Introductory Mathematical Analysis for Quantitative Finance

By:

Ritelli, Daniele [aut]

Contributor(s):

Spaletta, Giulia [oth]

Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Chapman and Hall/CRC Financial Mathematics SeriesPublisher: [Place of publication not identified] : Chapman and Hall/CRC, 2020Edition: First editionDescription: 1 Online-Ressource (xii, 310 pages)ISBN:

1351245112
1351245090
1351245082
1351245104
9781351245081
9781351245111
9781351245104
9781351245098

Subject(s):

Additional physical formats: 9780815372547 | Erscheint auch als: 9780815372547 Druck-AusgabeDDC classification:

332.01/515

LOC classification:

HG106

Online resources:

Zugang im Netz des KIT

Summary: Euclidean space. Sequences and seriesof 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.Summary: 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 subjectPPN: PPN: 1755158343Package identifier: Produktsigel: BSZ-4-NLEBK-KAUB | ZDB-4-NLEBK

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