Stochastic Analysis, Stochastic Systems, And Applications To Finance
Book Details
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
15.70 x 23.20 x 2.20 cms
Product Classification:
Stochastics
Ksh 14,600.00
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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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