STOCHASTIC ANALYSIS, STOCHASTIC SYSTEMS, AND APPLICATIONS TO FINANCE(English, Hardcover, unknown) Offer

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  • Language: English
  • Binding: Hardcover
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Genre: Mathematics
  • ISBN: 9789814355704, 9789814355704
  • Pages: 272
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STOCHASTIC ANALYSIS, STOCHASTIC SYSTEMS, AND APPLICATIONS TO FINANCE Specifications

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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.

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STOCHASTIC ANALYSIS, STOCHASTIC SYSTEMS, AND APPLICATIONS TO FINANCE Specs

Book Details

Title STOCHASTIC ANALYSIS, STOCHASTIC SYSTEMS, AND APPLICATIONS TO FINANCE
Imprint World Scientific Publishing Co Pte Ltd
Product Form Hardcover
Publisher World Scientific Publishing Co Pte Ltd
Genre Mathematics
Source Type N
ISBN13 9789814355704
Book Category Higher Education and Professional Books
BISAC Subject Heading MAT029040
Book Subcategory Mathematics and Science Books
ISBN10 9789814355704
Language English

Books Info

Language English
Binding Hardcover
Pages 272
Publisher World Scientific Publishing Co Pte Ltd
Year 0
Author unknown 

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