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Introductory mathematical analysis for quantitative finance

By: Ritelli, Daniele.
Material type: materialTypeLabelBookSeries: Chapman and Hall CRC financial mathematics series.Publisher: Boca Raton : CRC Press, 2020Description: xi, 303 p. ; ill. , 25 cm.ISBN: 9780815372547.Subject(s): Mathematical analysis | Basel problem | Black–Scholes | Fourier transform | Heat equation | Initial value problem | Lebesgue measure | Riccati equation | uniform convergenceDDC classification: 332.01 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 subject.
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Books 332.01 RIT (Browse shelf) Available 034664

Includes bibliographical references and index.

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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