75376 - CALCULUS

Anno Accademico 2020/2021

  • Docente: Enrico Bernardi
  • Crediti formativi: 6
  • SSD: MAT/05
  • Lingua di insegnamento: Inglese
  • Modalità didattica: Convenzionale - Lezioni in presenza
  • Campus: Bologna
  • Corso: Laurea Magistrale in Quantitative finance (cod. 8854)

Conoscenze e abilità da conseguire

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.

Contenuti

Preliminaries

Topologies and Metric Spaces

Measuring Sets

The Lebesgue Integral

Measurable Functions

Spaces of Continuos Functions

Lebesgue Spaces

Absolute Continuity

Differential Equations

 

Testi/Bibliografia

Recommended texts:

[1] A Probability Path

Sidney Resnick

 

https://www.amazon.it/Probability-Path-Sidney-I-Resnick/dp/0817684085

 

 

[2]

Measures, Integrals and Martingales

Rene' Schilling

 

https://www.amazon.it/gp/product/1316620247/ref=ox_sc_saved_title_4?smid=A11IL2PNWYJU7H&psc=1

Metodi didattici

Traditional black-board based classes and every lecture will be made available through online platforms.

Modalità di verifica e valutazione dell'apprendimento

Written ( and optional 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 (optional ) oral exam may cover the same range of topics as well, while keeping into accont the candidate's perfomance in the previously held written test.

Strumenti a supporto della didattica

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

Orario di ricevimento

Consulta il sito web di Enrico Bernardi

SDGs

Istruzione di qualità Imprese innovazione e infrastrutture

L'insegnamento contribuisce al perseguimento degli Obiettivi di Sviluppo Sostenibile dell'Agenda 2030 dell'ONU.