Brownian motion calculus
Auteur :
Wiersema, Ubbo F.
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470021705
Date de publication :
15 avr. 2008
Dimensions :
22,7 x 15,3 x 2,0 cm
Poids :
510 g
Langue :
Anglais
Pays d'origine :
USA
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.