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Stochastic analysis, stochastic syst...

Tsoi, Allanus Hak-Man, (1955-)

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Stochastic analysis, stochastic systems, and applications to finance

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic analysis, stochastic systems, and applications to finance/ edited by Allanus Tsoi, David Nualart, George Yin.{me_controlnum}
other author:	Tsoi, Allanus Hak-Man,
Published:	Singapore ;World Scientific Pub. Co., : c2011.,
Description:	x, 261 p.:ill. (some col.)
Subject:	Finance - Periodicals. - Mathematical 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.{me_controlnum} - 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:

1345535
Finance
--Mathematical models--Periodicals.

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.{me_controlnum}
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 $v Periodicals. $3 1345535
650 0 $a Stochastic systems $3 709332
650 0 $a Stochastic analysis $3 904879
700 1 $a Tsoi, Allanus Hak-Man, $d 1955- $3 1572807
700 1 $a Nualart, David, $d 1951- $3 1572808
700 1 $a Yin, George, $d 1954- $3 699699
710 2 $a World Scientific (Firm) $3 560950
776 1 $z 9814355704
776 1 $z 9789814355704
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/8197#t=toc