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Stochastic analysis, stochastic systems, and applications to finance /
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 disc...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific,
©2011.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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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| Notas: | "It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--Page vii. |
| Descripción Física: | 1 online resource (x, 261 pages) : illustrations |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9814355712 9789814355711 1283433958 9781283433952 9786613433954 6613433950 |