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Stochastic analysis, stochastic syst...

Tsoi, Allanus Hak-Man, (1955-)

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Stochastic analysis, stochastic systems, and applications to finance

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Stochastic analysis, stochastic systems, and applications to finance/ edited by Allanus Tsoi, David Nualart, George Yin.{me_controlnum}
其他作者:	Tsoi, Allanus Hak-Man,
出版者:	Singapore ;World Scientific Pub. Co., : c2011.,
面頁冊數:	x, 261 p.:ill. (some col.)
標題:	Finance - Periodicals. - Mathematical models -
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/8197#t=toc
ISBN:	9789814355711 (electronic bk.)

Stochastic analysis, stochastic systems, and applications to finance
Stochastic analysis, stochastic systems, and applications to finance[electronic resource] /edited by Allanus Tsoi, David Nualart, George Yin.{me_controlnum} - Singapore ;World Scientific Pub. Co.,c2011. - x, 261 p.:ill. (some col.)

Includes bibliographical references.

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.

Electronic reproduction.
Singapore :
World Scientific Publishing Co.,
2011.

System requirements: Adobe Acrobat Reader.

ISBN: 9789814355711 (electronic bk.)Subjects--Topical Terms:

1345535
Finance
--Mathematical models--Periodicals.

LC Class. No.: HG106

Dewey Class. No.: 332.0151922

Stochastic analysis, stochastic systems, and applications to finance
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300 $a x, 261 p.: $b ill. (some col.)
504 $a Includes bibliographical references.
520 $a 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.
533 $a Electronic reproduction. $b Singapore : $c World Scientific Publishing Co., $d 2011. $n System requirements: Adobe Acrobat Reader. $n Mode of access: World Wide Web. $n Available to subscribing institutions.
650 0 $a Finance $x Mathematical models $v Periodicals. $3 1345535
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700 1 $a Yin, George, $d 1954- $3 699699
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