Mathematical Foundations of Quantitative Finance

silva101

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Hi guys, I really need help. I want to study an MSc in Finance but my maths has never been that good. I have got a 2:1 in business accounting but this is a new level of maths and would be grateful for some guidance and I know this question is a silly one but I have to ask.

What books or resources can I use to study these topics and what part of maths do they each fall into so that I can get the right book to study?

-Sets and functions (sets, functions, relations)

-Convergence (sequences of numbers, sequences of functions, uniform convergence, pointwise convergence)

-Calculus (continuity, uniform continuity, derivatives and partial derivatives, Taylor expansion, differential equations, integration)

-Probability (finite sample spaces, probability on [0,1], conditional probability, independence, random variables, probability distribution, expectation and variance, covariance, densities)
 
Hi guys, I really need help. I want to study an MSc in Finance but my maths has never been that good. I have got a 2:1 in business accounting but this is a new level of maths and would be grateful for some guidance and I know this question is a silly one but I have to ask.
What books or resources can I use to study these topics and what part of maths do they each fall into so that I can get the right book to study?
-Sets and functions (sets, functions, relations)
-Convergence (sequences of numbers, sequences of functions, uniform convergence, pointwise convergence)
-Calculus (continuity, uniform continuity, derivatives and partial derivatives, Taylor expansion, differential equations, integration)
-Probability (finite sample spaces, probability on [0,1], conditional probability, independence, random variables, probability distribution, expectation and variance, covariance, densities)
Introduction to Advanced Mathematics by Barnier & Feldman
Journey into Mathematics an introduction to proofs, by J Rotman
The Mathematical Method a transition to advanced mathematics, by Murrary Eisenberg.

Have a look here for that second text. All three are good. It really depends on your background.
Just a word of buying advice. I would buy a cheap ($5 to $12) used copy. Then if you find you like it or can use it then you always can buy a better edition if necessary.

Now lets talk about the calculus. If you can find a good used copy of CALCULUS (1973) by Gillman go for it.
 
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