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Additive and Cancellative Interacting Particle Systems (Lecture Notes in Mathematics) by David Griffeath (Repost)
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Mathematics Mathematical Logic for Computer Science (3rd edition)
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-Mathematics for the Physical Sciences- by Herbert S. Wilf
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Elementary Calculus of Financial Mathematics
Posted on 2010-04-12
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More A. J. Roberts, ¡°¡± Modern financial mathematics relies on the theory of random processes in time, reflecting the erratic fluctuations in financial markets.This book introduces the fascinating area of financial mathematics and its calculus in an accessible manner geared toward undergraduate students. Using little high-level mathematics, the author presents the basic methods for evaluating financial options and building financial simulations. By emphasizing relevant applications and illustrating concepts with color graphics, presents the crucial concepts needed to understand financial options among these fluctuations. Among the topics covered are the binomial lattice model for evaluating financial options, the Black Scholes and Fokker Planck equations, and the interpretation of Ito s formula in financial applications. Each chapter includes exercises for student practice and the appendices offer MATLAB?? and SCILAB code as well as alternate proofs of the Fokker Planck equation and Kolmogorov backward equation. Audience: This book will be useful to teachers and undergraduate students of mathematics or finance. Only RS mirrors, please
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