Random Dynamical Systems in Finance

Name: Random Dynamical Systems in Finance
Brand: Chapman and Hall/CRC
Availability: OutOfStock
Rating: 5 (1 reviews)

By Shafiqul Islam

0 - Default Title

Description

With extensive end-of-chapter references, this book provides a variety of RDS for approximating financial models, presents numerous option pricing formulas for these models, and studies the stability and optimal control of RDS. Through numerous examples, the authors explain how the theory of RDS can describe the asymptotic and qualitative behavior of systems of random and stochastic differential/difference equations in terms of stability, invariant manifolds, and attractors. They also develop techniques for implementing RDS as approximations to financial models and option pricing formulas.

Product details

Edition:

1

Number of Pages:

358

Release Date:

2013-05-03

Publication Date:

2013-04-23

Publisher:

Chapman and Hall/CRC

Languages:

Original: English

ISBN10:

1439867186

ISBN13:

9781439867181

GPSR Manufacturer Reference:

[email protected]

Weight:

702 g

Height:

161 cm

Width:

240 cm

Thickness:

24 cm

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