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

Tsoi Allanus

 
9789814355704: STOCH ANAL, STOCH SYST, & APPL TO FINAN
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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Von der hinteren Coverseite

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
World Scientific
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
9814355704
ISBN 13 
9789814355704
Einband
Gebundene Ausgabe
Anzahl der Seiten
272
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

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Osnabrück
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