Stefano Spaccapietra; Elisa Bertino; Sushil Jajodia; Roger B. King; Dennis McLeod; Maria E. Orlowska; Leon Strous Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2005) Pehmeäkantinen kirja
Stefano Spaccapietra; Paolo Atzeni; Francois Fages; Mohand-Said Hacid; Michael Kifer; John Mylopoulos; Barbara Pernici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2007) Pehmeäkantinen kirja
Stefano Spaccapietra; Paolo Atzeni; Wesley W. Chu; Tiziana Catarci; Katia P. Sycara Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2006) Pehmeäkantinen kirja
Stefano Spaccapietra; Paolo Atzeni; Francois Fages; Mohand-Said Hacid; Michael Kifer; John Mylopoulos; Barbara Pernici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2007) Pehmeäkantinen kirja
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.
