Book recommendation on infinitesimal calculus (don't know if thats the right word)

  • Thread starter foges
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  • #1
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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
 

Answers and Replies

  • #2
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Or can someone just give me the name of the subject? because i cant seem to find anything under infinitesimal calculus..
 
  • #3
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I doubt that one book contains all you require but try

Differential Equations with applications and historical notes

by

George F Simmons

In a compact book the author manages a sweep through most areas from traditional right through to modern chaos theory in a very accessible manner.
 
  • #4
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thanks, will check it out :)
 

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