represent a preliminary contact with the mathematical concepts used in QF.

Spis treści

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 ransform on the real line. Parabolic equations.