| Record ID | marc_loc_updates/v36.i39.records.utf8:9341626:1010 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_updates/v36.i39.records.utf8:9341626:1010?format=raw |
LEADER: 01010nam a22002778a 4500
001 2008042349
003 DLC
005 20080926111545.0
008 080925s2009 pau 001 0 eng
010 $a 2008042349
020 $a9780898716672
040 $aDLC$cDLC
050 00 $aHG106$b.R63 2009
082 00 $a332.01/51923$222
100 1 $aRoberts, A. J.
245 10 $aElementary calculus of financial mathematics /$cA.J. Roberts.
260 $aPhiladelphia :$bSociety for Industrial and Applied Mathematics,$cc2009.
263 $a0811
300 $ap. cm.
490 0 $aMathematical modeling and computation ;$v15
500 $aIncludes index.
505 0 $aFinancial 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 .
650 0 $aFinance$xMathematical models.
650 0 $aStochastic processes.
650 0 $aInvestments$xMathematics.
650 0 $aCalculus.