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Elementary Calculus of Financial Mathematics
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8
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Published By SIAM
9780898716672
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Latest Documents
Most Cited Documents
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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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