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Viac informácií o knihe Stochastic Analysis, Stochastic Systems, And Applications To Finance

• Parametre knihy
• Anotácia kniha
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Nákupom získate 312 bodov

Anotácia knihy

This book introduces some advanced topics in probability theories - both pure and applied. It 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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics

• Celý názov: Stochastic Analysis, Stochastic Systems, And Applications To Finance
• Autor: Allanus Tsoi, David Nualart, George Yin
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 272
• EAN: 9789814355704
• ISBN: 9814355704
• ID: 05070523
• Nakladateľ: World Scientific Publishing Co Pte Ltd
• Hmotnosť: 514 g
• Rozmery: 157 × 232 × 22 mm
• Dátum vydania: 13. June 2011

Obľúbené z iného súdka

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