Brownian Motion Calculus

布朗运动微积分

国民经济学

售   价:
648.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2008年04月15日
装      帧
平装
ISBN
9780470021705
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页      码
330
语      种
英文
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图书简介
"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 calculu
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