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From Measures to Ito Integrals - AIMS Library of Mathematical Sciences Kopp, Ekkehard (University of Hull)
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From Measures to Ito Integrals - AIMS Library of Mathematical Sciences
Kopp, Ekkehard (University of Hull)
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.
128 pages, 2 b/w illus. 55 exercises
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 31 de marzo de 2011 |
| ISBN13 | 9781107400863 |
| Editores | Cambridge University Press |
| Páginas | 128 |
| Dimensiones | 138 × 215 × 7 mm · 234 g (Peso (estimado)) |
| Lengua | Inglés |
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