From Measures to Ito Integrals (Bog, Paperback / softback, Engelsk) af Ekkehard (University of Hull) Kopp

From Measures to Ito Integrals (Bog, Paperback / softback, Engelsk)

Af: Ekkehard (University of Hull) Kopp


Forlag: Cambridge University Press

  • Type: Bog
  • Format: Paperback / softback
  • Sprog: Engelsk Sprog: Engelsk
  • ISBN-13: 9781107400863
  • Udgivelsesdato: 31-03-2011
  • Første udgivelsesår: 2011
  • Serie: AIMS Library of Mathematical Sciences
  • Illustrationer: Worked examples or Exercises; 2 Line drawings, unspecified
  • Originalsprog: United Kingdom
  • Sideantal: 128
  • Indbinding: Paperback / softback
  • Forlag: Cambridge University Press
  • Sideoplysninger: 128 pages, Worked examples or Exercises; 2 Line drawings, unspecified
  • Mål: 215 x 138 x 7

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Beskrivelse

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

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