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Brownian Motion Calculus

Name: Brownian Motion Calculus
Brand: John Wiley & Sons Inc
SKU: 01329248
Price: 57.69 EUR
Availability: InStock
Author: Ubbo F Wiersema
ISBN: 9780470021705

Ubbo F Wiersema

Language

English

Book Paperback

Libristo code: 01329248

Publishers John Wiley & Sons Inc, April 2008

Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of... Full description

Libristo code: 01329248

141 b

57.69 € VAT included

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Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of financial derivatives. It is intended as an accessible introduction to the technical literature. A clear distinction has been made between the mathematics that is convenient for a first introduction, and the more rigorous underpinnings which are best studied from the selected technical references. The inclusion of fully worked out exercises makes the book attractive for self study. Standard probability theory and ordinary calculus are the prerequisites. Summary slides for revision and teaching can be found on the book website.