9780470021705
Brownian Motion Calculus - Ubbo Wiersema
John Wiley & Sons (2005)
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#903

Read It:
Yes

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.   Wiersma assumes only a basic knowledge of calculus and probability and guides the student through the book with examples and exercises (complemented by the website/disk). Wiersma has been teaching the subject for many years and the book will be based on his tried and tested course notes.

Product Details
LoC Classification HG106.W54 2008
Dewey 332.64270151923
Format Paperback
Cover Price 43,26 €
No. of Pages 160
Height x Width 224 x 150 mm
Personal Details
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