An edition of Elementary calculus of financial mathematics (2009)

Elementary calculus of financial mathematics

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Cover of: Elementary calculus of financial mathematics by A. J. Roberts, A. J. Roberts
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Last edited by MARC Bot
November 29, 2023 | History
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An edition of Elementary calculus of financial mathematics (2009)

Elementary calculus of financial mathematics

by

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Publish Date
Publisher
Society for Industrial and Applied Mathematics, Society for Industrial and Applied Mathematic
Language
English
Pages
128

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Previews available in: English

Subjects

Calculus, Finance, Mathematics, Stochastic processes, Mathematical models, Investments, Finance, mathematical models, Investments, mathematical models
Edition Availability
Cover of: Elementary calculus of financial mathematics
Elementary calculus of financial mathematics
2009, Society for Industrial and Applied Mathematics, Society for Industrial and Applied Mathematic
in English

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Book Details

Table of Contents

Financial indices appear to be stochastic processes
Ito's stochastic calculus introduced
The Fokker-Planck equation describes the probability distribution
Stochastic integration proves Ito's formula .

Edition Notes

Includes index.

Published in
Philadelphia
Series
Mathematical modeling and computation -- 15

Classifications

Dewey Decimal Class
332.01/51923
Library of Congress
HG106 .R63 2009

The Physical Object

Pagination
p. cm.
Number of pages
128

ID Numbers

Open Library
OL22552653M
Internet Archive
elementarycalcul00robe
ISBN 13
9780898716672
LCCN
2008042349
OCLC/WorldCat
258767971, 424586548

Source records

Library of Congress MARC record
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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
November 29, 2023 Edited by MARC Bot import existing book
August 5, 2023 Edited by ImportBot import existing book
May 5, 2023 Edited by ImportBot import existing book
February 2, 2023 Edited by ImportBot import existing book
November 16, 2008 Created by ImportBot Imported from Library of Congress MARC record