From Measures to Ito Integrals - AIMS Library of Mathematical Sciences - Kopp, Ekkehard (University of Hull) - Books - Cambridge University Press - 9781107400863 - March 31, 2011
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Kopp, Ekkehard (University of Hull)
From Measures to Ito Integrals - AIMS Library of Mathematical Sciences

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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 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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 31, 2011
ISBN13 9781107400863
Publishers Cambridge University Press
Pages 128
Dimensions 138 × 215 × 7 mm   ·   234 g   (Weight (estimated))
Language English  

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