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Wiersema, Ubbo F.

Brownian Motion Calculus

Wiersema, Ubbo F. - Brownian Motion Calculus, ebook

49,40€

Ebook, PDF with Adobe DRM
ISBN: 9780470021712
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Printing99 pages with an additional page accrued every 8 hours, capped at 99 pages
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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.

Keywords: BUSINESS & ECONOMICS / Finance BUS027000

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2008
Language
en
Edition
1
Page amount
330 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780470021712
Printed ISBN
9780470021705

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