Skip navigation

Bookboon.com Download free eBooks and textbooks

Choose a category

Analysis and Linear Algebra for Finance: Part I

Analysis and Linear Algebra for Finance: Part I
Not enough reviews yet
ISBN: 978-87-403-0412-1
1 edition
Pages : 127
Price: Free

Download for FREE in 4 easy steps...

We are terribly sorry, but in order to download our books or watch our videos, you will need a browser that allows JavaScript.
After entering your email address, a confirmation email will be sent to your inbox. Please approve this email to receive our weekly eBook update. We will not share your personal information with any third party.

This is a Premium eBook - get it free for 30 days

You can also read this in Bookboon.com Premium

Summary

This book and its companion (part II) present the elements of analysis and linear algebra used in financial models and in microeconomics.

300+ Business books exclusively in our Premium eReader

  • No adverts
  • Advanced features
  • Personal library
More about Premium

Buy this eBook

Buy now

Subscribe to all 800+ eBooks

Start free trial 30 day FREE trial

About the book

  1. Description
  2. Content
  3. About the Author
  4. Embed

Description

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

  1. Preliminaries
    1. Sets and subsets
    2. Binary relations
    3. Mappings
    4. Topology of R
  2. Functions of one variable
    1. Definitions and notations
    2. Limits and continuity
    3. Differentiation
    4. Logarithms and exponential functions
    5. Polynomial approximations and Taylor formula
  3. Integrals
    1. Integral of a step function
    2. General case
    3. Computations
    4. Improper integrals
  4. Matrices
    1. Definitions
    2. Elementary algebra on matrices
    3. Linear equations

About the Author

Patrick Roger is a professor of Finance at EM Strasbourg Business School, University of Strasbourg. He mainly teaches Derivatives, Investments, Behavioral Finance and taught Financial mathematics for more than 20 years at University Paris-Dauphine. As a member of LaRGE Research Center, he wrote more than 15 books and 50 research papers in different areas of finance.

Author website: Click here.

Embed

Size
Choose color
Implementation code. Copy into your own page
Embed Frame - Terms of Use

The embed frame is free to use for private persons, universities and schools. It is not allowed to be used by any company for commercial purposes unless it is for media coverage. You may not modify, build upon, or block any portion or functionality of the embed frame, including but not limited to links back to the bookboon.com website.

The Embed frame may not be used as part of a commercial business offering. The embed frame is intended for private people who want to share eBooks on their website or blog, professors or teaching professionals who want to make an eBook available directly on their page, and media, journalists or bloggers who wants to discuss a given eBook

If you are in doubt about whether you can implement the embed frame, you are welcome to contact Thomas Buus Madsen on tbm@bookboon.com and seek permission.

This website uses cookies to improve user experience. By using our website you consent to all cookies in accordance with EU regulation.