Need recommendation on Advanced Calculus books

[tolgaist]

Recommendation needed

Hi ,

I am taking mathematics course in fe class. But i don't have a mathematical background!

Is there any "basic" book that I can understand which include examples?

your urgent help is needed. Tx in advance.

"Random variables, Probability theory, expectations and variance, Binomial, Poisson and Normal Distributions, Law of Large Numbers; methods of data analysis, univariate and multi-variate models, estimation, confidence intervals, hypothesis testing problems, analysis of variance, regression and correlation analysis, goodness of fit tests, maximum likelihood estimation; Central Limit Theorems, generating and characteristic functions, moments, conditional probabilities; Markov Chains, random walks as martingales, discrete to continuous stochastic processes, binomial model of stock prices, Arbitrage Pricing Theory, pricing of a European Call Option, Black-Scholes equation."

 

[Andy Nguyen]

This sounds like a call for the Math Primer by Stefanica. It's a calculus-based approach with financial engineering applications.

Dan Stefanica's A Primer for the Mathematics of Financial Engineering

 

[CGiuliano]

"Random variables, Probability theory, expectations and variance, Binomial, Poisson and Normal Distributions, Law of Large Numbers; methods of data analysis, univariate and multi-variate models, estimation, confidence intervals, hypothesis testing problems, analysis of variance, regression and correlation analysis, goodness of fit tests, maximum likelihood estimation; Central Limit Theorems, generating and characteristic functions, moments, conditional probabilities; Markov Chains, random walks as martingales, discrete to continuous stochastic processes, binomial model of stock prices, Arbitrage Pricing Theory, pricing of a European Call Option, Black-Scholes equation."

This may also be helpful to supplement your text:

Amazon.com: Schaum's Outline of Probability, Random Variables, and Random Processes (9780070306448): Hwei Hsu: Books

 

[chaoticrambler]

Elementary real analysis by Rudin (or Baby Rudin) is still the Gold Standard. It will go well with your required textbook.

 

[Dave Haan]

Glad to hear baby Rudin is still so well regarded (my 1st time thru was 30 yrs ago, the last time, 10 yrs). I also found the follow-ons, Rudin's Real & Complex Analysis, and Functional Analysis, as clear and as relevant to financial analysis.

 

[Tyler Tuan]

Yes! Baby rudin. Had it last year.

 

[MRoss]

Usually the professor offering the course has the best idea. Why not ask him/her?