Publication:
Mathematical methods and quantum mathematics for economics and finance
Abstract
This book offers an introductory text on mathematical methods for graduate students of economics and finance-and leading to the more advanced subject of quantum mathematics. The content is divided into five major sections: mathematical methods are covered in the first four sections, and can be taught in one semester. The book begins by focusing on the core subjects of linear algebra and calculus, before moving on to the more advanced topics of probability theory and stochastic calculus. Detailed derivations of the Black-Scholes and Merton equations are provided - in order to clarify the mathematical underpinnings of stochastic calculus. Each chapter of the first four sections includes a problem set, chiefly drawn from economics and finance ...
Keywords
Linear algebra , Calculus , Probability theory , Quantum mathematics
Citation
Baaquie, Belal E. (2020). Mathematical methods and quantum mathematics for economics and finance. Singapore: Springer.
Publisher
Springer
Available in physical copy and ProQuest Ebook Central (Call number: HB 135 B111M)