| 000 -LEADER |
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| fixed length control field |
03554nam a2200421 a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
EBC691994 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
MiAaPQ |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
101129s2011 enka sb 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| Canceled/invalid LC control number |
2010050362 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Cancelled/invalid ISBN |
9781107400863 (pbk.) |
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| Cancelled/invalid ISBN |
9781139081146 (e-book) |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(MiAaPQ)EBC691994 |
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| System control number |
(Au-PeEL)EBL691994 |
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| System control number |
(CaPaEBR)ebr10469136 |
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| System control number |
(CaONFJC)MIL311118 |
|
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| System control number |
(OCoLC)781338540 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
MiAaPQ |
| Transcribing agency |
MiAaPQ |
| Modifying agency |
MiAaPQ |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA312 |
| Item number |
.K5867 2011 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
515/.42 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Kopp, P. E., |
| Dates associated with a name |
1944- |
| 245 10 - TITLE STATEMENT |
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| Title |
From Measures to It�o Integrals |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc |
Ekkehard Kopp. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Cambridge [England] ; |
| -- |
New York : |
| Name of publisher, distributor, etc |
Cambridge University Press, |
| Date of publication, distribution, etc |
2011. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
vii, 120p. : |
| Other physical details |
ill. |
| 490 1# - SERIES STATEMENT |
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| Series statement |
African Institute of Mathematics Library series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| 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 It�o Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, It�o 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 It�o calculus"-- |
| -- |
Provided by publisher. |
|
|---|
| 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 It�o 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 It�o 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"-- |
| -- |
Provided by publisher. |
| 533 ## - REPRODUCTION NOTE |
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| Type of reproduction |
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Measure theory |
| Form subdivision |
Textbooks. |
| 655 #4 - INDEX TERM--GENRE/FORM |
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| Genre/form data or focus term |
Electronic books. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
ProQuest (Firm) |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
AIMS library series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://ebookcentral.proquest.com/lib/kliuc-ebooks/detail.action?docID=691994 |
| Public note |
Click to View |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
E-book |
