Applications of Green's and Stoke's Theorems in Finance

[Jarrod]

Hi,

I have seen many schools that require a Calculus III course that includes Green's and Stoke's in its syllabus. However, the Calculus III course I take stops right before those theorems, and I have to take a Calculus IV course to learn them.

Should I take the Calculus IV course? Do those theorems have any applications in finance?

 

[IlyaKEightSix]

They do not, at least in my experience.

 

[goodstudent]

You might still want to take Calc IV though. I'm sure it doesn't cover only Green's and Stoke's. Or does it?

 

[Jarrod]

You might still want to take Calc IV though. I'm sure it doesn't cover only Green's and Stoke's. Or does it?

Parametrizations, inverse and implicit functions, integrals with respect to length and area; grad, div, and curl, theorems of Green, Gauss, and Stokes.

 

[Bastian Gross]

Hi Jarrod,
it might be, that you have to use Green's and Stoke's theorem by the solution of PDEs. Green's theorem assists you by calculating integrals on boundaries.
Nevertheless to read this special case of both theorems is no problem at all. I guess, that each book on numerical solution of PDEs has a chapter on this issue.