Stochastic analysis, stochastic systems, and applications to finance:
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 disc...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2011
|
| Schlagworte: | |
| Online-Zugang: | FHN01 URL des Erstveroeffentlichers |
| Zusammenfassung: | 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 |
| Beschreibung: | x, 261 p. ill. (some col.) |
| ISBN: | 9789814355711 |
Internformat
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| id | DE-604.BV044638595 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:57:53Z |
| institution | BVB |
| isbn | 9789814355711 |
| language | English |
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| physical | x, 261 p. ill. (some col.) |
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| publishDate | 2011 |
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| spelling | Stochastic analysis, stochastic systems, and applications to finance edited by Allanus Tsoi, David Nualart, George Yin Singapore World Scientific Pub. Co. c2011 x, 261 p. ill. (some col.) txt rdacontent c rdamedia cr rdacarrier 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 Finance / Mathematical models / Congresses Stochastic systems / Congresses Stochastic analysis / Congresses Stochastisches dynamisches System (DE-588)4305316-6 gnd rswk-swf Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf 1\p (DE-588)1071861417 Konferenzschrift gnd-content Stochastisches dynamisches System (DE-588)4305316-6 s Stochastische Optimierung (DE-588)4057625-5 s 2\p DE-604 Tsoi, Allanus Hak-Man 1955- Sonstige oth Nualart, David 1951- Sonstige oth Yin, George 1954- Sonstige oth Erscheint auch als Druck-Ausgabe 9789814355704 Erscheint auch als Druck-Ausgabe 9814355704 http://www.worldscientific.com/worldscibooks/10.1142/8197#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Stochastic analysis, stochastic systems, and applications to finance Finance / Mathematical models / Congresses Stochastic systems / Congresses Stochastic analysis / Congresses Stochastisches dynamisches System (DE-588)4305316-6 gnd Stochastische Optimierung (DE-588)4057625-5 gnd |
| subject_GND | (DE-588)4305316-6 (DE-588)4057625-5 (DE-588)1071861417 |
| title | Stochastic analysis, stochastic systems, and applications to finance |
| title_auth | Stochastic analysis, stochastic systems, and applications to finance |
| title_exact_search | Stochastic analysis, stochastic systems, and applications to finance |
| title_full | Stochastic analysis, stochastic systems, and applications to finance edited by Allanus Tsoi, David Nualart, George Yin |
| title_fullStr | Stochastic analysis, stochastic systems, and applications to finance edited by Allanus Tsoi, David Nualart, George Yin |
| title_full_unstemmed | Stochastic analysis, stochastic systems, and applications to finance edited by Allanus Tsoi, David Nualart, George Yin |
| title_short | Stochastic analysis, stochastic systems, and applications to finance |
| title_sort | stochastic analysis stochastic systems and applications to finance |
| topic | Finance / Mathematical models / Congresses Stochastic systems / Congresses Stochastic analysis / Congresses Stochastisches dynamisches System (DE-588)4305316-6 gnd Stochastische Optimierung (DE-588)4057625-5 gnd |
| topic_facet | Finance / Mathematical models / Congresses Stochastic systems / Congresses Stochastic analysis / Congresses Stochastisches dynamisches System Stochastische Optimierung Konferenzschrift |
| url | http://www.worldscientific.com/worldscibooks/10.1142/8197#t=toc |
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