Elementary calculus of financial mathematics
By: A.J. Roberts.
Series: Mathematical modeling and computation -- 15
Publisher: Society for Industrial and Applied Mathematics; Society for Industrial and Applied Mathematic
Published: 2009
Place of publication: Philadelphia
Language: eng
Number of pages: 128
ISBN-13: 9780898716672
Subjects: Finance -- Mathematical models; Stochastic processes; Investments -- Mathematics; Calculus
Notes: Includes index.
Table of contents: title: Financial indices appear to be stochastic processes; title: Ito's stochastic calculus introduced; title: The Fokker-Planck equation describes the probability distribution; title: Stochastic integration proves Ito's formula .