Brownian Motion Calculus

Main
Mathematics
Brownian Motion Calculus

Brownian Motion Calculus

Name: Brownian Motion Calculus
ISBN: 9780470021712

Ubbo F. Wiersema

4.0 / 0

0 comments

이 책이 얼마나 마음에 드셨습니까?

파일의 품질이 어떻습니까?

책의 품질을 평가하시려면 책을 다운로드하시기 바랍니다

다운로드된 파일들의 품질이 어떻습니까?

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.

카테고리:

Mathematics

년:

2008

출판사:

Wiley

언어:

english

페이지:

331

ISBN 10:

0470021713