From Measures To Ito Integrals
language: english
Publisher:
CAMBRIDGE UNIVERSITY PRESS, March of 2011 ‧
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SYNOPSIS
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 Blackâ€"Scholes theory. Ideal for beginning graduate students, this treatment is reasonably rigorous and includes carefully chosen exercises.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9781107400863 |
| Publisher: | CAMBRIDGE UNIVERSITY PRESS |
| Release Date: | March of 2011 |
| Language: | English |
| Cover: | Softcover |
| Pages: | 128 |
| Format: | Book |
| Collection: | Aims Library Of Mathematical Sciences |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Finances
|
| EAN: | 9781107400863 |
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