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Elementary calculus of financial mathematics/ A.J. Roberts.
Series: Mathematical modeling and computationPublication details: Philadelphia: Society for Industrial and Applied Mathematics, c2009.Description: xii, 128 p.: ill. (some col.); 26 cmISBN:- 9780898716672
- 0898716675
- 332.015 R643e
Contents:
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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Books
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Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 332.015 R643e 2009 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000646961 |
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| 332.015 F668s 2011 IMPA Stochastic finance: an introduction in discrete time/ | 332.015 K18l 1997 IMPA Lectures on the mathematics of finance/ | 332.015 K18l 1997 IMPA Lectures on the mathematics of finance/ | 332.015 R643e 2009 IMPA Elementary calculus of financial mathematics/ | 332.015 R677m 1992 IMPA Méthodes mathématiques de la finance/ | 332.015 S111m 1991 IMPA Mathématiques financières/ | 332.0151 J43m 2009 IMPA Mathematical methods for financial markets/ |
Includes bibliographical references (p. 125) and index.
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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