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Download Brownian Motion Calculus by Ubbo F. Wiersema in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Brownian Motion Calculus
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.
Detailed Information
| Author: | Ubbo F. Wiersema |
|---|---|
| Publication Year: | 2008 |
| ISBN: | 9780470021712 |
| Pages: | 331 |
| Language: | English |
| File Size: | 2.196 |
| Format: | |
| Price: | FREE |
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