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010   $a9786613433954
010   $a981-4355-71-2
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035   $a(OCoLC)877767708
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035   $a(EXLCZ)993400000000016752
100   $a20111014d2011      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 00$aStochastic analysis, stochastic systems, and applications to finance$b[electronic resource] /$fedited by Allanus Tsoi, David Nualart, George Yin
210   $aSingapore $cWorld Scientific$dc2011
215   $a1 online resource (274 p.)
300   $a"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.
311   $a981-4355-70-4 
320   $aIncludes bibliographical references.
327   $apt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics.
330   $aThis 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 m
606   $aFinance$xMathematical models$vCongresses
606   $aStochastic systems$vCongresses
606   $aStochastic analysis$vCongresses
608   $aElectronic books.
615  0$aFinance$xMathematical models
615  0$aStochastic systems
615  0$aStochastic analysis
676   $a332.0151922
701   $aTsoi$b Allanus Hak-Man$f1955-$01027787
701   $aNualart$b David$f1951-$055692
701   $aYin$b George$f1954-$061947
712 02$aUniversity of Kansas.
712 02$aUniversity of Missouri--Columbia.
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910464515603321
996   $aStochastic analysis, stochastic systems, and applications to finance$92443439
997   $aUNINA