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Brownian Motion Calculus
Ubbo F. Wiersema
€ 48.99
€ 48.47
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Description for Brownian Motion Calculus
Paperback. 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. Num Pages: 330 pages, Illustrations. BIC Classification: PDE; PHF. Category: (P) Professional & Vocational. Dimension: 157 x 231 x 19. Weight in Grams: 488.
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.
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.
Product Details
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
330
Format
Paperback
Publication date
2008
Condition
New
Weight
487g
Number of Pages
330
Place of Publication
Chichester, United Kingdom
ISBN
9780470021705
SKU
V9780470021705
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-3
About Ubbo F. Wiersema
UBBO WIERSEMA was educated in Applied Mathematics at Delft, in Operations Research at Berkeley, and in Financial Economics and Financial Mathematics at the London School of Economics. He joined The Business School for Financial Markets (the ICMA Centre) at the University of Reading, UK, in 1997, to develop and teach its curriculum in Quantitative Finance. Prior to that, he ... Read more
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