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**About this book :- **
**Brownian Motion Calculus ** written by
** Ubbo F. Wiersema**.
In this book Ubbo F. Wiersema 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.

This is a text which presents the basics of stochastic calculus in an elementary fashion with plenty of practice. It is aimed at the typical student who wants to learn quickly about the use of these tools in financial engineering, particularly option valuation, and who in the first instance can accept (and usually prefers) certain propositions without the full mathematical proofs and technical conditions. Elementary ordinary calculus has been successfully taught along these lines for decades. Concurrent numerical experimentation, using Excel/VBA and Mathematica, forms an integral part of the learning. Useful side readings are given with each topic. Annexes provide background and elaborate some more technical aspects. The technical prerequisites are elementary probability theory and basic ordinary calculus.

**Book Detail :- **
** Title: ** Brownian Motion Calculus
** Edition: **
** Author(s): ** Ubbo F. Wiersema
** Publisher: ** Wiley
** Series: **
** Year: ** 2008
** Pages: ** 331
** Type: ** PDF
** Language: ** English
** ISBN: ** 0470021705,9780470021705,9780470021712
** Country: ** USA
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**About Author :- **

Ubbo F. Wiersema is author of some books like as "Brownian Motion Calculus"

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**Book Contents :- **
**Brownian Motion Calculus ** written by
** Ubbo F. Wiersema**
cover the following topics.

1. Brownian Motion

2. Martingales

3. It¯o Stochastic Integral

4. It¯o Calculus

5. Stochastic Differential Equations

6. Option Valuation

7. Change of Probability

8. Numeraire

A: Computations with Brownian Motion

B: Ordinary Integration

C: Brownian Motion Variability

D: Norms

E: Convergence Concepts

Answers to Exercises

References

Index

**Note:-**

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Divison related shortcut Tricks

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Prime Number related shortcut Tricks

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