Foundations of Quantitative Finance Book VII: Brownian Motion and Other Stochastic Processes | Mathematics

Product Description

This is the seventh book in a set of ten published under the collective title of Foundations of Quantitative Finance. The targeted readers are students researchers and practitioners of quantitative finance who find that many sources for financial applications are written at a level assuming significant mathematical expertise. The goal for this series is to provide a complete and detailed development of the many foundational mathematical theories and results one finds referenced in popular resources in finance and quantitative finance. The included topics have been curated from vast mathematics and finance literature for the express purpose of supporting applications in quantitative finance.…