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Brownian Motion Calculus (Paperback) Loot Price: R1,139
Discovery Miles 11 390
Repayment Terms: R107 pm x 12*
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Brownian Motion Calculus (Paperback): U. Wiersema

Brownian Motion Calculus (Paperback)

U. Wiersema

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Loot Price R1,139 Discovery Miles 11 390 | Repayment Terms: R107 pm x 12*

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"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.

General

Imprint: John Wiley & Sons
Country of origin: United States
Release date: April 2008
First published: August 2005
Authors: U. Wiersema
Dimensions: 230 x 152 x 19mm (L x W x T)
Format: Paperback
Pages: 313
ISBN-13: 978-0-470-02170-5
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematics for scientists & engineers
Books > Science & Mathematics > Physics > States of matter > General
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LSN: 0-470-02170-5
Barcode: 9780470021705

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