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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.
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