Elementary Calculus of Financial Mathematics
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Stochastic Integration Proves Ito's Formula

Elementary Calculus of Financial Mathematics ◽

10.1137/1.9780898718225.ch4 ◽

2011 ◽

pp. 93-114

Keyword(s):

Itô’S Formula ◽

Stochastic Integration ◽

Itô's Formula ◽

Ito’S Formula ◽

Ito's Formula

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Ito's Stochastic Calculus Introduced

Elementary Calculus of Financial Mathematics ◽

10.1137/1.9780898718225.ch2 ◽

2011 ◽

pp. 39-60

Keyword(s):

Stochastic Calculus

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Financial Indices Appear to Be Stochastic Processes

Elementary Calculus of Financial Mathematics ◽

10.1137/1.9780898718225.ch1 ◽

2011 ◽

pp. 1-38

Keyword(s):

Stochastic Processes ◽

Financial Indices

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Back Matter

Elementary Calculus of Financial Mathematics ◽

10.1137/1.9780898718225.bm ◽

2011 ◽

pp. 125-128

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Appendix A: Extra Matlab/Scilab Code

Elementary Calculus of Financial Mathematics ◽

10.1137/1.9780898718225.appa ◽

2011 ◽

pp. 115-117

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Appendix B: Two Alternate Proofs

Elementary Calculus of Financial Mathematics ◽

10.1137/1.9780898718225.appb ◽

2011 ◽

pp. 119-123

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Front Matter

Elementary Calculus of Financial Mathematics ◽

10.1137/1.9780898718225.fm ◽

2011 ◽

pp. i-xii

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The Fokker—Planck Equation Describes the Probability Distribution

Elementary Calculus of Financial Mathematics ◽

10.1137/1.9780898718225.ch3 ◽

2011 ◽

pp. 61-91

Keyword(s):

Probability Distribution ◽

Planck Equation ◽

Fokker Planck Equation ◽

Fokker Planck

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