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Stochastic Analysis, Stochastic Systems, and Applications to Finance Allanus Tsoi
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Stochastic Analysis, Stochastic Systems, and Applications to Finance
Allanus Tsoi
Introduces some advanced topics in probability theories - both pure and applied. This book deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. It discusses some applications of optimization theories, martingale measure theories, and asset trading modeling.
280 pages, illustrations
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 13 de junho de 2011 |
| ISBN13 | 9789814355704 |
| Editoras | World Scientific Publishing Co Pte Ltd |
| Páginas | 272 |
| Dimensões | 232 × 157 × 22 mm · 514 g |
| Editor | Nualart, David (University of Kansas, USA) |
| Editor | Tsoi, Allanus (University of Missouri, Columbia, USA) |
| Editor | Yin, George (Wayne State University, Michigan, USA) |
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