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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
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2011. gada 31. marts |
| ISBN13 | 9781107400863 |
| Izdevēji | Cambridge University Press |
| Lapas | 128 |
| Izmēri | 138 × 215 × 7 mm · 234 g (Svars (aptuveni)) |
| Valoda | Angļu |
