Abstract
The present report contains an introduction to some elementary concepts in noncommutative differential geometry. The material extends upon ideas first presented by Dimakis and Mueller-Hoissen. In particular, stochastic calculus and the Ito formula are shown to arise naturally from introducing noncommutativity of functions (0-forms) and differentials (1-forms). The abstract construction allows for the straightforward generalization to lattice theories for the direct implementation of numerical models. As an elementary demonstration of the formalism, the standard Black-Scholes model for option pricing is reformulated.
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