Cover image for Introductory mathematical analysis for quantitative finance
Introductory mathematical analysis for quantitative finance
Title:
Introductory mathematical analysis for quantitative finance
Author:
Ritelli, Daniele, author.
ISBN:
9781351245104
Personal Author:
Physical Description:
1 online resource (322 pages).
Series:
Chapman & Hall/CRC financial mathematics series

Chapman & Hall/CRC financial mathematics series.
Contents:
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.
Local Note:
Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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