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A Course in Financial Calculus
Customer Reviews —
Editorial Reviews — ... Product Description | This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus. The Black-Scholes pricing formula is first derived in the simplest financial context. Subsequent chapters are devoted to increasing the financial sophistication of the models and instruments. The...more
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) (v. 1)
Feature: ... ISBN13: 9780387249681; Condition: New; Notes: BUY WITH CONFIDENCE, Over one million books sold! 98% Positive feedback. Compare our books, prices and service to the competition. 100% Satisfaction Guaranteed ...more
Customer Reviews — [1] Rating: 5 Date: 2008-04-05 Summary: Best SC book ever ... I have the 1st version (pdf), so I hesitated before I make the purchase. Now it turns out that the book is worthy every buck. 1. Use coin tossing space consistently as working sample. Very intuitive, never get the idea lost in abstract concepts. 2. Detailed workout of examples. Very good for self study. 3. Plenty of hands-on homeworks. Not necessarily very challenging. But provide good amount of extra examples. If anything the book can add, I hope it can supply implementations, in Matlab or C++. Well, it may be far ...more
[2] Rating: 5 Date: 2008-01-18 Summary: fantabulous!!! ... i have read so many books on financial engineering but this one makes all theories so streamlined!!! I read Neftci and I liked it. After reading this, all steps come out clear. The part 2 is fascinating as well. Hail Mugambo! ...more
Editorial Reviews — ... Product Description | Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this...more
Advances in Fractional Calculus: Theoretical Developments and Applications in Physics and Engineering
Editorial Reviews — ... Product Description | In the last two decades, fractional (or non integer) differentiation has played a very important role in various fields such as mechanics, electricity, chemistry, biology, economics, control theory and signal and image processing. For example, in the last three fields, some important considerations such as modelling, curve fitting, filtering, pattern recognition, edge detection, identification, stability, controllability, observability and robustness are now linked to long-range dependence...more
Calculus Study Guide - FREE chapters on Limits, Derivatives, and Table of Derivatives in the trial (Mobi Study Guides)
Customer Reviews — [1] Rating: 5 Date: 2010-04-22 Summary: Wonderful text! ... Great book. I wanted something that was NOT like an ordinary calc text book that gave explanations with words instead of complex proofs. Great for anyone in a beginning calculus class. Quick and easy read before jumping into a calculus text book. ...more
[2] Rating: 5 Date: 2010-03-01 Summary: Perfect for Calculus Brush-Up ... I took Calculus in college and I got an A. But I went so long without doing it that I became rusty, to say the least. I eventually reached the point where I wanted to teach Calculus but I was intimidated by the 500 page (or more) books out there. I came across this book by Gootman, and my problem was solved! The book reads like a novel. The topics came back to me immediately due to the clear way he presents them. While this book is certainly not AP level, I was able to use the foundation that this book gave me in order ...more
Editorial Reviews — ... Product Description | Boost Your grades with this illustrated quick-study guide. You will use it from high school all the way to graduate school and beyond. FREE chapters on Limits, Derivatives, and Table of Derivatives in the trial version. Features Includes both Calculus I and II Clear and concise explanations Difficult concepts are explained in simple terms Illustrated with graphs and diagrams Search for the words or phrases Access the guide anytime, anywhere - at home, on the train, in the subway. Use...more
Differential Calculus: Derivative, Ordinary Differential Equation, Gradient, L'hôpital's Rule, Derivative of a Constant
Editorial Reviews — ... Product Description | Purchase includes free access to book updates online and a free trial membership in the publisher's book club where you can select from more than a million books without charge. Chapters: Derivative, Ordinary Differential Equation, Gradient, L'hôpital's Rule, Derivative of a Constant, Linearity of Differentiation, Differential of a Function, Differentiation Under the Integral Sign, Automatic Differentiation, Smooth Function, Difference Quotient, Fermat's Theorem, Notation for Differentiation,...more
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