From Measures to Ito Integrals
Ekkehard (University of Hull) Kopp
Cambridge University Press, 2011
46,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781107400863
- ISBN-10
- 1107400864
- Publisher
- Cambridge University Press
- Year
- 2011
- Publication date
- 2011-03-31
- Pages
- 128
- Dimensions
- 215x138x7
- Weight
- 17