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From Measures to Ito Integrals

Af: Ekkehard Kopp Engelsk Paperback

From Measures to Ito Integrals

Af: Ekkehard Kopp Engelsk Paperback
Tjek vores konkurrenters priser
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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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.
Produktdetaljer
Sprog: Engelsk
Sider: 128
ISBN-13: 9781107400863
Indbinding: Paperback
Udgave:
ISBN-10: 1107400864
Udg. Dato: 31 mar 2011
Længde: 7mm
Bredde: 138mm
Højde: 215mm
Forlag: Cambridge University Press
Oplagsdato: 31 mar 2011
Forfatter(e): Ekkehard Kopp
Forfatter(e) Ekkehard Kopp


Kategori Integralregning og integralligninger


ISBN-13 9781107400863


Sprog Engelsk


Indbinding Paperback


Sider 128


Udgave


Længde 7mm


Bredde 138mm


Højde 215mm


Udg. Dato 31 mar 2011


Oplagsdato 31 mar 2011


Forlag Cambridge University Press