02806oam 2200493M 450 991081348100332120230822233852.01-351-24509-01-351-24510-41-351-24511-2(CKB)4100000011044583(MiAaPQ)EBC6182037(OCoLC)1151662134(OCoLC-P)1151662134(FlBoTFG)9781351245111(EXLCZ)99410000001104458320200417d2020 uy 0engur|n|||||||||txtrdacontentcrdamediacrrdacarrierIntroductory mathematical analysis for quantitative finance /Daniele Ritelli and Giulia SpalettaBoca Raton, FL :CRC Press, Taylor & Francis Group,[2020]1 online resource (322 pages)Chapman & Hall/CRC financial mathematics series0-8153-7254-X Includes bibliographical references 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"--Chapman & Hall/CRC financial mathematics series.Mathematical analysisFinanceMathematical modelsMathematical analysis.FinanceMathematical models.332.01/515Ritelli Daniele614365Spaletta GiuliaOCoLC-POCoLC-PBOOK9910813481003321Introductory mathematical analysis for quantitative finance4040968UNINA