Brownian Motion Calculus

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Brownian Motion Calculus

Brownian Motion Calculus

Name: Brownian Motion Calculus
ISBN: 9782701519234

Ubbo Wiersema

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This is an awesome book!It follows a non-rigorous (non measure-theoretic) approach to brownian motion/SDEs, similar in that respect to the traditional calculus textbook approach. The author provides plenty of intuition behind results, plenty of drills and generally solves problems without jumping any intermediate step. I have read most books of the kind and this one is clearly the best. It is suitable for undergraduate education, namely in engineering and in finance. It may be a bit on the light side for maths undergrads, although could be used for a light intro to these topics.

Kategorien:

Mathematics

Jahr:

2008

Verlag:

John Wiley & Sons

Sprache:

english

Seiten:

331

ISBN 10:

2701519233