Titolo: Stochastic Analysis, Stochastic Systems, and Applications to Finance
Editore: World Scientific Publishing Company
Data di pubblicazione: 2011
Lingua: Inglese
ISBN 10: 9814355704
ISBN 13: 9789814355704
Rilegatura: Rilegato
Condizione: As New

Descrizione articolo

Riassunto

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.

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Book by Allanus Tsoi

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