Concepts covered in this course include: standard functions and their graphs, limits, continuity, tangents, derivatives, the definite integral, and the fundamental theorem of calculus. Formulas for ...

Denote by α t (μ) the probability law of At (μ)=∫0 texp(2(Bs+μ s))ds for a Brownian motion {Bs, s≥ 0}. It is well known that α t (μ) is of interest in a number of domains, e.g. mathematical finance, ...