Wednesday, March 9, 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!

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