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From Measures to Ito Integrals
Engelsk
Bogcover for From Measures to Ito Integrals af Ekkehard Kopp, 9781107400863
Specifikationer
Sprog:
Engelsk
Sider:
128
ISBN-13:
9781107400863
Indbinding:
Paperback
ISBN-10:
1107400864
Udg. Dato:
31 mar 2011
Størrelse i cm:
21,5 x 13,8 x 0,7
Oplagsdato:
31 mar 2011
Forfatter(e):

From Measures to Ito Integrals

Engelsk
Paperback 2011
Format:

Bog beskrivelse
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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Specifikationer
Sprog:
Engelsk
Sider:
128
ISBN-13:
9781107400863
Indbinding:
Paperback
ISBN-10:
1107400864
Udg. Dato:
31 mar 2011
Størrelse i cm:
21,5 x 13,8 x 0,7
Oplagsdato:
31 mar 2011
Forfatter(e):
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