Stochastic Analysis, Stochastic Systems, And Applications To Finance - Hardcover

Tsoi Allanus Et Al

 
9789814355704: Stochastic Analysis, Stochastic Systems, And Applications To Finance
Hardcover
ISBN 10: 9814355704 ISBN 13: 9789814355704
Publisher: World Scientific Publishing Company, 2011

Synopsis

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.

"synopsis" may belong to another edition of this title.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Publisher
World Scientific Publishing Company
Publication date
2011
Language
English
ISBN 10 
9814355704
ISBN 13 
9789814355704
Binding
Hardcover
Number of pages
272