Elementary calculus of financial mathematics

Elementary calculus of financial mathematics

by Roberts, Anthony John

Type Book
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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.

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Title Statements

  • Full title :Elementary calculus of financial mathematics / A.J. Roberts.

Summary

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.

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Edition Statements

  • Publication Date:2009.

Publication Statements

The Physical Object

  • Description:xii, 128 p. : : il. ; : 26 cm

Edition Identifiers

  • ISBN:9780898716672, 0898716675
  • oclc:ocn934282221

Subjects

Análisis estocástico Calculo Calculus finance Finance -- mathematical models Finanzas Investments Investments -- Mathematics Matemáticas financieras Modelos matemáticos Procesos estocásticos Stochastic analysis Stochastic Processes

Writers

Roberts, Anthony John

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