Introduction to Quantitative Finance
A Math Tool Kit
by Reitano
ISBN: 9780262303989 | Copyright 2010
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Contents (pg. vii) | |
List of Figures and Tables (pg. xix) | |
Introduction (pg. xxi) | |
1 Mathematical Logic (pg. 1) | |
1.1 Introduction (pg. 1) | |
1.2 Axiomatic Theory (pg. 4) | |
1.3 Inferences (pg. 6) | |
1.4 Paradoxes (pg. 7) | |
1.5 Propositional Logic (pg. 10) | |
1.6 Mathematical Logic (pg. 23) | |
1.7 Applications to Finance (pg. 24) | |
2 Number Systems and Functions (pg. 31) | |
2.1 Numbers: Properties and Structures (pg. 31) | |
2.2 Functions (pg. 49) | |
2.3 Applications to Finance (pg. 51) | |
3 Euclidean and Other Spaces (pg. 71) | |
3.1 Euclidean Space (pg. 71) | |
3.2 Metric Spaces (pg. 82) | |
3.3 Applications to Finance (pg. 93) | |
4 Set Theory and Topology (pg. 117) | |
4.1 Set Theory (pg. 117) | |
4.2 Open, Closed, and Other Sets (pg. 122) | |
4.3 Applications to Finance (pg. 134) | |
5 Sequences and Their Convergence (pg. 145) | |
5.1 Numerical Sequences (pg. 145) | |
5.2 Limits Superior and Inferior (pg. 152) | |
5.3 General Metric Space Sequences (pg. 157) | |
5.4 Cauchy Sequences (pg. 162) | |
5.5 Applications to Finance (pg. 167) | |
6 Series and Their Convergence (pg. 177) | |
6.1 Numerical Series (pg. 177) | |
6.2 The lp-Spaces (pg. 196) | |
6.3 Power Series (pg. 206) | |
6.4 Applications to Finance (pg. 215) | |
7 Discrete Probability Theory (pg. 231) | |
7.1 The Notion of Randomness (pg. 231) | |
7.2 Sample Spaces (pg. 233) | |
7.3 Combinatorics (pg. 247) | |
7.4 Random Variables (pg. 252) | |
7.5 Expectations of Discrete Distributions (pg. 264) | |
7.6 Discrete Probability Density Functions (pg. 287) | |
7.7 Generating Random Samples (pg. 301) | |
7.8 Applications to Finance (pg. 307) | |
8 Fundamental Probability Theorems (pg. 347) | |
8.1 Uniqueness of the m.g.f. and c.f. (pg. 347) | |
8.2 Chebyshev’s Inequality (pg. 349) | |
8.3 Weak Law of Large Numbers (pg. 352) | |
8.4 Strong Law of Large Numbers (pg. 357) | |
8.5 De Moivre–Laplace Theorem (pg. 368) | |
8.6 The Normal Distribution (pg. 377) | |
8.7 The Central Limit Theorem (pg. 381) | |
8.8 Applications to Finance (pg. 386) | |
9 Calculus I: Differentiation (pg. 417) | |
9.1 Approximating Smooth Functions (pg. 417) | |
9.2 Functions and Continuity (pg. 418) | |
9.3 Derivatives and Taylor Series (pg. 450) | |
9.4 Convergence of a Sequence of Derivatives (pg. 478) | |
9.5 Critical Point Analysis (pg. 488) | |
9.6 Concave and Convex Functions (pg. 494) | |
9.7 Approximating Derivatives (pg. 504) | |
9.8 Applications to Finance (pg. 505) | |
10 Calculus II: Integration (pg. 559) | |
10.1 Summing Smooth Functions (pg. 559) | |
10.2 Riemann Integration of Functions (pg. 560) | |
10.3 Examples of the Riemann Integral (pg. 574) | |
10.4 Mean Value Theorem for Integrals (pg. 579) | |
10.5 Integrals and Derivatives (pg. 581) | |
10.6 Improper Integrals (pg. 587) | |
10.7 Formulaic Integration Tricks (pg. 592) | |
10.8 Taylor Series with Integral Remainder (pg. 598) | |
10.9 Convergence of a Sequence of Integrals (pg. 602) | |
10.10 Numerical Integration (pg. 609) | |
10.11 Continuous Probability Theory (pg. 613) | |
10.12 Applications to Finance (pg. 641) | |
References (pg. 685) | |
Index (pg. 689) | |
Contents (pg. vii) | |
List of Figures and Tables (pg. xix) | |
Introduction (pg. xxi) | |
1 Mathematical Logic (pg. 1) | |
1.1 Introduction (pg. 1) | |
1.2 Axiomatic Theory (pg. 4) | |
1.3 Inferences (pg. 6) | |
1.4 Paradoxes (pg. 7) | |
1.5 Propositional Logic (pg. 10) | |
1.6 Mathematical Logic (pg. 23) | |
1.7 Applications to Finance (pg. 24) | |
2 Number Systems and Functions (pg. 31) | |
2.1 Numbers: Properties and Structures (pg. 31) | |
2.2 Functions (pg. 49) | |
2.3 Applications to Finance (pg. 51) | |
3 Euclidean and Other Spaces (pg. 71) | |
3.1 Euclidean Space (pg. 71) | |
3.2 Metric Spaces (pg. 82) | |
3.3 Applications to Finance (pg. 93) | |
4 Set Theory and Topology (pg. 117) | |
4.1 Set Theory (pg. 117) | |
4.2 Open, Closed, and Other Sets (pg. 122) | |
4.3 Applications to Finance (pg. 134) | |
5 Sequences and Their Convergence (pg. 145) | |
5.1 Numerical Sequences (pg. 145) | |
5.2 Limits Superior and Inferior (pg. 152) | |
5.3 General Metric Space Sequences (pg. 157) | |
5.4 Cauchy Sequences (pg. 162) | |
5.5 Applications to Finance (pg. 167) | |
6 Series and Their Convergence (pg. 177) | |
6.1 Numerical Series (pg. 177) | |
6.2 The lp-Spaces (pg. 196) | |
6.3 Power Series (pg. 206) | |
6.4 Applications to Finance (pg. 215) | |
7 Discrete Probability Theory (pg. 231) | |
7.1 The Notion of Randomness (pg. 231) | |
7.2 Sample Spaces (pg. 233) | |
7.3 Combinatorics (pg. 247) | |
7.4 Random Variables (pg. 252) | |
7.5 Expectations of Discrete Distributions (pg. 264) | |
7.6 Discrete Probability Density Functions (pg. 287) | |
7.7 Generating Random Samples (pg. 301) | |
7.8 Applications to Finance (pg. 307) | |
8 Fundamental Probability Theorems (pg. 347) | |
8.1 Uniqueness of the m.g.f. and c.f. (pg. 347) | |
8.2 Chebyshev’s Inequality (pg. 349) | |
8.3 Weak Law of Large Numbers (pg. 352) | |
8.4 Strong Law of Large Numbers (pg. 357) | |
8.5 De Moivre–Laplace Theorem (pg. 368) | |
8.6 The Normal Distribution (pg. 377) | |
8.7 The Central Limit Theorem (pg. 381) | |
8.8 Applications to Finance (pg. 386) | |
9 Calculus I: Differentiation (pg. 417) | |
9.1 Approximating Smooth Functions (pg. 417) | |
9.2 Functions and Continuity (pg. 418) | |
9.3 Derivatives and Taylor Series (pg. 450) | |
9.4 Convergence of a Sequence of Derivatives (pg. 478) | |
9.5 Critical Point Analysis (pg. 488) | |
9.6 Concave and Convex Functions (pg. 494) | |
9.7 Approximating Derivatives (pg. 504) | |
9.8 Applications to Finance (pg. 505) | |
10 Calculus II: Integration (pg. 559) | |
10.1 Summing Smooth Functions (pg. 559) | |
10.2 Riemann Integration of Functions (pg. 560) | |
10.3 Examples of the Riemann Integral (pg. 574) | |
10.4 Mean Value Theorem for Integrals (pg. 579) | |
10.5 Integrals and Derivatives (pg. 581) | |
10.6 Improper Integrals (pg. 587) | |
10.7 Formulaic Integration Tricks (pg. 592) | |
10.8 Taylor Series with Integral Remainder (pg. 598) | |
10.9 Convergence of a Sequence of Integrals (pg. 602) | |
10.10 Numerical Integration (pg. 609) | |
10.11 Continuous Probability Theory (pg. 613) | |
10.12 Applications to Finance (pg. 641) | |
References (pg. 685) | |
Index (pg. 689) |
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