Książka Brownian Motion Calculus Ubbo F Wiersema

Brownian Motion Calculus

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
209.40
Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2008
strony
330
EAN
9780470021705
ISBN
0470021705
Enbook ID
01329248
Waga
492
Wymiary
231 x 157 x 19

Pełny opis

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.

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