Brownian Motion Calculus

Brownian Motion Calculus by UBBO WIERSEMA


ISBN
9780470021705
Published
Released
01 / 08 / 2008
Binding
Paperback
Pages
330
Dimensions
159 x 227 x 17mm

There are not many calculus books that are very accessible to students without a strong mathematical background and the large majority of financial derivatives students do not have a strong quantitative background. This book provides a short introduction to the subject with examples of its use in mathematical finance e.g pricing of derivatives. Wiersma assumes only a basic knowledge of calculus and probability and guides the student through the book with examples and exercises (complemented by the website/disk). Wiersma has been teaching the subject for many years and the book will be based on his tried and tested course notes.
76.95



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