Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and ...

Serves as a first course in calculus. Functions, limits, continuity, derivatives, rules for differentiation ... and curve sketching. Introduction to area and integration. Students are expected to have ...

Introduction to calculus in two and three dimensions, which includes a computer laboratory. Topics include functions of several variables, partial derivatives, the gradient, multiple integrals; ...