Applied Calculus With R

by David Ruppert (Author), David S. Matteson (Author)

Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems.

The field of discrete calculus, also known as "discrete exterior calculus", focuses on finding a proper set of definitions and differential operators that make it possible to operate the machinery of multivariate calculus on a finite, discrete space. In contrast to traditional goals of finding an accurate discretization of conventional multivariate calculus, discrete calculus establishes a separate, equivalent calculus that operates purely in the discrete space without any reference to an underlying continuous process.

The field of discrete calculus, also known as "discrete exterior calculus", focuses on finding a proper set of definitions and differential operators that make it possible to operate the machinery of multivariate calculus on a finite, discrete space. In contrast to traditional goals of finding an accurate discretization of conventional multivariate calculus, discrete calculus establishes a separate, equivalent calculus that operates purely in the discrete space without any reference to an underlying continuous process.

Develop a deep understanding and intuition for calculus. Solve problems and implement algorithms by hand and in Python.