Stochastic Analysis, Stochastic Systems, And Applications To Finance
Tsoi Allanus Hak-man
ISBN 10: 9814355704 ISBN 13: 9789814355704
Published by World Scientific Publishing Co Pte Ltd, 2011
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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.
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.
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Bibliographic Details
Title: Stochastic Analysis, Stochastic Systems, And...
Publisher: World Scientific Publishing Co Pte Ltd
Publication Date: 2011
Binding: HRD
Condition: New
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Stochastic Analysis, Stochastic Systems, and Applications to Finance
Published by
World Scientific Publishing Company, 2011
ISBN 10: 9814355704
ISBN 13: 9789814355704
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Stochastic Analysis, Stochastic Systems, and Applications to Finance
Published by
World Scientific Publishing Company, 2011
ISBN 10: 9814355704
ISBN 13: 9789814355704
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STOCHASTIC ANALYSIS, STOCHASTIC SYSTEMS, AND APPLICATIONS TO FINANCE
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ISBN 13: 9789814355704
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STOCHASTIC ANALYSIS, STOCHASTIC SYSTEMS, AND APPLICATIONS TO FINANCE
Published by
World Scientific Publishing Company, 2011
ISBN 10: 9814355704
ISBN 13: 9789814355704
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Hardcover
Seller: ALLBOOKS1, Direk, SA, Australia
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Brand new book. Fast ship. Please provide full street address as we are not able to ship to P O box address. Seller Inventory # SHAK263556