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Bøger af Peter E. Kopp

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  • af Marek Capinski & Peter E. Kopp
    421,95 kr.

    Provides an introduction to measure and integration theory. This book features 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.