From Measures to Ito Integrals (Paperback)

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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	AIMS Library of Mathematical Sciences
Release date:	March 2011
First published:	March 2011
Authors:	Ekkehard Kopp
Dimensions:	216 x 138 x 14mm (L x W x T)
Format:	Paperback - Trade
Pages:	120
ISBN-13:	978-1-107-40086-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Integral equations Books > Money & Finance > General
LSN:	1-107-40086-4
Barcode:	9781107400863

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