Brownian Motion Calculus
Author:   Ubbo Wiersema
Publisher:   John Wiley & Sons
ISBN:  

9786611831400


Pages:   331
Publication Date:   20 October 2008
Format:   Electronic book text
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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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:   John Wiley & Sons
Imprint:   John Wiley & Sons
ISBN:  

9786611831400


ISBN 10:   6611831401
Pages:   331
Publication Date:   20 October 2008
Audience:   General/trade ,  General
Format:   Electronic book text
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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