STOCH ANAL, STOCH SYST, & APPL TO FINAN - Hardcover

ALLANUS TSOI, DAVID NUALART & GEORGE YIN

Hardcover

ISBN 10: 9814355704 ISBN 13: 9789814355704

Verlag: World Scientific, 2011

Inhaltsangabe

This book introduces some advanced topics in probability theories ― both pure and applied ― 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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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.

Details zur Ausgabe

• Verlag: World Scientific
• Erscheinungsdatum: 2011
• ISBN 10: 9814355704
• ISBN 13: 9789814355704
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 272
• Kontakt zum Hersteller: Nicht verfügbar