Ekkehard Kopp

From Measures to Itô Integrals

• Broschiertes Buch

Produktbeschreibung

Probability theory from the ground up, with an emphasis on finance applications.

Produktdetails

• Verlag: European Community
• Seitenzahl: 128
• Erscheinungstermin: 9. Mai 2011
• Englisch
• Abmessung: 211mm x 137mm x 8mm
• Gewicht: 159g
• ISBN-13: 9781107400863
• ISBN-10: 1107400864
• Artikelnr.: 32716097

Autorenporträt

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.

Inhaltsangabe

Preface
1. Probability and measure
2. Measures and distribution functions
3. Measurable functions/random variables
4. Integration and expectation
5. Lp-spaces and conditional expectation
6. Discrete-time martingales
7. Brownian motion
8. Stochastic integrals
Bibliography
Index.