Download for FREE in 4 easy steps...
This is a Premium eBook - get it free for 30 days
You can also read this in Bookboon.com Premium
This book and its companion (part I) 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
Users who viewed this item also viewed
About the book
This book and its companion (part I) 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.
- Vector spaces and linear mappings
- Vector spaces: definitions and general properties
- Linear mappings
- Finite-dimensional spaces and matrices
- Norms and inner products
- Hilbert spaces
- Separation theorems and Farkas lemma
- Functions of several variables
- Metric spaces
- Continuity and differentiability
- Implicit and homogeneous functions
- Optimization without constraints
- Optimizing a single-variable function
- Optimizing a function of two variables
- Functions of n variables
- Constrained optimization
- Functions of two variables and equality constraint
- Functions of p variables with m equality constraints
- Functions of p variables with mixed constraints
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.
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 email@example.com and seek permission.