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题名/责任者:

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

出版发行项:

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

ISBN:

9780815372547

载体形态项:

322 pages : illustrations (black and white) ; 24 cm

个人责任者:

Ritelli, Daniele, author.

附加个人名称:

Spaletta, Giulia, author.

论题主题:

Finance-Mathematical models.

论题主题:

Mathematical analysis.

中图法分类号:

F830.59

书目附注:

Includes bibliographical references and index.

内容附注:

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.

摘要附注:

"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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