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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

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Stochastic Analysis, Stochastic Systems, And Applications To Finance (Hardcover) Loot Price: R2,392
Discovery Miles 23 920
Repayment Terms: R224 pm x 12*
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Stochastic Analysis, Stochastic Systems, And Applications To Finance (Hardcover): Allanus Hak-man Tsoi, David Nualart, George...

Stochastic Analysis, Stochastic Systems, And Applications To Finance (Hardcover)

Allanus Hak-man Tsoi, David Nualart, George Gang Yin

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Loot Price R2,392 Discovery Miles 23 920 | Repayment Terms: R224 pm x 12*

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This book introduces some advanced topics in probability theories - both pure and applied. It 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.

General

Imprint: World Scientific Publishing Co Pte Ltd
Country of origin: Singapore
Release date: June 2011
First published: June 2011
Editors: Allanus Hak-man Tsoi • David Nualart • George Gang Yin
Dimensions: 157 x 232 x 22mm (L x W x T)
Format: Hardcover
Pages: 272
ISBN-13: 978-981-4355-70-4
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 981-4355-70-4
Barcode: 9789814355704

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