Artículos relacionados a STOCH ANAL, STOCH SYST, & APPL TO FINAN

STOCH ANAL, STOCH SYST, & APPL TO FINAN - Tapa dura

ALLANUS TSOI, DAVID NUALART & GEORGE YIN

 
9789814355704: STOCH ANAL, STOCH SYST, & APPL TO FINAN
Tapa dura
ISBN 10: 9814355704 ISBN 13: 9789814355704
Editorial: World Scientific, 2011

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
World Scientific
Año de publicación
2011
Idioma
Inglés
ISBN 10 
9814355704
ISBN 13 
9789814355704
Encuadernación
Tapa dura
Número de páginas
272
Editor
Tsoi Allanus, Nualart David, Yin George
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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