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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STOCHASTIC ANALYSIS, STOCHASTIC SYSTEMS, AND APPLICATIONS TO FINANCE Features & Specifications stand apart in the PBWL : Stochastics category. The details about STOCHASTIC ANALYSIS, STOCHASTIC SYSTEMS, AND APPLICATIONS TO FINANCE(English, Hardcover, unknown) are given below as well. Unboxing STOCHASTIC ANALYSIS, STOCHASTIC SYSTEMS, AND APPLICATIONS TO FINANCE specs Language: English, Binding: Hardcover, Publisher: World Scientific Publishing Co Pte Ltd, Genre: Mathematics, ISBN: 9789814355704, 9789814355704, Pages: 272, & more details are given below
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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