From Measures to Ito Integrals

€37.95
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From Measures to Ito Integrals

From Measures to Ito Integrals

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From Measures to Ito Integrals

  • Brand: Unbranded

€37.95

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€44.95
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+ €6.49 Shipping

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Sold by:

€37.95

Save €7.00 (15%)

RRP

€44.95
In stock
+ €6.49 Shipping

14-Day Returns Policy

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Description

From Measures to Ito Integrals

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.
  • Brand: Unbranded
  • Category: Education
  • Format: Paperback
  • Language: English
  • Publication Date: 2021-01-07
  • Publisher / Label: Cambridge University Press
  • Author: Ekkehard Kopp (University of Hull)
  • Number of Pages: 128
  • Fruugo ID: 343494883-752591148
  • ISBN: 9781107400863

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  • STANDARD: €6.49 - Delivery between Tue 24 February 2026–Mon 16 March 2026

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