Hello,

Can someone please suggest a set of books about linear algebra (similar in spirit to the list of books about basic analysis in Prof. Joshi's list of recommended books) that equips one with proper foundations to study mathematical finance ?

3 posts • Page **1** of **1**

Hello,

Can someone please suggest a set of books about linear algebra (similar in spirit to the list of books about basic analysis in Prof. Joshi's list of recommended books) that equips one with proper foundations to study mathematical finance ?

Can someone please suggest a set of books about linear algebra (similar in spirit to the list of books about basic analysis in Prof. Joshi's list of recommended books) that equips one with proper foundations to study mathematical finance ?

- dgh
**Posts:**1**Joined:**Fri Nov 22, 2013 5:03 am

Hi, nice to meet you and I am a writer focused on career and physical development to spread more issues and tips to develop and works through professional resume writing service (http://resumeplus.us). And I wish you all the best for your studies.

Among all the books cited in Wikipedia - Linear Algebra, I would recommend:

Strang, Gilbert, Linear Algebra and Its Applications (4th ed.)

Strang's book has at least two reasons for being recomended. First, it's extremely easy and short. Second, it's the book they use at MIT for the extremely good video Linear Algebra course you'll find in the link of Unreasonable Sin.

For a view towards applications (though maybe not necessarily your applications) and still elementary:

B. Noble & J.W. Daniel: Applied Linear Algebra, Prentice-Hall, 1977

Linear algebra has two sides: one more "theoretical", the other one more "applied". Strang's book is just elementary, but perhaps "theoretical". Noble-Daniel is definitively "applied". The distinction from the two points of view relies in the emphasis they put on "abstract" vector spaces vs specific ones such as RnRn or CnCn, or on matrices vs linear maps.

Maybe because my penchant towards "pure" maths, I must admit that sometimes I find matrices somewhat annoying. They are funny, specific, whereas linear maps can look more "abstract" and "ethereal". But, for instance: I can't stand the proof that the matrix product is associative, whereas the corresponding associativity for the composition of (linear or non linear) maps is true..., well, just because it can't help to be true the first moment you write it down.

Anyway, at a more advanced level in the "theoretical" side you can use:

Greub, Werner H., Linear Algebra, Graduate Texts in Mathematics (4th ed.), Springer

Halmos, Paul R., Finite-Dimensional Vector Spaces, Undergraduate Texts in Mathematics, Springer

Shilov, Georgi E., Linear algebra, Dover Publications

In the "applied" (?) side, a book that I love and you'll appreciate if you want to study, for instance, the exponential of a matrix is Gantmacher.

And, at any time, you'll need to do a lot of exercises. Lipschutz's is second to none in this:

Lipschutz, Seymour, 3,000 Solved Problems in Linear Algebra, McGraw-Hill

Among all the books cited in Wikipedia - Linear Algebra, I would recommend:

Strang, Gilbert, Linear Algebra and Its Applications (4th ed.)

Strang's book has at least two reasons for being recomended. First, it's extremely easy and short. Second, it's the book they use at MIT for the extremely good video Linear Algebra course you'll find in the link of Unreasonable Sin.

For a view towards applications (though maybe not necessarily your applications) and still elementary:

B. Noble & J.W. Daniel: Applied Linear Algebra, Prentice-Hall, 1977

Linear algebra has two sides: one more "theoretical", the other one more "applied". Strang's book is just elementary, but perhaps "theoretical". Noble-Daniel is definitively "applied". The distinction from the two points of view relies in the emphasis they put on "abstract" vector spaces vs specific ones such as RnRn or CnCn, or on matrices vs linear maps.

Maybe because my penchant towards "pure" maths, I must admit that sometimes I find matrices somewhat annoying. They are funny, specific, whereas linear maps can look more "abstract" and "ethereal". But, for instance: I can't stand the proof that the matrix product is associative, whereas the corresponding associativity for the composition of (linear or non linear) maps is true..., well, just because it can't help to be true the first moment you write it down.

Anyway, at a more advanced level in the "theoretical" side you can use:

Greub, Werner H., Linear Algebra, Graduate Texts in Mathematics (4th ed.), Springer

Halmos, Paul R., Finite-Dimensional Vector Spaces, Undergraduate Texts in Mathematics, Springer

Shilov, Georgi E., Linear algebra, Dover Publications

In the "applied" (?) side, a book that I love and you'll appreciate if you want to study, for instance, the exponential of a matrix is Gantmacher.

And, at any time, you'll need to do a lot of exercises. Lipschutz's is second to none in this:

Lipschutz, Seymour, 3,000 Solved Problems in Linear Algebra, McGraw-Hill

- jamesjohnson5551
**Posts:**1**Joined:**Sat Jun 04, 2016 10:20 am

Oh, great it would be useful even for me, Thanks for sharing the list of this books

- comorati1
**Posts:**3**Joined:**Thu Apr 13, 2017 7:28 pm

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