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Download or read book Mathematical Finance Theory written by Silvia Romagnoli and published by Società Editrice Esculapio. This book was released on 2019-08-01 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of these two books is to provide the basic theoretical concepts and the best practice concerning the mathematical finance which is unescapable to understand the way modern financial markets operate. Thanks to these fundamental concepts, which are completely concentrated on a deterministic modelization of the markets, students are ready to approach more advanced courses focused on the modern area of financial math where the deterministic assumption is left and stochastic assumptions concerning the evolution of the involved variables are included.

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Download or read book Number Theory Fourier Analysis and Geometric Discrepancy written by Giancarlo Travaglini and published by Cambridge University Press. This book was released on 2014-06-12 with total page 251 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of geometric discrepancy, which provides a framework for quantifying the quality of a distribution of a finite set of points, has experienced significant growth in recent decades. This book provides a self-contained course in number theory, Fourier analysis and geometric discrepancy theory, and the relations between them, at the advanced undergraduate or beginning graduate level. It starts as a traditional course in elementary number theory, and introduces the reader to subsequent material on uniform distribution of infinite sequences, and discrepancy of finite sequences. Both modern and classical aspects of the theory are discussed, such as Weyl's criterion, Benford's law, the Koksma–Hlawka inequality, lattice point problems, and irregularities of distribution for convex bodies. Fourier analysis also features prominently, for which the theory is developed in parallel, including topics such as convergence of Fourier series, one-sided trigonometric approximation, the Poisson summation formula, exponential sums, decay of Fourier transforms, and Bessel functions.

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