Introductory Mathematical Analysis for Quantitative Finance

By: Daniele Ritelli, Giulia Spaletta

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Hardcover | 15 April 2020 | Edition Number 1

At a Glance

Hardcover
322 Pages

Dimensions(cm)
16.1 x 24.2 x 1.9

Hardcover

RRP $294.00

$254.75

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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.

Industry Reviews

Introductory Mathematical Analysis for Quantitative Finance

is one of those rare textbooks designed to introduce upper undergraduates or beginning graduate students in Economics and Management to the indispensable analytic tools needed for approaching the technicalities of Mathematical Finance. The text assumes a minimum level of knowledge in Advanced Calculus and Linear Algebra and leads the reader to the first notions of Measure Theory and Fourier transform to arrive at the solution of the Black Scholes equation. The book is very well written and is perfect for students studying Economics and Management.

-Vincenzo Vespri, Universita degli Studi di Firenze

"This book will be an invaluable support to those approaching Quantitative Finance from a non-quantitative undergraduate path, such as Economics students. It allows students to have a rigorous focus on the main subjects commonly used in applied sciences and particularly in Quantitative Finance."

-Silvia Romagnoli, Universita di Bologna

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