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Stochastic Analysis, Stochastic Systems, And Applications To Finance

By: (Edited by) Allanus Hak-man Tsoi , (Edited by) David Nualart , (Edited by) George Gang Yin

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Ksh 14,600.00

Format: Hardback or Cased Book

ISBN-10: 9814355704

ISBN-13: 9789814355704

Publisher: World Scientific Publishing Co Pte Ltd

Imprint: World Scientific Publishing Co Pte Ltd

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Jun 13th, 2011

Print length: 272 Pages

Weight: 514 grams

Dimensions (height x width x thickness): 15.70 x 23.20 x 2.20 cms

Product Classification: Stochastics

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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.

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