Brownian Motion Calculus
Author:   Ubbo Wiersema
Publisher:   Wiley
ISBN:  

9781281831408


Pages:   313
Publication Date:   01 January 2008
Format:   Electronic book text
Availability:   Available To Order   Availability explained
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Brownian Motion Calculus


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Overview

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.

Full Product Details

Author:   Ubbo Wiersema
Publisher:   Wiley
Imprint:   Wiley
ISBN:  

9781281831408


ISBN 10:   1281831409
Pages:   313
Publication Date:   01 January 2008
Audience:   General/trade ,  General
Format:   Electronic book text
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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