Stochastic Analysis, Stochastic Systems, and Applications to Finance

Tsoi, Allanus (EDT); Nualart, David (EDT); Yin, George (EDT)

ISBN 10: 9814355704 / ISBN 13: 9789814355704

Verlag: World Scientific Publishing Company, 2011

Bestandsnummer des Verkäufers 13401882-n

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.

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.

Bibliografische Details

Titel: Stochastic Analysis, Stochastic Systems, and...
Verlag: World Scientific Publishing Company
Erscheinungsdatum: 2011
Einband: Hardcover
Zustand: New