[Maxima] Applying Ito's lemma

[Julien Martin]

Hello,
I am relatively new to Maxima and I would like to apply Ito's lemma to ln(f)
with f defined as follows:

*df:=(r + sigma_f * sigma_g) f dt +(sigma_f ) f dz*

Here is what I tried:

*g(f,t):=log(f(t));

(diff(g(f,t),f(t),1)*(r + sigma_f * sigma_g) + diff(g(f,t),t,2) + 1/2*
diff(g(f,t),f(t),2)*(sigma_f * f(t))^2)*dt + diff(g(f,t),f(t),1)*(sigma_f *
f(t))*dz;*


I don't get what I want i.e. I it does not seem to derive. What I am getting
wrong in the syntax?

Can anyone please help?

J.

Ps. Here is the original lemma for your information:
http://en.wikipedia.org/wiki/It%C5%8D%27s_lemma#Black.E2.80.93Scholes_formula
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