Elementary calculus of financial mathematics
by Roberts, A. J., (Roberts, Anthony John)
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
Read More ↓Title Statements
- Full title :Elementary calculus of financial mathematics / A.J. Roberts
Summary
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
Read More ↓Edition Statements
- Publication Date:2009
Publication Statements
- Publisher(s):Society for Industrial and Applied Mathematics
- Place of Publication:Philadelphia, Pa
- Language:eng
- Publication Date:2009
Notes
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
The Physical Object
- Description:xii, 128 s. : : illustrations (some color) ; : 26 cm
Edition Identifiers
- ISBN:9780898716672, 0898716675
- oclc:ocn474223920
- LC Classification:HG106
- Dewey Decimal:332.01 51923
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