The Resource Elementary calculus of financial mathematics, A.J. Roberts

Elementary calculus of financial mathematics, A.J. Roberts

Label
Elementary calculus of financial mathematics
Title
Elementary calculus of financial mathematics
Statement of responsibility
A.J. Roberts
Creator
Subject
Language
eng
Summary
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
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1957-
http://library.link/vocab/creatorName
Roberts, A. J.
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.R63 2009
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Finance
  • Stochastic processes
  • Investments
  • Calculus
  • Finanzas
  • Cálculo
  • Calculus
  • Finance
  • Investments
  • Stochastic processes
  • Finanzmathematik
  • Stochastischer Prozess
  • Finanzmathematik
  • Stochastischer Prozess
Label
Elementary calculus of financial mathematics, A.J. Roberts
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 125) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Dimensions
26 cm.
Extent
xii, 128 pages
Isbn
9780898716672
Lccn
2008042349
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations (some color)
System control number
  • (OCoLC)258767971
  • (OCoLC)ocn258767971
Label
Elementary calculus of financial mathematics, A.J. Roberts
Publication
Bibliography note
Includes bibliographical references (p. 125) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Dimensions
26 cm.
Extent
xii, 128 pages
Isbn
9780898716672
Lccn
2008042349
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations (some color)
System control number
  • (OCoLC)258767971
  • (OCoLC)ocn258767971

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