M. Capinski, P.E.

Kopp

Measure, Integral and Probability

Series: Springer Undergraduate Mathematics Series

Fully revised and expanded to include applications to mathematical

finance, and a detailed review of the Radon-Nikodym theorem
Aimed at 2nd and 3rd year undergraduates, it provides an accessible
introduction that is also suitable for self-study Also suitable as
preparation for Masters level courses on mathematical finance

2nd ed. 2004, XV, 311 p. 23 illus.

Printed book
Softcover
34,95 | 24.95 | $49.95
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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.

Printed eBook for just

| $ 24.99
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