Book Description :
Genre : Educational, Economics & Finance
Written By : Patrick Roger
Book Size : 5.79 Mb
This book and its companion (part II) present the elements of analysis and linear algebra used in financial models and in microeconomics. Functions of one and several variables and matrices are developed in part I and vector spaces, linear mappings and optimization methods are developed in part II. Instead of formal proofs as in mathematical books, we develop examples and economic illustrations of the use of the concepts presented in the book. The books complement “Probability in Finance” and “Stochastic Processes in Finance” providing a broad overview of the mathematics of financial models.
Content :
Introduction
Preliminaries
Sets and subsets
Binary relations
Mappings
Topology of R
Functions of one variable
Definitions and notations
Limits and continuity
Differentiation
Logarithms and exponential functions
Polynomial approximations and Taylor formula
Integrals
Integral of a step function
General case
Computations
Improper integrals
Matrices
Definitions
Elementary algebra on matrices
Linear equations
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