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Provides an introduction to measure and integration theory. This book features 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.
TITLE: Measure Integral and Probability
AUTHOR: Marek Capinski
SKU: 9781852337810
PUBLISHER: Springer London Ltd
PLACE PUBLISHED: United Kingdom
PAGES: 311
BINDING: Paperback / softback
LANGUAGE: English
DIMENSIONS: 178 mm x 254 mm
WEIGHT: 1260 gr