Posted by **ChrisRedfield** at May 4, 2014

Published: 2009-12-07 | ISBN: 1441916202, 1461425212 | PDF | 476 pages | 5 MB

Posted by **libr** at Dec. 7, 2013

English | 2009 | ISBN: 1441916202 | 475 pages | PDF | 5,1 MB

This self-contained textbook gives a thorough exposition of multivariable calculus. It can be viewed as a sequel to the one-variable calculus text, A Course in Calculus and Real Analysis, published in the same series. The emphasis is on correlating general concepts and results of multivariable calculus with their counterparts in one-variable calculus.

Posted by **step778** at May 16, 2017

2005 | pages: 345 | ISBN: 3540257535 | PDF | 3,5 mb

Posted by **interes** at Feb. 14, 2017

2nd edition | English | 1994-10 | ISBN: 3540942939 | 247 pages | DJVU | 3,2 mb

Posted by **interes** at Nov. 20, 2016

English | 2016 | ISBN: 1493940309 | 389 pages | PDF | 5 MB

Posted by **ChrisRedfield** at Oct. 26, 2016

Published: 2008-10-10 | ISBN: 3540257535 | PDF | 338 pages | 4.97 MB

Posted by **arundhati** at March 8, 2015

2012 | ISBN-10: 1133490670 | 784 + 165 pages | PDF | 71 + 7 MB

Posted by **arundhati** at Oct. 7, 2014

1998 | ISBN-10: 0486672905 | 416 pages | Djvu | 3 MB

Posted by **MoneyRich** at Sept. 24, 2014

Cambridge University Press; 1 edition | September 16, 2002 | English | ISBN: 0521890772 | 206 pages | PDF | 2 MB

This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus. The Black-Scholes pricing formula is first derived in the simplest financial context. Subsequent chapters are devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A large number of exercises and examples illustrate how the methods and concepts can be applied to realistic financial questions.

Posted by **Allilou** at June 21, 2010

Cambridge University Press | 2002-07-15 | ISBN: 0521813859 | 204 pages | PDF | 1 MB

This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus.