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Stochastic Analysis, Stochastic Systems, And Applications To Finance by George Gang Yin, David Nualart, Allanus Hak-man Tsoi (Hardcover, 2011)

About this product

About this product

Product Information

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.

Product Identifiers

Publisher
World Scientific Publishing Co Pte Ltd
ISBN-13
9789814355704
eBay Product ID (ePID)
108613385

Product Key Features

Author
George Gang Yin, David Nualart, Allanus Hak-Man Tsoi
Publication Name
Stochastic Analysis, Stochastic Systems, and Applications to Finance
Format
Hardcover
Language
English
Subject
Mathematics
Publication Year
2011
Type
Textbook
Number of Pages
272 Pages

Additional Product Features

Country/Region of Manufacture
Singapore
Editor
David Nualart, George Gang Yin, Allanus Hak-Man Tsoi

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