2. Tools from Calculus and Analysis

  1. T. W. Epps

Published Online: 23 MAR 2009

DOI: 10.1002/9780470455289.ch2

Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

How to Cite

Epps, T. W. (2009) Tools from Calculus and Analysis, in Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470455289.ch2

Publication History

  1. Published Online: 23 MAR 2009
  2. Published Print: 2 MAR 2009

ISBN Information

Print ISBN: 9780470431993

Online ISBN: 9780470455289

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Keywords:

  • calculus;
  • natural log function;
  • order notation;
  • continuity theorem;
  • taylor's theorem

Summary

This chapter contains sections titled:

  • Some Basics from Calculus

  • Elements of Measure Theory

  • Integration

  • Changes of Measure