- 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](https://www.unibo.it/++resource++unibo.didattica/sdg/it/04.jpg?v=2)
![Imprese innovazione e infrastrutture](https://www.unibo.it/++resource++unibo.didattica/sdg/it/09.jpg?v=2)
L'insegnamento contribuisce al perseguimento degli Obiettivi di Sviluppo Sostenibile dell'Agenda 2030 dell'ONU.