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About From measures to Ito integrals
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.
Detailed Information
| Author: | Kopp E. |
|---|---|
| Publication Year: | 2011 |
| ISBN: | 9781107400863 |
| Pages: | 130 |
| Language: | English |
| File Size: | 0.747 |
| Format: | |
| Price: | FREE |
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