Introductory Mathematical Analysis for Quantitative Finance
Introductory Mathematical Analysis for Quantitative Finance by Daniele Ritelli is a textbook published by CRC Press LLC on June 13, 2022. This edition spans 324 pages and is presented in English. The book is designed to help students with limited knowledge of mathematical analysis engage with the concepts essential for modern quantitative finance, assuming a basic understanding of dimensional calculus and linear algebra.
Readers will find a concise exposition of mathematical topics relevant to quantitative finance, making it suitable for an intensive one-semester course. The text emphasizes applications while maintaining mathematical rigor, and it is tailored for undergraduate or master’s level students with backgrounds in economics or management. The book includes various solved examples and exercises to enhance comprehension of the subject matter.
Official synopsis Publisher
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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