Stochastic Analysis, Stochastic Systems, And Applications To Finance - Allanus Tsoi - Books - World Scientific Publishing Co Pte Ltd - 9789814355704 - June 13, 2011
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Allanus Tsoi
Stochastic Analysis, Stochastic Systems, And Applications To Finance

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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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released June 13, 2011
ISBN13 9789814355704
Publishers World Scientific Publishing Co Pte Ltd
Pages 272
Dimensions 232 × 157 × 22 mm   ·   514 g
Editor Nualart, David (Univ Of Kansas, Usa)
Editor Tsoi, Allanus Hak-man (Univ Of Missouri-columbia, Usa)
Editor Yin, George Gang (Wayne State Univ, Usa)

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