Stochastic Analysis, Stochastic Systems, And Applications To Finance

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

Format:Hardback

Publisher:World Scientific Publishing Co Pte Ltd

Published:13th Jun '11

Currently unavailable, and unfortunately no date known when it will be back

Stochastic Analysis, Stochastic Systems, And Applications To Finance cover

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.

ISBN: 9789814355704

Dimensions: unknown

Weight: unknown

272 pages