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Stochastic Analysis, Stochastic Systems, and Applications to Finance
商品資訊
ISBN13：9789814355704
替代書名：Stochastic Analysis, Stochastic Systems, and Applications to Finance
出版社：World Scientific Pub Co Inc
作者：Allanus Tsoi (EDT); David Nualart (EDT); George Yin (EDT)
出版日：2011/06/27
裝訂／頁數：精裝／261頁
規格：24.1cm*16.5cm*1.9cm (高/寬/厚)
定價
：NT$ 3332 元優惠價
：90 折 2999 元
無庫存，下單後進貨(採購期約4~10個工作天)
下單可得紅利積點：89 點
商品簡介
商品簡介
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.
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