[eBook Code] Introductory Mathematics and Statistics for Islamic Finance (eBook Code, 1st)

Preface ix

Acknowledgments xi

About the Authors xiii

PART ONE Mathematics

CHAPTER 1 Elementary Mathematics 3

CHAPTER 2 Functions and Models 25

CHAPTER 3 Differentiation and Integration of Functions 41

CHAPTER 4 Partial Derivatives 61

CHAPTER 5 Logarithm, Exponential, and Trigonometric Functions 77

CHAPTER 6 Linear Algebra 91

CHAPTER 7 Differential Equations 117

CHAPTER 8 Difference Equations 141

CHAPTER 9 Optimization Theory 167

CHAPTER 10 Linear Programming 195

PART TWO Statistics

CHAPTER 11 Introduction to Probability Theory: Axioms and Distributions 227

CHAPTER 12 Probability Distributions and Moment Generating Functions 251

CHAPTER 13 Sampling and Hypothesis Testing Theory 271

CHAPTER 14 Regression Analysis 301

CHAPTER 15 Time Series Analysis 327

CHAPTER 16 Nonstationary Time Series and Unit-Root Testing 355

CHAPTER 17 Vector Autoregressive Analysis (VAR) 369

CHAPTER 18 Co-Integration: Theory and Applications 381

CHAPTER 19 Modeling Volatility: ARCH-GARCH Models 397

CHAPTER 20 Asset Pricing under Uncertainty 413

CHAPTER 21 The Consumption-Based Pricing Model 439

CHAPTER 22 Brownian Motion, Risk-Neutral Processes, and the Black-Scholes Model 451

References 473

Index 475