This first-year calculus book is centered around the use of infinitesimals. It contains all the ordinary calculus topics, including the basic concepts of the derivative, continuity, and the integral, plus traditional limit concepts and approximation problems. Additional subjects include transcendental functions, series, vectors, partial derivatives, and multiple integrals. 2007 edition.

Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic processes, Ito's stochastic calculus, the Fokker-Planck Equation and extra MATLAB/SCILAB code.

This book provides a one-semester undergraduate introduction to counterexamples in calculus and analysis. It helps engineering, natural sciences, and mathematics students tackle commonly made erroneous conjectures. The book encourages students to think critically and analytically, and helps to reveal common errors in many examples. In this book, the authors present an overview of important concepts and results in calculus and real analysis by considering false statements, which may appear to be true at first glance. The book covers topics concerning the functions of real variables, starting with elementary properties, moving to limits and continuity, and then to differentiation and integration. The first part of the book describes single-variable functions, while the second part covers the functions of two variables. The many examples presented throughout the book typically start at a very basic level and become more complex during the development of exposition. At the end of each chapter, supplementary exercises of different levels of complexity are provided, the most difficult of them with a hint to the solution. This book is intended for students who are interested in developing a deeper understanding of the topics of calculus. The gathered counterexamples may also be used by calculus instructors in their classes.

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory. This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black -- Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Ito calculus and/or stochastic finance.

Two-dimensional calculus is vital to the mastery of the broader field, and this text presents an extensive treatment. Advantages include the thorough integration of linear algebra and development of geometric intuition. 1986 edition.