000			03430cam a2200637Ma 4500
001			ocn774855327
003			OCoLC
005			20240925133543.0
006			m d
007			cr |n|||||||||
008			120130s2011 si a ob 100 0 eng d
040			_aYDXCP _beng _epn _cYDXCP _dN$T _dE7B _dUAB _dOCLCQ _dOCLCF _dOCLCO _dOCLCQ _dOCL _dOCLCO _dOCLCQ _dLOA _dJBG _dAGLDB _dOCLCQ _dMOR _dPIFAG _dZCU _dOCLCQ
019			_a966243183 _a988476421 _a992078189
020			_a9814355712 _q(electronic bk.)
020			_a9789814355711 _q(electronic bk.)
020			_z9789814355704
020			_z9814355704
020			_a1283433958
020			_a9781283433952
035			_a426364 _b(N$T)
035			_a(OCoLC)774855327 _z(OCoLC)966243183 _z(OCoLC)988476421 _z(OCoLC)992078189
050		4	_aHG106 _b.S752 2011
072		7	_aBUS _x027000 _2bisacsh
072		7	_aPBWL _2bicssc
082	0	4	_a332.0151922 _222
049			_aMAIN
245	0	0	_aStochastic analysis, stochastic systems, and applications to finance / _cedited by Allanus Tsoi, David Nualart, George Yin.
260			_aSingapore : _bWorld Scientific, _c©2011.
300			_a1 online resource (x, 261 pages) : _billustrations
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
500			_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"--Page vii.
504			_aIncludes bibliographical references.
505	0		_apt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics.
520			_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 modeling.
590			_aMaster record variable field(s) change: 072
650		0	_aFinance _xMathematical models _vCongresses. _9390609
650		0	_aStochastic systems _vCongresses. _975547
650		0	_aStochastic analysis _vCongresses. _976290
650		7	_aBUSINESS & ECONOMICS _xFinance. _2bisacsh _919698
650		7	_aFinance _xMathematical models. _2fast _0(OCoLC)fst00924398 _969928
650		7	_aStochastic analysis. _2fast _0(OCoLC)fst01133499 _93834
650		7	_aStochastic systems. _2fast _0(OCoLC)fst01133532 _975433
655		4	_aElectronic books. _9396
655		7	_aConference papers and proceedings. _2fast _0(OCoLC)fst01423772 _96065
700	1		_aTsoi, Allanus Hak-Man, _d1955- _9618959
700	1		_aNualart, David, _d1951- _970250
700	1		_aYin, George, _d1954- _9618960
776	0	8	_iPrint version: _z9789814355704 _z9814355704
856	4	0	_3EBSCOhost _uhttps://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=426364
938			_aebrary _bEBRY _nebr10524539
938			_aEBSCOhost _bEBSC _n426364
938			_aYBP Library Services _bYANK _n7364446
994			_a92 _bN$T
999			_c702491 _d702491