The fermion stochastic calculus I

1986 ◽  
pp. 245-257 ◽  
Author(s):  
R. F. Streater
Keyword(s):  
Stochastic Calculus ◽  
Calculus I

scholarly journals The Black-Scholes Model Guideline For Options Course As Taught At Notre Dame University - Lebanon

2011 ◽  
Vol 4 (1) ◽  
Author(s):  
Viviane Y. Naimy
Keyword(s):  
Option Price ◽  
Stochastic Calculus ◽  
Black Scholes Model ◽  
Black Scholes ◽  
Calculus I ◽  
Relationship Of ◽  
The Relationship

This paper presents the methodology used for Notre Dame University’s finance students to explain and explore the Black-Scholes model without going through the complexity of mathematics to model random movements or through stochastic calculus. I will name and develop the steps that I follow in order to allow students to properly use the Black-Scholes model and to understand the relationship of the model’s inputs to the option price while monitoring the risk via delta and gamma hedging.

scholarly journals Stochastic Calculus, I. Karatzas and S. E. Shreve, Springer, 1991, 470 pp.

1994 ◽  
Vol 103 (2) ◽  
pp. 260
Author(s):  
G.-C. Rota
Keyword(s):  
Stochastic Calculus ◽  
Calculus I

Integration with respect to fractal functions and stochastic calculus. I

1998 ◽  
Vol 111 (3) ◽  
pp. 333-374 ◽  
Author(s):  
M. Zähle
Keyword(s):  
Stochastic Calculus ◽  
Calculus I ◽  
Fractal Functions

scholarly journals TOWARD A STOCHASTIC CALCULUS, I

1969 ◽  
Vol 63 (2) ◽  
pp. 275-280 ◽  
Author(s):  
E. J. McShane
Keyword(s):  
Stochastic Calculus ◽  
Calculus I

Lévy Processes and Stochastic Calculus

2004 ◽  
Author(s):  
David Applebaum
Keyword(s):  
Lévy Processes ◽  
Levy Processes ◽  
Stochastic Calculus

A DIRECT METHOD OF OPERATIONAL CALCULUS (I)

1982 ◽  
Vol 2 (4) ◽  
pp. 389-402 ◽  
Author(s):  
Lianrong Qiu
Keyword(s):  
Direct Method ◽  
Operational Calculus ◽  
Calculus I ◽  
A Direct Method

STUDENT INTERACTIONS WITH PREREQUISITE KNOWLEDGE TOOLS: HOW STUDENTS' DAILY-USAGE PATTERNS CAN INFORM PEDAGOGY IN CALCULUS I

2019 ◽  
Vol 16 (2) ◽  
pp. 14
Author(s):  
FOLKESTAD JAMES ◽  
E. PILGRIM MARY ◽  
SENCINDIVER BEN ◽  
HARINDRANATHAN PRIYA ◽  
◽  
...  
Keyword(s):  
Student Interactions ◽  
Calculus I ◽  
Usage Patterns ◽  
Prerequisite Knowledge

Introduction to Stochastic Calculus and Its Applications

2020 ◽  
Author(s):  
Xinye Yang
Keyword(s):  
Stochastic Calculus

scholarly journals Simplified Stochastic Calculus With Applications in Economics and Finance

2020 ◽  
Author(s):  
Aleš Černý ◽  
Johannes Ruf
Keyword(s):  
Stochastic Calculus
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