- 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


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