Elementary Calculus
Author : H. Jerome Keisler
Publisher :
Page : 968 pages
File Size : 10,5 MB
Release : 1976
Category : Mathematics
ISBN :
Author : H. Jerome Keisler
Publisher :
Page : 968 pages
File Size : 10,5 MB
Release : 1976
Category : Mathematics
ISBN :
Author : Kenneth A. Ross
Publisher : CUP Archive
Page : 192 pages
File Size : 16,13 MB
Release : 2014-01-15
Category : Mathematics
ISBN :
Author : H. Jerome Keisler
Publisher : Orange Groove Books
Page : 992 pages
File Size : 19,62 MB
Release : 2009-09-01
Category : Mathematics
ISBN : 9781616100315
Author : Thomas Mikosch
Publisher : World Scientific
Page : 230 pages
File Size : 25,97 MB
Release : 1998
Category : Mathematics
ISBN : 9789810235437
Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory. This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black -- Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Ito calculus and/or stochastic finance.
Author : H. Jerome Keisler
Publisher : Courier Corporation
Page : 1012 pages
File Size : 17,46 MB
Release : 2012-01-01
Category : Mathematics
ISBN : 0486484521
This first-year calculus book is centered around the use of infinitesimals. It contains all the ordinary calculus topics, including the basic concepts of the derivative, continuity, and the integral, plus traditional limit concepts and approximation problems. Additional subjects include transcendental functions, series, vectors, partial derivatives, and multiple integrals. 2007 edition.
Author : A. J. Roberts
Publisher : SIAM
Page : 143 pages
File Size : 26,67 MB
Release : 2009-01-01
Category : Mathematics
ISBN : 0898718228
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.
Author : Fima C. Klebaner
Publisher : Imperial College Press
Page : 431 pages
File Size : 19,79 MB
Release : 2005
Category : Mathematics
ISBN : 1860945554
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
Author : Robert Osserman
Publisher : Courier Corporation
Page : 484 pages
File Size : 34,65 MB
Release : 2014-01-05
Category : Mathematics
ISBN : 0486321002
Two-dimensional calculus is vital to the mastery of the broader field, and this text presents an extensive treatment. Advantages include the thorough integration of linear algebra and development of geometric intuition. 1986 edition.
Author : Noah Bryan Rosenberger
Publisher :
Page : 100 pages
File Size : 47,20 MB
Release : 1921
Category :
ISBN :
Author : Noah Bryan Rosenberger
Publisher :
Page : 98 pages
File Size : 39,18 MB
Release : 1921
Category : Calculus
ISBN :