A Primer For The Mathematics Of Financial Engineering Pdf Second Edition LINK
Click Here === https://fancli.com/2ta8qk
This is the third book in the series which, together with the first one, A Primer for the Mathematics of Financial Engineering, has been voted the best book of the year on financial engineering by the readers of Journal of Applied Mathematics and Computer Science, a premier journal in financial engineering published by Springer.
The Primer is a classic reference for all interested in linear algebra for quantitative finance, and should be in every graduate school or business school library. It is a small book with high-quality content, and contains solutions and a solutions manual which are highly accessible to the beginner.
Preface
1. Linear Algebra vs. Functional Analysis
2. An Introduction to Lebesgue Spaces
3. Gauss-Bonnet Theorem for Surfaces in 3D
4. Fundamental Mathematical Tools
5. Spectral Theory
6. Eigenvalues and Eigenvectors
7. Covariance Matrices
8. Special Matrices: T-Statistic, Cholesky, Hessian
9. Random Variables
10. Orthogonal Matrices
11. Householder Transformations
12. Cholesky Factorization
13. Matrix Multiplication
14. Linear Algebraic Equations
15. QR Decomposition
16. Householder Transformations in Finance
17. Top Principal Components: PCA, SVD
18. Regression Analysis
19. Principal Axis Factoring: EFA, IFA
20. Principal Components, Projection
21. Regression Analysis: Generalizations
22. PCA, Principal Components Analysis
23. Standardized Regression: Unit Normal, Student's T, Logistic
24. Regression Analysis of Option Values
25. Fixed Effects and Generalized Linear Models
26. Conditional Linear Models 827ec27edc