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From Measures To Ito Integrals

by Ekkehard (University Of Hull) Kopp
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, March of 2011 ‧
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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.

From Measures To Ito Integrals

by Ekkehard (University Of Hull) Kopp

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