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发表于2024-12-25

Brownian Motion Calculus 2024 pdf epub mobi 电子书

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出版者:John Wiley & Sons

作者:Ubbo F. Wiersema

出品人:

页数:330

译者:

出版时间:2008-8-1

价格:GBP 35.00

装帧:Paperback

isbn号码:9780470021705

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图书标签: 布朗运动随机分析金融工程 Math 金融成长 transparent quant

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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.

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