Stochastic Analysis, Stochastic Systems, and Applications to Finance
Author:   Allanus Tsoi ,  David Nualart ,  George Yin
Publisher:   World Scientific Publishing Company
ISBN:  

9786613433954


Pages:   272
Publication Date:   10 June 2011
Format:   Electronic book text
Availability:   Available To Order   Availability explained
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Stochastic Analysis, Stochastic Systems, and Applications to Finance


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Overview

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.

Full Product Details

Author:   Allanus Tsoi ,  David Nualart ,  George Yin
Publisher:   World Scientific Publishing Company
Imprint:   World Scientific Publishing Company
ISBN:  

9786613433954


ISBN 10:   6613433950
Pages:   272
Publication Date:   10 June 2011
Audience:   General/trade ,  General
Format:   Electronic book text
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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