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:
| Weitere Verfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore :
World Scientific,
©2011.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| 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: | "It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--Page vii. |
| Beschreibung: | 1 online resource (x, 261 pages) : illustrations |
| Bibliographie: | Includes bibliographical references. |
| ISBN: | 9814355712 9789814355711 1283433958 9781283433952 9786613433954 6613433950 |
Internformat
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| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | |a pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics. | |
| 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. | ||
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| contents | pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics. |
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| indexdate | 2024-11-26T14:49:04Z |
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| spelling | Stochastic analysis, stochastic systems, and applications to finance / edited by Allanus Tsoi, David Nualart, George Yin. Singapore : World Scientific, ©2011. 1 online resource (x, 261 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 text file rdaft http://rdaregistry.info/termList/fileType/1002 "It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--Page vii. Includes bibliographical references. pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics. 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. English. Finance Mathematical models Congresses. Stochastic systems Congresses. Stochastic analysis Congresses. Finances Modèles mathématiques Congrès. Systèmes stochastiques Congrès. Analyse stochastique Congrès. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast Stochastic analysis fast Stochastic systems fast Congress https://id.nlm.nih.gov/mesh/D016423 proceedings (reports) aat Conference papers and proceedings fast Conference papers and proceedings. lcgft http://id.loc.gov/authorities/genreForms/gf2014026068 Actes de congrès. rvmgf Tsoi, Allanus Hak-Man, 1955- https://id.oclc.org/worldcat/entity/E39PCjGgfHqK7DVpkfqPCVqRKd http://id.loc.gov/authorities/names/no2010093830 Nualart, David, 1951- https://id.oclc.org/worldcat/entity/E39PBJmhJMPHV3tK9hjWbx7vHC http://id.loc.gov/authorities/names/n88292479 Yin, George, 1954- https://id.oclc.org/worldcat/entity/E39PCjw7vpG9Gdrpc9wGTWYYrm http://id.loc.gov/authorities/names/n96040582 Print version: 9789814355704 9814355704 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=426364 Volltext |
| spellingShingle | Stochastic analysis, stochastic systems, and applications to finance / pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics. Finance Mathematical models Congresses. Stochastic systems Congresses. Stochastic analysis Congresses. Finances Modèles mathématiques Congrès. Systèmes stochastiques Congrès. Analyse stochastique Congrès. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast Stochastic analysis fast Stochastic systems fast |
| subject_GND | https://id.nlm.nih.gov/mesh/D016423 http://id.loc.gov/authorities/genreForms/gf2014026068 |
| 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. Finances Modèles mathématiques Congrès. Systèmes stochastiques Congrès. Analyse stochastique Congrès. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast Stochastic analysis fast Stochastic systems fast |
| topic_facet | Finance Mathematical models Congresses. Stochastic systems Congresses. Stochastic analysis Congresses. Finances Modèles mathématiques Congrès. Systèmes stochastiques Congrès. Analyse stochastique Congrès. BUSINESS & ECONOMICS Finance. Finance Mathematical models Stochastic analysis Stochastic systems Congress proceedings (reports) Conference papers and proceedings Conference papers and proceedings. Actes de congrès. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=426364 |
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