Random dynamical systems in finance
tarafından
Svishchuk, A. V. (Anatolii Vitalevich), author.
Başlık
:
Random dynamical systems in finance
Yazar
:
Svishchuk, A. V. (Anatolii Vitalevich), author.
ISBN
:
9780429107177
Fiziksel Tanımlama
:
1 online resource
İçerik
:
1. Introduction -- 2. Deterministic dynamical systems and stochastic perturbations -- 3. Random dynamical systems and random maps -- 4. Position dependent random maps -- 5. Random evolutions as random dynamical systems -- 6. Averaging of the Geometric Markov Renewal Processes (GMRP) -- 7. Diffusion approximations of the GMRP and option price formulas -- 8. Normal deviation of a security market by the GMRP -- 9. Poisson approximation of a security market by the Geometric Markov Renewal Processes -- 10. Stochastic stability of fractional RDS in finance -- 11. Stability of RDS with jumps in interest rate theory -- 12. Stability of delayed RDS with jumps and regime-switching in finance -- 13. Optimal control of delayed RDS with applications in economics -- 14. Optimal control of vector delayed RDS with applications in finance and economics -- 15. RDS in option pricing theory with delayed/path-dependent information -- 16. Epilogue.
Konu Terimleri
:
Finance -- Mathematical models.
Random dynamical systems.
Yazar Ek Girişi
:
Islam, Shafiqul,
Elektronik Erişim
:
| Kütüphane | Materyal Türü | Demirbaş Numarası | Yer Numarası | [[missing key: search.ChildField.HOLDING]] | Durumu/İade Tarihi |
|---|
| Çevrimiçi Kütüphane | E-Kitap | 545776-1001 | HG106 .S947 2013 | | CRC E-Books |