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Stochastic analysis, stochastic syst...

Nualart, David, (1951-)

Stochastic analysis, stochastic systems, and applications to finance

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic analysis, stochastic systems, and applications to financeedited by Allanus Tsoi, David Nualart, George Yin.
other author:	Tsoi, Allanus Hak-Man,
Published:	Singapore ;World Scientific Pub. Co.,c2011.
Description:	x, 261 p.:ill. (some col.)
Subject:	FinanceMathematical models
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/8197#t=toc
ISBN:	9789814355711 (electronic bk.)

Stochastic analysis, stochastic systems, and applications to finance
Stochastic analysis, stochastic systems, and applications to finance[electronic resource] /edited by Allanus Tsoi, David Nualart, George Yin. - Singapore ;World Scientific Pub. Co.,c2011. - x, 261 p.:ill. (some col.)

Includes bibliographical references.

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.

Electronic reproduction.
Singapore :
World Scientific Publishing Co.,
2011.

System requirements: Adobe Acrobat Reader.

ISBN: 9789814355711 (electronic bk.)Subjects--Topical Terms:

217204
Finance
--Mathematical models

LC Class. No.: HG106

Dewey Class. No.: 332.0151922

Stochastic analysis, stochastic systems, and applications to finance
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245 0 0 $a Stochastic analysis, stochastic systems, and applications to finance $h [electronic resource] / $c edited by Allanus Tsoi, David Nualart, George Yin.
260 $a Singapore ; $a Hackensack, N.J. : $b World Scientific Pub. Co., $c c2011.
300 $a x, 261 p.: $b ill. (some col.)
504 $a Includes bibliographical references.
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.
533 $a Electronic reproduction. $b Singapore : $c World Scientific Publishing Co., $d 2011. $n System requirements: Adobe Acrobat Reader. $n Mode of access: World Wide Web. $n Available to subscribing institutions.
650 0 $a Finance $x Mathematical models $3 217204
650 0 $a Stochastic systems $v Congresses. $3 485892
650 0 $a Stochastic analysis $3 281770
700 1 $a Tsoi, Allanus Hak-Man, $d 1955- $3 575128
700 1 $a Nualart, David, $d 1951- $3 575129
700 1 $a Yin, George, $d 1954- $3 190939
710 2 $a World Scientific (Firm) $3 575130
776 1 $z 9814355704
776 1 $z 9789814355704
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/8197#t=toc