A Guide to Quantitative Finance: Tools and Techniques for Understanding and Implementing Financial Analytics

Abstract

CONTENTS I CALCULUS 1 Calculus 2 Linear Algebra 3 Sequences and Series 4 Differential Calculus 5 Integral Calculus 6 Remarkable Functions 7 Complex Numbers 8 Differential Equations 9 Transforms II PROBABILITY 10 Measure Theory 11 Probability Theory 12 Stochastic Calculus 13 Stochastic Differential Equations III FINANCE 14 Actuarial Calculus 15 Equity Derivatives Models 16 Term-Structure models INDEX