Brownian Motion Calculus

Brownian Motion Calculus

Editorial Reviews
Book Description
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.

Brownian Motion Calculus,Ubbo Wiersema,John Wiley & Sons,0470021705,Business / Economics / Finance,Business Mathematics,Calculus,Economics - General,Finance,Mathematics,Science/Mathematics,Business & Economics / Finance,Mathematics for scientists & engineers,States of matter

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English Books

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