Description: Stochastic Analysis, Stochastic Systems, and Applications to Finance, Hardcover by Tsoi, Allanus (EDT); Nualart, David (EDT); Yin, George (EDT), ISBN 9814355704, ISBN-13 9789814355704, Like New Used, Free shipping in the US 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 th 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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Book Title: Stochastic Analysis, Stochastic Systems, and Applications to Fina
Publisher: World Industries Scientific Publishing Co Pte LTD
Publication Year: 2011
Subject: Probability & Statistics / Stochastic Processes, Finance / General, Applied
Number of Pages: 280 Pages
Language: English
Publication Name: Stochastic Analysis, Stochastic Systems, and Applications to Finance
Type: Textbook
Item Weight: 0 Oz
Author: David Nualart, Allanus Tsoi
Subject Area: Mathematics, Business & Economics
Format: Hardcover
