Synopsis
Probability theory from the ground up, with an emphasis on finance applications.
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About the Author
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.
"About this title" may belong to another edition of this title.
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From Measures to It� Integrals (AIMS Library of Mathematical Sciences)
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ISBN 10: 1107400864
ISBN 13: 9781107400863
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From Measures to Itô Integrals (AIMS Library of Mathematical Sciences)
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Cambridge University Press, 2011
ISBN 10: 1107400864
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From Measures to Ito Integrals
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ISBN 13: 9781107400863
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From Measures to Ito Integrals
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From Measures to It Integrals (Paperback)
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ISBN 10: 1107400864
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Paperback. Condition: new. Paperback. 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. 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 BlackScholes theory. Ideal for beginning graduate students, this treatment is reasonably rigorous and includes carefully chosen exercises. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781107400863
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From Measures to Itô Integrals (AIMS Library of Mathematical Sciences)
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From Measures to Ito Integrals
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From Measures to Ito Integrals
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From Measures to It? Integrals
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Condition: New. 2011. Illustrated. paperback. Probability theory from the ground up, with an emphasis on finance applications. Series: Aims Library of Mathematical Sciences. Num Pages: 128 pages, 2 b/w illus. 55 exercises. BIC Classification: KFF; PBKL; PBT. Category: (U) Tertiary Education (US: College). Dimension: 215 x 138 x 7. Weight in Grams: 172. . . . . . Seller Inventory # V9781107400863
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