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Random Dynamical Systems in Finance

Random Dynamical Systems in Finance

Anatoliy Swishchuk / Shafiqul Islam

120,07 €
IVA incluido
Disponible
Editorial:
Taylor & Francis Ltd
Año de edición:
2019
Materia
Matemáticas
ISBN:
9780367380144
120,07 €
IVA incluido
Disponible

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Sobre IBD

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.

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