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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Ekkehard Kopp studied at Stellenbosch University and obtained his PhD from the University of Oxford in 1970. He held academic positions at the University of Hull from 1970 until his retirement in 2004, including serving as Dean of Mathematics and Pro-Vice-Chancellor. He is the author of over 50 publications in analysis, probability and mathematical finance.
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Paperback. Etat : Good. From Measures to It Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, It 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 It calculus. N° de réf. du vendeur 00109446895
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Paperback. Etat : Good. From Measures to It Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, It 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 It calculus. N° de réf. du vendeur CIN1107400864G
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Etat : New. 2011. Illustrated. paperback. Probability theory from the ground up, with an emphasis on finance applications. Series: Aims Library of Mathematical Sciences. Num Pages: 128 pages, 2 b/w illus. 55 exercises. BIC Classification: KFF; PBKL; PBT. Category: (U) Tertiary Education (US: College). Dimension: 215 x 138 x 7. Weight in Grams: 172. . . . . . N° de réf. du vendeur V9781107400863
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