Analysis and Linear Algebra for Finance
by Patrick Roger
Publisher: Bookboon 2013
Number of pages: 283
Description:
These volumes 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.
Download or read it online for free here:
Download link 1
Download link 2
(multiple PDF files)
Similar books
Financial Numerical Recipes in C++by Bernt Arne Ødegaard
Useful examples and algorithms for people working within the field of finance. Typical examples are option/derivatives pricing, term structure calculations, mean variance analysis. The author made C++ subroutines that implements common algorithms.
(30039 views)
Strategic Financial Managementby Robert Alan Hill - BookBoon
In a world of political, social and economic uncertainty, Strategic Financial Management is under pressure. This book reviews the subject within the context of current events. Each chapter contains Activities to test understanding at your own pace.
(23349 views)
Phynanceby Zura Kakushadze - arXiv
These are the lecture notes for an advanced Ph.D. level course, primarily focused on an introduction to stochastic calculus and derivative pricing with various stochastic computations recast in the language of path integral, which is used in physics.
(13187 views)
Mathematical Models in Portfolio Analysisby Farida Kachapova - Bookboon
This book explains portfolio modelling in financial mathematics as a consistent mathematical theory with all steps justified. Topics include mean-variance portfolio analysis and capital market theory. The book contains many examples with solutions.
(14004 views)