Hooray! You have added the first book to your bookshelf. Check it out now!
Create your own shelf sign up
[−]
  • Search Digit-count Valid ISBN Invalid ISBN Valid Barcode Invalid Barcode

Measure, Integral and Probability

By Marek Capinski,Peter E. Kopp

(5)

| Paperback | 9781852337810

Like Measure, Integral and Probability ?
Join aNobii to see if your friends read it, and discover similar books!

Sign up for free

Book Description

Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with a Continue

Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this second edition, the text has been thoroughly revised and expanded. New features include: · a substantial new chapter, featuring a constructive proof of the Radon-Nikodym theorem, an analysis of the structure of Lebesgue-Stieltjes measures, the Hahn-Jordan decomposition, and a brief introduction to martingales · key aspects of financial modelling, including the Black-Scholes formula, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework. In addition, further exercises and examples are provided to encourage the reader to become directly involved with the material.

0 Reviews

Login or Sign Up to write a review

Book Details

  • Rating:
    (5)
    • 4 stars
  • English Books
  • Paperback 312 Pages
  • ISBN-10: 1852337818
  • ISBN-13: 9781852337810
  • Publisher: Springer
  • Publish date: 2004-07-20
  • Dimensions: 129 mm x 1,096 mm x 1,483 mm
  • In other languages: other languages Deutsche Bücher
Improve_data of this book

Groups with this in collection