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From Measures to Itô Integrals / (Record no. 132968)

000 -LEADER
fixed length control field 03520cam a2200409 i 4500
001 - CONTROL NUMBER
control field 16556087
003 - CONTROL NUMBER IDENTIFIER
control field BD-DhUL
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20161208133735.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 101129s2011 enka b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2010050362
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781107400863 (pbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1107400864 (pbk.)
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)ocn690090166
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency DLC
Description conventions rda
Modifying agency YDX
-- BTCTA
-- YDXCP
-- YDXCP
-- BD-DhUL
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA312
Item number .K5867 2011
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 515.42
Edition number 22
Item number BIP
084 ## - OTHER CLASSIFICATION NUMBER
Classification number MAT034000
Number source bisacsh
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Kopp, P. E.,
Dates associated with a name 1944-
Relator term author.
245 10 - TITLE STATEMENT
Title From Measures to Itô Integrals /
Statement of responsibility, etc. Ekkehard Kopp.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Cambridge :
Name of publisher, distributor, etc. Cambridge University Press,
Date of publication, distribution, etc. 2011.
300 ## - PHYSICAL DESCRIPTION
Extent vii, 120 pages :
Other physical details illustrations ;
Dimensions 22 cm.
336 ## - CONTENT TYPE
Content type term text
Source rdacontent
337 ## - MEDIA TYPE
Media type term unmediated
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term volume
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement African Institute of Mathematics Library Series
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (page 118) and index.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note Machine generated contents note: 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.
520 ## - SUMMARY, ETC.
Summary, etc. "From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô 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 Itô calculus"--
Assigning source Provided by publisher.
520 ## - SUMMARY, ETC.
Summary, etc. "Undergraduate mathematics syllabi vary considerably in their coverage of measure-theoretic probability theory, so beginning graduates often find substantial gaps in their background when attending modules in advanced analysis, stochastic processes and applications. This text seeks to fill some of these gaps concisely. The exercises form an integral part of the text. The material arose from my experience of teaching AIMS students between 2004 and 2007, of which I retain many fond memories. The AIMS series format allows few explorations of byways; and the objective of arriving at a reasonably honest but concise account of the Itô integral decided most of the material. With motivation from elementary probability we discuss measures and integrals, leading via L2-theory and conditional expectation to discrete martingales and an outline proof of the Radon-Nikodym Theorem. The last two chapters introduce Brownian Motion and Itô integrals, with a brief look at martingale calculus. Here proofs of several key results are only sketched briefly or omitted. The Black-Scholes option pricing model provides the main application. None of the results presented is new; any remaining errors are mine"--
Assigning source Provided by publisher.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Measure theory
Form subdivision Textbooks.
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title AIMS library series.
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified Cover image
Uniform Resource Identifier http://assets.cambridge.org/97811074/00863/cover/9781107400863.jpg
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a 7
b cbc
c orignew
d 1
e ecip
f 20
g y-gencatlg
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Books

No items available.

Last Updated on September 15, 2019
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