- Docente: Enrico Bernardi
- Credits: 6
- SSD: MAT/05
- Language: English
- 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 and real analysis. 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.
Major emphasis will be given on differential equations, linear algebra and especially topics in real analysis.
Course contents
1 First Order Equations
2 Second Order Equations
3 Graphical and Numerical Methods
4 Linear Equations and Inverse Matrices
5 Vector Spaces and Subspaces
6 Eigenvalues and Eigenvectors
7 Applied Mathematics and ATA
8 Fourier and Laplace Transforms
9 Riemann Integral
10 Lebesgue Integral
11 Lebesgue Spaces
12 Absolute Continuity
13 Measure Theory
Readings/Bibliography
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
Teaching methods
Regular blackboard lectures.
Assessment methods
Written and oral exams.
Teaching tools
Supplementary notes and material may be suggested and handed out during the course.
Office hours
See the website of Enrico Bernardi