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:
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
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