From Measures To Ito Integrals
idioma: inglês
Editor:
CAMBRIDGE UNIVERSITY PRESS, março de 2011 ‧
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781107400863 |
| Editor: | CAMBRIDGE UNIVERSITY PRESS |
| Data de Lançamento: | março de 2011 |
| Idioma: | Inglês |
| Encadernação: | Capa mole |
| Páginas: | 128 |
| Tipo de produto: | Livro |
| Coleção: | Aims Library Of Mathematical Sciences |
| Classificação Temática: |
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Economia, Finanças e Contabilidade
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Finanças
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| EAN: | 9781107400863 |
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