Welcome to Loot.co.za! Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search

Checkout
- Your Cart Price

Your cart

Your cart is empty

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

Buy Now

Stochastic Analysis, Stochastic Systems, And Applications To Finance (Hardcover) Loot Price: R2,552

Discovery Miles 25 520

Repayment Terms: R239 pm x 12*

Add to cart

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

(sign in to rate)

Loot Price R2,552 Discovery Miles 25 520 | Repayment Terms: R239 pm x 12*

Expected to ship within 12 - 19 working days

Description
Details
Customer Reviews

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 Promotions
LSN:	981-4355-70-4
Barcode:	9789814355704