Brownian Motion Calculus Ubbo F. Wiersema

ISBN: 9780470021705

Published:

Paperback

313 pages


Description

Brownian Motion Calculus  by  Ubbo F. Wiersema

Brownian Motion Calculus by Ubbo F. Wiersema
| Paperback | PDF, EPUB, FB2, DjVu, AUDIO, mp3, ZIP | 313 pages | ISBN: 9780470021705 | 4.40 Mb

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 theMoreBrownian 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.



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