Stochastic Analysis, Stochastic Systems, and Applications to Finance

Tsoi, Allanus (Editor)/ Nualart, David (Editor)/ Yin, George (Editor)

ISBN 10: 9814355704 / ISBN 13: 9789814355704

Editore: World Scientific Pub Co Inc, 2011

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1st edition. 272 pages. 9.50x6.50x0.75 inches. In Stock.

Codice articolo x-9814355704

Dati bibliografici

• Titolo: Stochastic Analysis, Stochastic Systems, and Applications to Finance
• Editore: World Scientific Pub Co Inc
• Data di pubblicazione: 2011
• Lingua: Inglese
• ISBN 10: 9814355704
• ISBN 13: 9789814355704
• Rilegatura: Hardcover
• Condizione: Brand New
• Peso: 0,52 chilogrammi

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.

Product Description

Book by Allanus Tsoi