Daniele Ritelli, Giulia Spaletta
Chapman and Hall/CRC
April 8, 2020 Forthcoming
Textbook - 312 Pages - 22 B/W Illustrations
ISBN 9780815372547 - CAT# K338330
Series: Chapman and Hall/CRC Financial Mathematics Series
For Instructors Request Inspection Copy
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.
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 ransform on the real line. Parabolic equations.
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