From Measures to Itô Integrals
$95.03
- Paperback
128 pages
- Release Date
31 March 2011
Summary
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.
Book Details
| ISBN-13: | 9781107400863 |
|---|---|
| ISBN-10: | 1107400864 |
| Author: | Ekkehard Kopp |
| Publisher: | Cambridge University Press |
| Imprint: | Cambridge University Press |
| Format: | Paperback |
| Number of Pages: | 128 |
| Release Date: | 31 March 2011 |
| Weight: | 170g |
| Dimensions: | 216mm x 138mm x 7mm |
| Series: | AIMS Library of Mathematical Sciences |
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About The Author
Ekkehard Kopp
Ekkehard Kopp studied at Stellenbosch University and obtained his PhD from the University of Oxford in 1970. He held academic positions at the University of Hull from 1970 until his retirement in 2004, including serving as Dean of Mathematics and Pro-Vice-Chancellor. He is the author of over 50 publications in analysis, probability and mathematical finance.
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