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  • Measure, Integral and Probability, Paperback by Capinski, Marek; Kopp, Ekkeha...

    • Item No : 388684709708
    • Condition : Brand New
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    • Seller : greatbookprices1
    • Current Bid : US $45.52
    • * Item Description

    • Measure, Integral and Probability, Paperback by Capinski, Marek; Kopp, Ekkehard; Kopp, P. E., ISBN 1852337818, ISBN-13 9781852337810, Brand New, Free shipping in the US

      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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