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Stochastic Analysis, Stochastic Systems, And Applications To Finance

Language EnglishEnglish
Book Hardback
Book Stochastic Analysis, Stochastic Systems, And Applications To Finance Allanus Tsoi
Libristo code: 05070523
Publishers World Scientific Publishing Co Pte Ltd, June 2011
This book introduces some advanced topics in probability theories - both pure and applied. It is div... Full description
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This book introduces some advanced topics in probability theories - both pure and applied. It is divided into two parts: the first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some up-to-date applications of optimization theories, martingale measure theories, reliability theories, stochastic filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis, volatility studies and asset trading modeling.

About the book

Full name Stochastic Analysis, Stochastic Systems, And Applications To Finance
Author Allanus Tsoi, David Nualart, George Yin
Language English
Binding Book - Hardback
Date of issue 2011
Number of pages 272
EAN 9789814355704
ISBN 9814355704
Libristo code 05070523
Publishers World Scientific Publishing Co Pte Ltd
Weight 514
Dimensions 232 x 157 x 22

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
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