Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic pro

Financial mathematics and its calculus introduced in an accessible manner for undergraduate students.

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of

Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained