- 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. 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


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