From Measures to Itô Integrals

Name: From Measures to Itô Integrals
Brand: Cambridge University Press
SKU: 9781107400863
Price: 4850 KES
Availability: OutOfStock
ISBN: 9781107400863

by Ekkehard Kopp

Book Details

Format Paperback / softback

Book Series AIMS Library of Mathematical Sciences

ISBN-10 1107400864

ISBN-13 9781107400863

Publisher Cambridge University Press

Imprint Cambridge University Press

Country of Manufacture US

Country of Publication GB

Publication Date Mar 31st, 2011

Print length 128 Pages

Weight 17 grams

Dimensions 21.50 x 13.80 x 0.70 cms

Product Classification: Finance Finance and the finance industry Integral calculus & equations Integral calculus and equations Probability & statistics Probability and statistics

KSh 4,850.00

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This concise introduction to the background theory of stochastic processes begins with a clear account of measure theory and leads up to the Itô formula and its basic applications in Black–Scholes theory. Ideal for beginning graduate students, this treatment is reasonably rigorous and includes carefully chosen exercises.

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.

Get From Measures to Itô Integrals by Ekkehard Kopp at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Cambridge University Press and it has 128 pages.