{"product_id":"from-measures-to-ito-integrals-9781107400863","title":"From Measures to Itô Integrals","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eFrom 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePreface; 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.","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":53186730164567,"sku":"9781107400863","price":24.99,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/bookcurl.com\/products\/from-measures-to-ito-integrals-9781107400863","provider":"Book Curl","version":"1.0","type":"link"}