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From Measures to Ito Integrals

Language EnglishEnglish
Book Paperback
Book From Measures to Ito Integrals Ekkehard Kopp
Libristo code: 04360826
Publishers Cambridge University Press, March 2011
From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Bro... Full description
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From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô 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 Itô calculus.

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About the book

Full name From Measures to Ito Integrals
Author Ekkehard Kopp
Language English
Binding Book - Paperback
Date of issue 2011
Number of pages 128
EAN 9781107400863
ISBN 1107400864
Libristo code 04360826
Publishers Cambridge University Press
Weight 17
Dimensions 138 x 215 x 7

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Integral calculus & equations
Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
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