Quick Calculus by Kleppne

This book covers calculus of a single variable. It is suitable for a year-long (or two-semester) course, normally known as Calculus I and II in the United States. The prerequisites are high school or college algebra, geometry and trigonometry. The book is designed for students in engineering, physics, mathematics, chemistry and other sciences.

This Student Guide is exceptional, maybe even unique, among such guides in that its author, Fred Soon, was actually a student user of the textbook during one of the years we were writing and debugging the book. (He was one of the best students that year, by the way. ) Because of his background, Fred has taken, in the Guide, the point of view of an experienced student tutor helping you to learn calculus. \~ile we do not always think Fred's jokes are as funny as he does, we appreciate his enthusiasm and his desire to enter into communication with his readers; since we nearly always agree with the mathe­ matical judgements he has made in explaining the material, we believe that this Guide can serve you as a valuable supplement to our text.

Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.

How THIS BOOK DIFFERS This book is about the calculus. What distinguishes it, however, from other books is that it uses the pocket calculator to illustrate the theory. A computation that requires hours of labor when done by hand with tables is quite inappropriate as an example or exercise in a beginning calculus course. But that same computation can become a delicate illustration of the theory when the student does it in seconds on his calculator.