From Measures to Ito Integrals (African Institute of Mathematics Library) - Softcover

Kopp, Ekkehard

 
9781107400863: From Measures to Ito Integrals (African Institute of Mathematics Library)

Inhaltsangabe

Probability theory from the ground up, with an emphasis on finance applications.

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Über die Autorin bzw. den Autor

Ekkehard Kopp studied at Stellenbosch University and obtained his PhD from the University of Oxford in 1970. He held academic positions at the University of Hull from 1970 until his retirement in 2004, including serving as Dean of Mathematics and Pro-Vice-Chancellor. He is the author of over 50 publications in analysis, probability and mathematical finance.

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