Brownian Motion Calculus
Ubbo Wiersema
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.
類別:
年:
2008
出版商:
John Wiley & Sons
語言:
english
頁數:
331
ISBN 10:
2701519233
ISBN 13:
9782701519234
系列:
Wiley finance series
文件:
PDF, 2.93 MB
IPFS:
,
english, 2008