Brownioan motion calculus

Victoria Park, London £25.00

Annemette

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Annemette

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Posted
5 days ago

Description

Used, but the book is in a good condition.

No marks or notes inside book.

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.

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