Description
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.
Probability theory from the ground up, with an emphasis on finance applications.
About the Author
Ekkehard Kopp studied at Stellenbosch University and obtained his PhD from the University of Oxford in 1970. He held academic positions at the University of Hull from 1970 until his retirement in 2004, including serving as Dean of Mathematics and Pro-Vice-Chancellor. He is the author of over 50 publications in analysis, probability and mathematical finance.
Book Information
ISBN 9781107400863
Author Ekkehard Kopp
Format Paperback
Page Count 128
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 170g
Dimensions(mm) 216mm * 138mm * 1mm
Probability theory from the ground up, with an emphasis on finance applications.
About the Author
Ekkehard Kopp studied at Stellenbosch University and obtained his PhD from the University of Oxford in 1970. He held academic positions at the University of Hull from 1970 until his retirement in 2004, including serving as Dean of Mathematics and Pro-Vice-Chancellor. He is the author of over 50 publications in analysis, probability and mathematical finance.
Book Information
ISBN 9781107400863
Author Ekkehard Kopp
Format Paperback
Page Count 128
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 170g
Dimensions(mm) 216mm * 138mm * 1mm
