From Measures to Itô Integrals (English, Ekkehard Kopp)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9781107400863
ISBN-10
1107400864
Author
Ekkehard Kopp
About the Book
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 mathem…
ISBN: 9781107400863
ISBN-13: 9781107400863
ISBN-10: 1107400864
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Product ID: isbn-9781107400863
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