From Measures to Ito IntegralsAuthor :
Paperback
Published : Thursday 31 March 2011
Description
This concise introduction to the background theory of stochastic processes begins with a clear account of measure theory and leads up to the Ito formula and its basic applications in Black-Scholes theory. Ideal for beginning graduate students, this treatment is reasonably rigorous and includes carefully chosen exercises.
You may also like ...
by
Paperback
07 Aug 2014
Investment and securities
€38.60
Extended stock – Dispatch 5-7 days
by
Paperback
21 Nov 2013
Finance and the finance industry
€28.07
Extended stock – Dispatch 5-7 days
by
Paperback
13 Sep 2012
Finance and the finance industry
€28.07
Extended stock – Dispatch 5-7 days
by
Paperback
23 Aug 2012
Finance and the finance industry
€28.07
Extended stock – Dispatch 5-7 days
Reviews