机读格式显示(MARC)

• 000 02333cam a2200325 i 4500

• 001 0000826117

• 005 20210621152300.0

• 008 200301s2020 flua b 001 0 eng

• 010 __ |a 2019051905

• 020 __ |a 9780815372547 |c CNY703.69

• 020 __ |z 9781351245111

• 040 __ |a LBSOR/DLC |b eng |c DLC |e rda

• 050 00 |a HG106 |b .R57 2020

• 082 00 |a 332.01/515 |2 23

• 090 __ |a F830.59/BR2

• 093 __ |a F830.59 |2 5

• 100 1_ |a Ritelli, Daniele, |e author.

• 245 10 |a Introductory mathematical analysis for quantitative finance / |c Daniele Ritelli and Giulia Spaletta.

• 260 __ |a Boca Raton, FL : |b CRC Press, Taylor & Francis Group, |c [2020]

• 300 __ |a 322 pages : |b illustrations (black and white) ; |c 24 cm

• 336 __ |a text |b txt |2 rdacontent

• 337 __ |a unmediated |b n |2 rdamedia

• 338 __ |a volume |b nc |2 rdacarrier

• 504 __ |a Includes bibliographical references and index.

• 505 0_ |a 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.

• 520 __ |a "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"-- |c Provided by publisher.

• 650 _0 |a Finance |x Mathematical models.

• 650 _0 |a Mathematical analysis.

• 700 1_ |a Spaletta, Giulia, |e author.

• 920 __ |a 233030 |z 1