The following is a simple way to compute Taylor expansions of such functions. > S≔seriesyexp−y,y S≔y−y2+12y3−16y4+124y5+Oy6 (2) > seriestoseriesS,revogf y+y2+32y3+83y4+12524y5+Oy6 (3) You can then...
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Dan Stefanica's A Primer For The Mathematics Of Financial Engineering, 2nd Edition will provide all of the calculus—differentiation, integration, taylor expansions—needed to tackle the Black-Scholes equation. It will also cover "the Greeks" and basic risk neutral pricing. This is a great book ...
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