Academic Year 2019/2020

  • Teaching Mode: Traditional lectures
  • Campus: Bologna
  • Corso: Second cycle degree programme (LM) in Quantitative Finance (cod. 8854)

Learning outcomes

At the end of the course the student has comprehensive, in-depth coverage of the topics required in a one-term course in advanced calculus. The course is thought for students who have had a course in introductory algebra and undergraduate calculus. As for calculus, the student acquires a solid foundation in several variables calculus, vector analysis, linear algebra, systems of differential equations, vector fields, extremum problems. Furthermore, learns how advanced calculus can model and solve authentic real-world problems: thus tapping heavily into applied mathematics.

Course contents

Preliminaries

Topologies and Metric Spaces

Measuring Sets

The Lebesgue Integral

Measurable Functions

Spaces of Continuos Functions

Lebesgue Spaces

Absolute Continuity

Differential Equations

Readings/Bibliography

Recommended text:

https://www.amazon.it/Probability-Path-Sidney-I-Resnick/dp/0817684085/ref=sr_1_1?__mk_it_IT=ÅMÅŽÕÑ&keywords=resnick+probability&qid=1567068882&s=gateway&sr=8-1 [https://www.amazon.it/Probability-Path-Sidney-I-Resnick/dp/0817684085/ref=sr_1_1?__mk_it_IT=%C3%85M%C3%85%C5%BD%C3%95%C3%91&keywords=resnick+probability&qid=1567068882&s=gateway&sr=8-1]

 

https://www.amazon.com/Real-Complex-Analysis-Higher-Mathematics/dp/0070542341/ref=sr_1_3?s=books&ie=UTF8&qid=1465802950&sr=1-3&keywords=rudin+analysis

 

https://www.amazon.com/Analysis-Probability-Cambridge-Advanced-Mathematics/dp/0521007542/ref=sr_1_1?s=books&ie=UTF8&qid=1465802977&sr=1-1&keywords=real+analysis+and+probability

 

https://www.amazon.it/Mathematical-Analysis-Tom-M-Apostol/dp/0201002884/ref=sr_1_3?ie=UTF8&qid=1528733776&sr=8-3&keywords=apostol+mathematical

Teaching methods

Regular blackboard lectures.

Assessment methods

Written and oral exams. The written exam is articulated in a series of 6 exercises each with a maximum grade of 5 points. Every exercise attains to elements of the syllabus and the relevant Bibliography covered during the course lectures or otherwise hinted at during classes. The oral exam covers the same range of topics as well, with an eye to the candidate's perfomarnce in the previously held written test.

Teaching tools

Supplementary notes and material may be suggested and handed out during the course.

Office hours

See the website of Enrico Bernardi

SDGs

Quality education Industry, innovation and infrastructure

This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.