BROWNIAN MOTION CALCULUS by Ubbo F. Wiersema ( 9780470021705 )

Item Details

Title:

BROWNIAN MOTION CALCULUS

By:

Ubbo F. Wiersema

Format:

Paperback

List price:

£36.95

Our price:

£33.26

Discount:

10% off

You save:

£3.69

ISBN 10:

0470021705

ISBN 13:

9780470021705

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Stock:

Currently 2 available

Publisher:

JOHN WILEY AND SONS LTD

Pub. date:

1 August, 2005

Pages:

330

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.

Synopsis:

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.

Illustrations:

Illustrations

Publication:

Imprint:

John Wiley & Sons Ltd

Returns:

Returnable

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BROWNIAN MOTION CALCULUS