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Month 16 I was a construction Mo supervisor ina const I was the North Sea super advising and the No he helping foremen advis ssolve problems Real work he helping fo International Interna[r]

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Analysis and Linear Algebra for Finance: Part I

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EM Strasbourg Business SchoolUniversity of Strasbourg

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Analysis and Linear Algebra for Finance: Part I

First edition

© 2013 Patrick Roger & bookboon.com (Ventus Publishing ApS)

ISBN 978-87-403-0412-1

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I Contents

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I Preliminaries

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I Preliminaries

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I Preliminaries

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Analysis and Linear Algebra for Finance: Part I Preliminaries

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I Preliminaries

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Analysis and Linear Algebra for Finance: Part I

26

Preliminaries

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Analysis and Linear Algebra for Finance: Part I Preliminaries

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I Preliminaries

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I Preliminaries

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Analysis and Linear Algebra for Finance: Part I Preliminaries

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Analysis and Linear Algebra for Finance: Part I Preliminaries

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Analysis and Linear Algebra for Finance: Part I Functions of one variable

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Analysis and Linear Algebra for Finance: Part I Functions of one variable

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I

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Functions of one variable

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Analysis and Linear Algebra for Finance: Part I Functions of one variable

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I Integrals

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I

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Analysis and Linear Algebra for Finance: Part I

frontier, 30function, 44affine, 44bounded, 49compound, 67concave, 61continuous, 55convex, 61decreasing, 46derivative, 62differentiable, 62domain, 44even, 45increasing, 46left-continuous, 56

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Analysis and Linear Algebra for Finance: Part I Index

substraction, 106transpose, 104triangular, 102maximumglobal, 50local, 49methodGauss, 120substitution, 118minimum

global, 49local, 49

ordering, 17complete, 18partial, 18

partition, 15pre-ordering, 17

range, 20reciprocal, 22relation

asymmetric, 17binary, 17equivalence, 19graph, 20ordering, 17refl?exive, 17symmetric, 17

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Analysis and Linear Algebra for Finance: Part I

open, 30partition, 14subset, 11union, 12upper bound, 27step function, 82subdivision, 82subset, 11surjection, 22systemCramer, 117homogeneous, 117impossible, 117indeterminate, 117square, 117Taylor

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Analysis and Linear Algebra for Finance: Part I Index

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