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...
Call Number: | Libro Electrónico |
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Main Authors: | , |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Boca Raton, FL :
CRC Press, Taylor & Francis Group,
[2020]
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Series: | Chapman and Hall/CRC financial mathematics series
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Subjects: | |
Online Access: | Texto completo |
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.