Introductory Mathematical Analysis for Quantitative Finance

Introductory Mathematical Analysis for Quantitative Finance

Ritelli, Daniele; Spaletta, Giulia

Taylor & Francis Inc

04/2020

310

Dura

Inglês

9780815372547

15 a 20 dias

760

Descrição não disponível.
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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Ordinary Differential Equation;Homogeneous Linear Differential Equation;Vice Versa;Order Linear Differential Equation;Euler Summation Formula;Radon Nikodym Theorem;Legendre Duplication Formula;Separable Differential Equation;Cauchy Problem;Fubini Theorem;Beta Function;Odd Function;Weierstrass Theorem;Null Set;Differential Equations;Linearly Independent;Lebesgue Measurable Set;Constant Coefficient Equation;Measurable Disjoint Sets;Heat Equation;Hahn Decomposition;Topological Space;Extended Real Number System;Implicit Function Theorem;Lebesgue Measure