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ocn860315930 |
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OCoLC |
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20250225213021.0 |
| 006 |
m o d |
| 007 |
cr ||||||||||| |
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110526s2011 njua fob 000 0 eng d |
| 010 |
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|a 2011410350
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| 040 |
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|a NLE
|b eng
|e rda
|e pn
|c NLE
|d OCLCO
|d OCLCQ
|d OCLCO
|d OCLCF
|d IDEBK
|d CDX
|d EBLCP
|d DEBSZ
|d OCLCQ
|d MERUC
|d OCLCQ
|d U3W
|d ICG
|d VT2
|d OCLCQ
|d WYU
|d DKC
|d OCLCQ
|d AU@
|d OCLCQ
|d OCLCO
|d OCLCQ
|d OCLCO
|d OCLCL
|d OCLCQ
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| 019 |
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|a 778314616
|a 817056782
|a 824106840
|a 877767708
|a 1055401804
|a 1065913336
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|a 1228617115
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|a 9814355712
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| 020 |
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|a 9789814355711
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| 020 |
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|a 1283433958
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| 020 |
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|a 9781283433952
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| 020 |
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|a 9789814355704
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| 020 |
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|a 9814355704
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| 035 |
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|a (OCoLC)860315930
|z (OCoLC)778314616
|z (OCoLC)817056782
|z (OCoLC)824106840
|z (OCoLC)877767708
|z (OCoLC)1055401804
|z (OCoLC)1065913336
|z (OCoLC)1081192202
|z (OCoLC)1097109820
|z (OCoLC)1228617115
|
| 050 |
|
4 |
|a HG106
|
| 072 |
|
7 |
|a PBWL
|2 bicssc
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| 049 |
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|a HCDD
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| 245 |
0 |
0 |
|a Stochastic analysis, stochastic systems, and applications to finance /
|c edited by Allanus Tsoi, University of Missouri, Columbia, USA, David Nualart, University of Kansas, USA, George Yin, Wayne State University, Michigan, USA.
|
| 264 |
|
1 |
|a New Jersey :
|b World Scientific,
|c [2011]
|
| 264 |
|
4 |
|c ©2011
|
| 300 |
|
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|a 1 online resource (x, 261 pages) :
|b illustrations (black and white)
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| 336 |
|
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|a text
|b txt
|2 rdacontent
|
| 337 |
|
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|a computer
|b c
|2 rdamedia
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| 338 |
|
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|a online resource
|b cr
|2 rdacarrier
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| 504 |
|
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|a Includes bibliographical references.
|
| 520 |
|
|
|a 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 modeling.
|
| 505 |
0 |
|
|a pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics.
|
| 650 |
|
0 |
|a Stochastic analysis.
|
| 650 |
|
0 |
|a Stochastic approximation.
|
| 650 |
|
0 |
|a Finance
|x Mathematical models.
|
| 650 |
|
7 |
|a Finance
|x Mathematical models
|2 fast
|
| 650 |
|
7 |
|a Stochastic analysis
|2 fast
|
| 650 |
|
7 |
|a Stochastic approximation
|2 fast
|
| 655 |
|
7 |
|a Conference papers and proceedings
|2 fast
|
| 700 |
1 |
|
|a Tsoi, Allanus Hak-Man,
|d 1955-
|e editor.
|1 https://id.oclc.org/worldcat/entity/E39PCjGgfHqK7DVpkfqPCVqRKd
|
| 700 |
1 |
|
|a Nualart, David,
|d 1951-
|e editor.
|1 https://id.oclc.org/worldcat/entity/E39PBJmhJMPHV3tK9hjWbx7vHC
|
| 700 |
1 |
|
|a Yin, George,
|d 1954-
|e editor.
|1 https://id.oclc.org/worldcat/entity/E39PCjw7vpG9Gdrpc9wGTWYYrm
|
| 776 |
0 |
|
|c Hardback
|z 9789814355704
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/holycrosscollege-ebooks/detail.action?docID=840636
|y Click for online access
|
| 903 |
|
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|a EBC-AC
|
| 994 |
|
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|a 92
|b HCD
|