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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Ritelli, Daniele (Auteur), Spaletta, Giulia (Auteur)
Format: Électronique eBook
Langue:Inglés
Publié: Boca Raton, FL : CRC Press, Taylor & Francis Group, [2020]
Collection:Chapman and Hall/CRC financial mathematics series
Sujets:
Finance > Mathematical models.
Mathematical analysis.
Finances > Modèles mathématiques.
Analyse mathématique.
MATHEMATICS / Functional Analysis
MATHEMATICS / Applied
Finance > Mathematical models
Mathematical analysis
Accès en ligne:Texto completo
Table des matières:
  • 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.

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