| Record ID | marc_loc_updates/v37.i14.records.utf8:7588036:1615 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_updates/v37.i14.records.utf8:7588036:1615?format=raw |
LEADER: 01615cam a2200361 a 4500
001 2008042349
003 DLC
005 20090331141617.0
008 080925s2009 paua b 001 0 eng
010 $a 2008042349
015 $aGBA928709$2bnb
016 7 $a014932892$2Uk
020 $a9780898716672
020 $a0898716675
035 $a(OCoLC)258767971
040 $aDLC$cDLC$dYDXCP$dC#P$dBWX$dCDX$dUKM$dDLC
050 00 $aHG106$b.R63 2009
082 00 $a332.01/51923$222
100 1 $aRoberts, A. J.$q(Anthony John),$d1957-
245 10 $aElementary calculus of financial mathematics /$cA.J. Roberts.
260 $aPhiladelphia :$bSociety for Industrial and Applied Mathematics,$cc2009.
300 $axii, 128 p. :$bill. (some col.) ;$c26 cm.
490 1 $aMathematical modeling and computation
504 $aIncludes bibliographical references (p. 125) and 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.
830 0 $aMathematical modeling and computation.
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0906/2008042349-d.html
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/enhancements/fy0906/2008042349-t.html
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy0906/2008042349-b.html