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Introductory mathematical analysis f...

Ritelli, Daniele.

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Introductory mathematical analysis for quantitative finance /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Introductory mathematical analysis for quantitative finance // Daniele Ritelli and Giulia Spaletta.
Author:	Ritelli, Daniele.
other author:	Spaletta, Giulia.
Published:	Boca Raton :CRC Press, Taylor & Francis Group, : c2020.,
Description:	xi, 303, [6] p. :ill. ;25 cm.
[NT 15003449]:	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.
Subject:	Finance - Mathematical models. -
ISBN:	9780815372547

Introductory mathematical analysis for quantitative finance /
Ritelli, Daniele.

Introductory mathematical analysis for quantitative finance /Daniele Ritelli and Giulia Spaletta. - Boca Raton :CRC Press, Taylor & Francis Group,c2020. - xi, 303, [6] p. :ill. ;25 cm.

Includes bibliographical references (p.295-298) and index.

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.

"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."--Provided by publisher.

ISBN: 9780815372547GBP74.99

LCCN: 2019051905Subjects--Topical Terms:

578740
Finance
--Mathematical models.

LC Class. No.: HG106 / .R57 2020

Dewey Class. No.: 332.01/515

Introductory mathematical analysis for quantitative finance /
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020 $a 9780815372547 $q (hbk.) : $c GBP74.99
020 $a 081537254X $q (hbk.)
020 $z 9781351245111 $q (ebk.)
040 $a LBSOR/DLC $b eng $e aacr2 $c DLC
042 $a pcc
050 0 0 $a HG106 $b .R57 2020
082 0 0 $a 332.01/515 $2 23
100 1 $a Ritelli, Daniele. $3 3470117
245 1 0 $a Introductory mathematical analysis for quantitative finance / $c Daniele Ritelli and Giulia Spaletta.
260 # $a Boca Raton : $b CRC Press, Taylor & Francis Group, $c c2020.
300 $a xi, 303, [6] p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references (p.295-298) 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."--Provided by publisher.
650 # 0 $a Finance $x Mathematical models. $3 578740
650 # 0 $a Mathematical analysis. $3 516833
700 1 # $a Spaletta, Giulia. $3 3470118