Store besparelser
Hurtig levering
Gemte
Log ind
0
Kurv
Kurv
From Measures to Ito Integrals
Engelsk Paperback
From Measures to Ito Integrals
Engelsk Paperback

363 kr
Tilføj til kurv
Sikker betaling
23 - 25 hverdage

Om denne bog
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.
Product detaljer
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):
Kategori sammenhænge