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

(Bog, Paperback / softback, Engelsk)
Forfatter: Ekkehard (University of Hull) Kopp
From Measures to Ito Integrals
Forlag: Cambridge University Press

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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 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.

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Alle detaljer

Forlag Cambridge University Press
Forfatter Ekkehard (University of Hull) Kopp
Type Bog
Format Paperback / softback
Sprog Engelsk
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
ISBN-13 / EAN-13 9781107400863