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Item Details
| Title:
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FROM MEASURES TO ITO INTEGRALS
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| By: |
Ekkehard Kopp |
| Format: |
Electronic book text |
| List price:
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£162.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0511813112 |
| ISBN 13: |
9780511813115 |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
5 June, 2012 |
| Series: |
Aims Library of Mathematical Sciences |
| Description: |
Probability theory from the ground up, with an emphasis on finance applications. |
| Synopsis: |
From Measures to Ito Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Ito integrals and a brief look at martingale calculus. Modern probability theory and the applications of stochastic processes rely heavily on an understanding of basic measure theory. This text is ideal preparation for graduate-level courses in mathematical finance and perfect for any reader seeking a basic understanding of the mathematics underpinning the various applications of Ito calculus. |
| Illustrations: |
2 b/w illus. 55 exercises |
| Publication: |
UK |
| Imprint: |
Cambridge University Press (Virtual Publishing) |
| Returns: |
Non-returnable |
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