Measure, Integral and Probability

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    Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this second edition, the text has been thoroughly revised and expanded. New features include: * a substantial new chapter, featuring 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, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework. In addition, further exercises and examples are provided to encourage the reader to become directly involved with the material.

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    Number of Pages: 311
    Format(s): Paperback - ISBN: 9781852337810
    Publication Date:
    Listed in: Calculus & mathematical analysis, Probability & statistics
    Publisher: Springer London Ltd

    Books by Ekkehard Kopp

    Paperback

    RRP: £24.95

    Sale Price: £22.42

    Save: £2.53 per copy!

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