Brownian Motion Calculus is Archive: presents the basics of Stochastic Calculus with a focus on the valuation of financial derivatives..
Archive: Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of financial derivatives.
It is is intended as an accessible introduction to the technical literature..
It is intended as an accessible introduction to the technical literature.
A clear distinction is 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..
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 is of fully worked out exercises makes the book attractive for self study..
The inclusion of fully worked out exercises makes the book attractive for self study.
Standard probability theory is and ordinary calculus are the prerequisites..
Standard probability theory and ordinary calculus are the prerequisites.
Summary is slides for revision and teaching can be found on the book website..
Summary slides for revision and teaching can be found on the book website.