Elementary Calculus of Financial Mathematics

Elementary Calculus of Financial Mathematics
Author :
Publisher : SIAM
Total Pages : 143
Release :
ISBN-10 : 9780898718225
ISBN-13 : 0898718228
Rating : 4/5 (228 Downloads)

Book Synopsis Elementary Calculus of Financial Mathematics by : A. J. Roberts

Download or read book Elementary Calculus of Financial Mathematics written by A. J. Roberts and published by SIAM. This book was released on 2009-01-01 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Elementary Calculus of Financial Mathematics Related Books

Elementary Calculus of Financial Mathematics
Language: en
Pages: 143
Authors: A. J. Roberts
Categories: Mathematics
Type: BOOK - Published: 2009-01-01 - Publisher: SIAM

DOWNLOAD EBOOK

Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic pro
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Option Valuation
Language: en
Pages: 268
Authors: Hugo D. Junghenn
Categories: Business & Economics
Type: BOOK - Published: 2011-11-23 - Publisher: CRC Press

DOWNLOAD EBOOK

Option Valuation: A First Course in Financial Mathematics provides a straightforward introduction to the mathematics and models used in the valuation of financi
Elementary Stochastic Calculus with Finance in View
Language: en
Pages: 230
Authors: Thomas Mikosch
Categories: Mathematics
Type: BOOK - Published: 1998 - Publisher: World Scientific

DOWNLOAD EBOOK

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch
The Mathematics of Financial Derivatives
Language: en
Pages: 338
Authors: Paul Wilmott
Categories: Business & Economics
Type: BOOK - Published: 1995-09-29 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.