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From Measures to Ito Integrals Product ID : 9781107400863
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From Measures to Ito Integrals

R 12000

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From Measures to Ito Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Ito integrals and a brief look at martingale calculus. Modern probability theory and the applications of stochastic processes rely heavily on an understanding of basic measure theory. This text is ideal preparation for graduate-level courses in mathematical finance and perfect for any reader seeking a basic understanding of the mathematics underpinning the various applications of Ito calculus.

Features
Model
9781107400863
Product/Packaging Information
Product Weight
0.17 kg
Product Dimensions
216mm(L) x 138mm(W) x 15mm(H)
Shipping Weight
0.17 kg
Shipping Dimensions
216mm(L) x 138mm(W) x 15mm(H)