Brownian Motion Calculus
$70.39
- Paperback
336 pages
- Release Date
14 April 2008
Summary
Mastering Brownian Motion: A Calculus Guide for Financial Derivatives
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. The sequence of chapters starts with a description of Brownian motion, the random process which serves as the basic driver of the irregular behaviour of financial quantities. That exposition is based on…
Book Details
| ISBN-13: | 9780470021705 |
|---|---|
| ISBN-10: | 0470021705 |
| Author: | Ubbo F. Wiersema |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Paperback |
| Number of Pages: | 336 |
| Edition: | 1st |
| Release Date: | 14 April 2008 |
| Weight: | 510g |
| Dimensions: | 227mm x 153mm x 20mm |
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About The Author
Ubbo F. Wiersema
UBBO WIERSEMA was educated in Applied Mathematics at Delft, in Operations Research at Berkeley, and in Financial Economics and Financial Mathematics at the London School of Economics. He joined The Business School for Financial Markets (the ICMA Centre) at the University of Reading, UK, in 1997, to develop and teach its curriculum in Quantitative Finance. Prior to that, he was a derivatives mathematician at the merchant bank Robert Fleming in the City of London. His earlier career was in Operations Research in the US and Europe.
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