02965nam 2200673 a 450 991046451560332120200520144314.01-283-43395-89786613433954981-4355-71-2(CKB)3400000000016752(EBL)840636(OCoLC)877767708(SSID)ssj0000647738(PQKBManifestationID)12256418(PQKBTitleCode)TC0000647738(PQKBWorkID)10593909(PQKB)10378348(MiAaPQ)EBC840636(WSP)00008197(Au-PeEL)EBL840636(CaPaEBR)ebr10524539(CaONFJC)MIL343395(OCoLC)860315930(EXLCZ)99340000000001675220111014d2011 uy 0engur|n|---|||||txtccrStochastic analysis, stochastic systems, and applications to finance[electronic resource] /edited by Allanus Tsoi, David Nualart, George YinSingapore World Scientificc20111 online resource (274 p.)"It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--P. vii.981-4355-70-4 Includes bibliographical references.pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics.This book introduces some advanced topics in probability theories - both pure and applied - 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 mFinanceMathematical modelsCongressesStochastic systemsCongressesStochastic analysisCongressesElectronic books.FinanceMathematical modelsStochastic systemsStochastic analysis332.0151922Tsoi Allanus Hak-Man1955-1027787Nualart David1951-55692Yin George1954-61947University of Kansas.University of Missouri--Columbia.MiAaPQMiAaPQMiAaPQBOOK9910464515603321Stochastic analysis, stochastic systems, and applications to finance2443439UNINA