Introductory Mathematical Analysis for Quantitative Finance

Introductory Mathematical Analysis for Quantitative Finance

Introductory Mathematical Analysis for Quantitative Finance

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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