Wednesday, March 09, 2005

A Non-Technical Introduction to Brownian Motion by Don Chance

A Non-Technical Introduction to Brownian Motion

Wow--I wish I had had this during the Financial Econometrics class at Penn State. I was quite lost for the better part of the semester in that one! I have since made some sense of it, but the description from Financial Engineering News by Don Chance is a nice review and description! Definitely recommended!

1 comment:

The Unknown Professor said...

Another great source (at a slighlty higher level) is Shimko's "Finance In Continuous Time: A Primer". It got me through grad school.

Keep up the good work.

The Unknown Professor
Financial Rounds
www.financialrounds.blogspot.com