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Stoch Anal, Stoch Syst, & Appl to Finan

Stoch Anal, Stoch Syst, & Appl to Finan

Hardcover

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 9814355704
ISBN13: 9789814355704
Publisher: World Scientific Publishing Company
Published: Jun 13 2011
Pages: 272
Weight: 1.15
Height: 0.80 Width: 6.00 Depth: 9.00
Language: English
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.

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Probability & Statistics