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Brownian Motion Calculus

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Brownian Motion Calculus Ubbo F Wiersema
Libristo kod: 01329248
Nakladnici John Wiley & Sons Inc, travanj 2008
Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of... Cijeli opis
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53.00 €
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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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Informacije o knjizi

Puni naziv Brownian Motion Calculus
Autor Ubbo F Wiersema
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2008
Broj stranica 330
EAN 9780470021705
ISBN 0470021705
Libristo kod 01329248
Nakladnici John Wiley & Sons Inc
Težina 492
Dimenzije 231 x 157 x 19

Kategorija

Mathematics & Science > Science: general issues > Maths for scientists
Mathematics & Science > Physics > Materials / States of matter
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