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Stochastic Analysis, Stochastic Systems, And Applications To FinanceStochastic Analysis, Stochastic Systems, And Applications To Finance
Allanus Tsoi
Hardcover. World Scientific Publishing Company 2011-06-10.
ISBN 9789814355704
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Förlagets beskrivning
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
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Stochastic Analysis, Stochastic Systems, And Applications To FinanceStochastic Analysis, Stochastic Systems, And Applications To Finance
Bokrecensioner » Stochastic Analysis, Stochastic Systems, And Applications To FinanceStochastic Analysis, Stochastic Systems, And Applications To Finance
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