Brownian motion calculus

There 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. Wiersma assumes only a basic knowledge of calculus and probability and guides the student through the book with examples and exercises (complemented by the website/disk).

Wiersma has been teaching the subject for many years and the book will be based on his tried and tested course notes.