college level classical machenics, calculus and ordinary differential equations"--

eigenvalues, eigenfunctions, and Green's functions. Prerequisites include differential equations and a first

.Early Exercise of an American Call Option -- 1.5.2.Partial Differential Equation for Option Values -- 1

Inverse problems (Differential equations)

. Differential calculus I; 5. Differential calculus II; 6. Multivariate calculus; 7. Integral calculus; Appendix

equations -- Further extensions -- Problems -- Discretization of stochastic differential equations

Globally Convergent SQP Iteration -- 9.5.2.Implementation -- 9.5.3.Calibration Examples -- 9.6.Differential

expected price / Hong Liu -- 12.Some results on backward stochastic differential equations driven by

Stochastic Differential Equations -- 1.10.Stochastic Dynamic Optimization in Continuous Time -- 1.11.Summary

.GARCH time series -- 9.Wavelet methods in time series analysis -- 10.Stochastic differential equations

-- 9.3.First Passage Times -- 9.3.1.Partial Differential Equations and Boundary Conditions -- 9.3.2

Differential Forms of the Fundamental Laws -- Introduction -- Differential Continuity Equation -- Differential