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• Archive: 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.