Finance

Random Dynamical Systems in Finance

Name: Random Dynamical Systems in Finance
Brand: Chapman and Hall/CRC
SKU: 9780367380144
Price: 9972.00 INR
Availability: InStock
ISBN: 9780367380144

Contributor(s): Swishchuk, Anatoliy Author , Islam, Shafiqul Author Format: Paperback

Paperback · ISBN 9780367380144

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Key Specifications

ISBN	9780367380144
Publisher	Chapman and Hall/CRC
Publication date	September 2019
Language	English
MRP	£70.99 GBP
Page count	360
Item weight	112 g

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.

Random Dynamical Systems in Finance

Key Specifications

Swishchuk, Anatoliy Author

Islam, Shafiqul Author

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