000			nam a22 4500
999			_c32801 _d32801
008			240218b xxu||||| |||| 00| 0 eng d
020			_a9780815372547 _chbk
082			_a332.01 _bRIT
100			_aRitelli, Daniele
245			_aIntroductory mathematical analysis for quantitative finance
260			_bCRC Press, _aBoca Raton : _c2020
300			_axi, 303 p. ; _bill. , _c25 cm
365			_b115.00 _c£ _d110.20
490			_aChapman and Hall CRC financial mathematics series
504			_aIncludes bibliographical references and index.
520			_aIntroductory 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.
650			_aMathematical analysis
650			_aBasel problem
650			_aBlack–Scholes
650			_aFourier transform
650			_aHeat equation
650			_aInitial value problem
650			_aLebesgue measure
650			_aRiccati equation
650			_auniform convergence
942			_2ddc _cBK