عنوان
پدید آورنده
موضوع
رده
HG 106 .R63
HG
106
.
R63
کتابخانه
محل استقرار
OTHER STANDARD IDENTIFIER
Standard Number
25668
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
Eng
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
Roberts, A. J. )Anthony John(
Title Proper by Another Author
7591-
Title Proper
Elementary calculus of financial mathematics
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Philadelphia
Name of Publisher, Distributor, etc.
Society for Industrial and Applied Mathematics
Date of Publication, Distribution, etc.
c2009
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xii, 128 p. : ill. )some col.( ; 26 cm.
SERIES
Series Title
Mathematical modeling and computation
GENERAL NOTES
Text of Note
Includes bibliographical references )p. 125( and index
CONTENTS NOTE
Text of Note
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
TOPICAL NAME USED AS SUBJECT
Entry Element
Mathematical models ، Finance
Entry Element
، Stochastic processes
Entry Element
Mathematics ، Investments
Entry Element
، Calculus
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG
106
.
R63
PERSONAL NAME - PRIMARY RESPONSIBILITY
Relator Code
AU
Entry Element
A.J. Roberts
TI
SE
SE Mathematical modeling and computation
LOCATION AND CALL NUMBER
Shelving Form of Title, Author, Author/Title
ه مرکزیانابخن کتش التیبخ
