Stochastic Analysis, Stochastic Systems, And Applications To Finance

by TsoiAllanusEtAl (Author)

• New

  Hardcover
  2011

  $104.35

  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.