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## Main Question or Discussion Point

Hey guys, can anyone recommend me a book on infinitesimal calculus. What i mean by infinitesimal calculus is the derivation of differential equations by looking at infinitesimal changes ([tex]dx\,dt[/tex], etc...).

Examples of this would be the Black-Scholes PDE, Euler-Bernoulli DE, etc..

I'm an EE student and have a solid background in Math (Calculus I,II & III, etc..), but when my Prof. derived the black-scholes PDE in two slides I couldn't quite follow

Thanks

Examples of this would be the Black-Scholes PDE, Euler-Bernoulli DE, etc..

I'm an EE student and have a solid background in Math (Calculus I,II & III, etc..), but when my Prof. derived the black-scholes PDE in two slides I couldn't quite follow

Thanks