Double integral

[kdmfe]

All

I have in the past covered the book Stochastic calculus by Steven Shreve.

During my foundation to understand Stochastic Calculus, I have not prepared well for Double Integral.

For the purpose of Stochastic Calculus which areas of Double Integrals (integration) are required for Quant Finance.

I will then identify a book/youtube channel to learn the suggested topics.

Kindly advice/help.

thank you

 

[Daniel Duffy]

Do you have an example of what you mean?

 

[kdmfe]

Hello Dan, sorry for the late reply.

Attached are two integrals from Book II Stochastic Calculus by Steven Shreve. My focus is on quant mathematics and not mathematics perse.

I have completed the basic mathematics at high-school and to the extent it is applied in ODE and PDE.

Looking forward to your reply.

Thank you