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Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
Hardcover
Series: Chapman and Hall/CRC Financial Mathematics
ISBN13: 9781032231174
Publisher: CRC Press
Published: Apr 28 2026
Pages: 363
Weight: 1.93
Height: 0.88 Width: 7.00 Depth: 10.00
Language: English
This is the seventh book in a set of ten published under the collective title of Foundations of Quantitative Finance. It introduces and develops properties of Brownian motion as well as two other classes of stochastic processes: Markov processes and martingales. It is for researchers and practitioners of quantitative finance.
1 different editions
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