Brownian Motion Calculus
基本信息·出版社：John Wiley & Sons ·页码：160 页 ·出版日期：2005年08月 ·ISBN：0470021705 ·条形码：9780470021705 ·装帧：平装 ·正文语种：英 ...
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Brownian Motion Calculus |
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基本信息·出版社：John Wiley & Sons
·页码：160 页
·出版日期：2005年08月
·ISBN：0470021705
·条形码：9780470021705
·装帧：平装
·正文语种：英语
·外文书名：布朗运动微积分
内容简介 在线阅读本书
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.
作者简介 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. Before that his career was focused in Operations Research in the US and Europe.
