Elementary Calculus of Financial Mathematics

Elementary Calculus of Financial Mathematics
Author :
Publisher : SIAM
Total Pages : 143
Release :
ISBN-10 : 9780898718225
ISBN-13 : 0898718228
Rating : 4/5 (25 Downloads)

Book Synopsis Elementary Calculus of Financial Mathematics by : A. J. Roberts

Download or read book Elementary Calculus of Financial Mathematics written by A. J. Roberts and published by SIAM. This book was released on 2009-01-01 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic processes, Ito's stochastic calculus, the Fokker-Planck Equation and extra MATLAB/SCILAB code.


Elementary Calculus of Financial Mathematics Related Books

Elementary Calculus of Financial Mathematics
Language: en
Pages: 143
Authors: A. J. Roberts
Categories: Mathematics
Type: BOOK - Published: 2009-01-01 - Publisher: SIAM

DOWNLOAD EBOOK

Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic pro
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

DOWNLOAD EBOOK

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Elementary Stochastic Calculus with Finance in View
Language: en
Pages: 230
Authors: Thomas Mikosch
Categories: Mathematics
Type: BOOK - Published: 1998 - Publisher: World Scientific

DOWNLOAD EBOOK

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch
A Course in Financial Calculus
Language: en
Pages: 208
Authors: Alison Etheridge
Categories: Business & Economics
Type: BOOK - Published: 2002-08-15 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained