Stochastic Analysis, Stochastic Systems, and Applications to Finance - Couverture rigide

 
9789814355704: Stochastic Analysis, Stochastic Systems, and Applications to Finance
Couverture rigide
ISBN 10 : 9814355704 ISBN 13 : 9789814355704
Editeur : World Scientific Publishing Co Pte Ltd, 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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2011
Langue
anglais
ISBN 10 
9814355704
ISBN 13 
9789814355704
Reliure
Relié
Nombre de pages
272
Éditeur
Tsoi Allanus Hak-man, Nualart David, Yin George Gang
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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