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From Measures to Ito Integrals von Kopp (eBook)

  • Erscheinungsdatum: 31.03.2011
  • Verlag: Cambridge University Press
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From Measures to Ito Integrals

From Measures to Ito Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Ito 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 Ito calculus.

Produktinformationen

    Format: PDF
    Kopierschutz: AdobeDRM
    Erscheinungsdatum: 31.03.2011
    Sprache: Englisch
    ISBN: 9781139066280
    Verlag: Cambridge University Press
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