From Measures to Ito Integrals
Author:   Ekkehard Kopp (University of Hull)
Publisher:   Cambridge University Press
ISBN:  

9781283111188


Pages:   130
Publication Date:   01 January 2011
Format:   Undefined
Availability:   Available To Order   Availability explained
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From Measures to Ito Integrals


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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.

Full Product Details

Author:   Ekkehard Kopp (University of Hull)
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press
ISBN:  

9781283111188


ISBN 10:   1283111187
Pages:   130
Publication Date:   01 January 2011
Audience:   General/trade ,  General
Format:   Undefined
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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