1
of
1
Brownian Motion Calculus
Book Hero Magic crafted this summary to help describe this book. While it's new and still
learning, it may not be perfect - your
feedback is welcome!
Summary
Read More
Format: Paperback / softback
$8799
Unit price
/
Unavailable
AVAILABLE WITH SUPPLIER
Ships from our Auckland warehouse within 3-4 weeks
Found a better price? Request a price match
Brownian Motion Calculus
$8799
Unit price
/
Unavailable
Book Hero Magic created this recommendation. While it's new and still learning, it may not be perfect - your feedback is welcome! IS THIS YOUR NEXT READ?
Latest News
The First Ever NZ Children's Book Week!
We are so excited to celebrate kids reading books with the first NZ Children's Book...
What Lizzy's Family Loved on a Long Weekend Away
We recently went on a family long weekend away to Ohakune, a new spot for...
Why We Still Love Pokémon
Pokémon has changed enormously since I was trading cards at school and playing it on...
Paw Patrol : The Dino Movie Toys Have Arrived!
The new Paw Patrol: The Dino Movie toys have arrived & are ready to ship!
New Releases to add to your TBR (11th August)
There's a new release for everyone this week - here's your TBR roundup! Lizzy shares...
See moreThere are not many calculus books that are very accessible to students without a strong mathematical background and the large majority of financial derivatives students do not have a strong quantitative background. This book provides a short introduction to the subject with examples of its use in mathematical finance e. g pricing of derivatives.
Book Hero Magic formatted this description to make it easier to read. While it's new and
still learning, it may not be perfect - your
feedback is welcome!
Description
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.
Summary slides for revision and teaching can be found on the book website.
Book Details
INFORMATION
ISBN: 9780470021705
Publisher: John Wiley & Sons Inc
Format: Paperback / softback
Date Published: 15 April 2008
Country: United States
Imprint: John Wiley & Sons Inc
Audience: Professional and scholarly
DIMENSIONS
Spine width: 20.0mm
Width: 153.0mm
Height: 227.0mm
Weight: 510g
Pages: 336
About the Author
UBBO WIERSEMA was educated in Applied Mathematics at Delft, in Operations Research at Berkeley, and in Financial Economics and Financial Mathematics at the London School of Economics. He joined The Business School for Financial Markets (the ICMA Centre) at the University of Reading, UK, in 1997, to develop and teach its curriculum in Quantitative Finance. Prior to that, he was a derivatives mathematician at the merchant bank Robert Fleming in the City of London. His earlier career was in Operations Research in the US and Europe.
More from Science & Nature
View all-
John and Paul
THE SUNDAY TIMES AND NEW YORK TIMES BESTSELLER LONGLISTED FOR THE BAILLIE GIFFORD PRIZE FOR NON-FICTION 'A triumph.' Deborah Levy, New Statesman 'Tremendous.' Alwyn Turner, The Times 'Revelatory.' Simon Schama, Financial Times 'The gold standard of Beatles books.' Anthony Quinn, Observer 'As enthralling and astonishing as their music.' Jon Dennis, Sunday Telegraph 'A masterpiece.' Dylan Jones, Evening Standard '[Ian Leslie]...Paperback$2800Elsewhere:$3299Unit price /UnavailableIn StockShips tomorrow -
Raising Hare
THE INSTANT SUNDAY TIMES AND NEW YORK TIMES BESTSELLER SHORTLISTED FOR THE WOMEN'S PRIZE FOR NON-FICTION 2025 SHORTLISTED FOR WATERSTONES BOOK OF THE YEAR 2024 SHORTLISTED FOR THE HATCHARDS AND BIOGRAPHERS' CLUB FIRST BIOGRAPHY PRIZE A BOOK OF THE YEAR FOR THE HAY FESTIVAL, SUNDAY TIMES, THE TIMES, FINANCIAL TIMES, SPECTATOR AND iNEWS 'A beautiful book' - ANGELINA JOLIE 'I...Paperback$2400Elsewhere:$2799Unit price /UnavailableIn StockShips tomorrow -
What If? 10th Anniversary Edition
CELEBRATING TEN YEARS OF THE MILLION-SELLING POP SCIENCE CLASSIC WITH A SPECIAL EDITION. THIS IS WHAT IF? . . . x10. THE SUNDAY TIMES BESTSELLER 'Nerd royalty' — BEN GOLDACRE 'Totally brilliant' — TIM HARFORD 'Required reading across the world' — NEW YORK TIMES From the creator of the wildly popular xkcd.com, experience hilarious and informative answers to important questions...Hardback$4200Elsewhere:$5000Unit price /UnavailableIn StockShips tomorrow -
The Anxious Generation
A powerful argument for reclaiming childhood—and all human relationships—from the online world, from the influential social psychologist and international bestselling author. Jonathan Haidt has spent his career speaking truth and wisdom in some of the most difficult spaces—communities polarised by politics and religion, campuses battling culture wars, and now the mental health emergency hitting teenagers today in many countries around...Paperback$2299Elsewhere:$3000Unit price /UnavailableIn StockShips tomorrow -
Prisoners of Geography
Prisoners of Geography looks at the past, present, and future to offer crucial insights into one of the major factors that determine world history – because if you don’t know geography, you’ll never have the full picture. Originally published in 2015, this completely revised and updated edition brings it up to date with the events and trends of the past...Paperback$2899Unit price /UnavailableIn StockShips tomorrow -
Diddly Squat: Home to Roost
It's been another memorable year on Diddly Squat Farm - will the chickens finally come home to roost? Welcome back to Clarkson's Farm. The spring crop failed. Farming sheep, pigs, and cows was hardly more lucrative (better off breeding ostriches...) But in the face of uncooperative weather, bureaucracy, and the world's persistent refusal to recognise his genius, our hero's not...Paperback$2600Elsewhere:$3000Unit price /UnavailableIn StockShips tomorrow -
The Place of Tides
To save the world, we have to start somewhere. One afternoon many years ago, James Rebanks met an old woman on a remote Norwegian island. She lived and worked alone on a tiny rocky outcrop, caring for wild ducks and gathering their down. Hers was a centuries-old trade that had once made men and women rich, but had long been...Paperback$3000Unit price /UnavailableIn StockShips tomorrow -
Ultra-Processed People
Launching the runaway bestseller with ambitions to be the biggest non-fiction paperback of the year IT'S NOT YOU. IT'S THE FOOD. "If you only read one diet or nutrition book in your life, make it this one" - Bee Wilson "You've got to get this book in your life . . . Completely compelling . . . Read a page...Paperback$2500Elsewhere:$2800Unit price /UnavailableIn StockShips tomorrow -
Kitchen Confidential
The classic bestseller from the star of Parts Unknown and No Reservations: 25th Anniversary edition, with a new introduction by Irvine Welsh. BEFORE THERE WAS THE BEAR, THERE WAS BOURDAIN. ‘Elizabeth David written by Quentin Tarantino’ — A.A. Gill ‘Fantastic: as lip-smackingly seductive as a bowl of fat chips and pungent aioli’ — Daily Telegraph After twenty-five years of sex,...Paperback$2500Elsewhere:$2799Unit price /UnavailableIn StockShips tomorrow -
Sapiens
Sapiens by Yuval Noah Harari is an extraordinary exploration of humanity's history from the dawn of our species to the present day. Harari delves into our evolution, offering insights into the cognitive revolutions that allowed Homo sapiens to rise above other animal species. Traversing through various stages of human development, he examines the Agricultural Revolution, the unification of humankind through...Paperback$2500Elsewhere:$3000Unit price /UnavailableIn StockShips tomorrow -
Invisible Women
Invisible Women by Caroline Criado Perez is a groundbreaking and meticulously researched exploration into the pervasive gender bias that infiltrates every aspect of our society. Through compelling case studies and thorough analysis, this book unveils the hidden ways women are systematically disadvantaged in a world predominantly designed by and for men. Perez's revelations stretch across various sectors including government policy,...Paperback$2500Elsewhere:$2600Unit price /UnavailableIn StockShips tomorrow -
Clean & Green
Simple swaps and innovative ideas for cleaning and maintaining your home that won't cost the Earth. Learn how easy it is to make simple swaps in your cleaning and tidying methods for a more eco-friendly home. This beautifully illustrated black and white guide with 101 hints and sustainable, natural cleaning tips and hacks will help you take small steps that...Paperback$2999Unit price /UnavailableIn StockShips tomorrow
Why buy from us?
Book Hero is not a chain store or big box retailer. We're an independent 100% NZ-owned business on a mission to help more Kiwis rediscover a love of books and reading!
Service & Delivery
Our warehouse in Auckland holds over 100,000 books, toys, board games and puzzles in-stock so you're not waiting for your order to arrive from overseas.
Auckland Bookstore
We're primarily an online store, but for your convenience you can pick up your order for free from our bookstore, which is right next door to our warehouse in Hobsonville.
Our Gifting Service
Books make wonderful thoughtful gifts and we're here to help with gift-wrapping and cards. We can even send your gift directly to your loved one.
