Elementary calculus of financial mathematics/ A.J. Roberts.

By:

Roberts, A. J. (Anthony John), 1957-

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

Subject(s):

DDC classification:

332.015 R643e

Online resources:

Table of contents only

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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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	Castorina Estantes Abertas (Open Shelves)	Livros (Books)	332.015 R643e 2009 IMPA (Browse shelf(Opens below))	1	Available		39063000646961

Includes bibliographical references (p. 125) and index.

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