Random dynamical systems in finance
The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the long-run evolution of economic systems subject to exogenous random shocks. Despite this interest, there are no books available that solely focu...
| Otros Autores: | , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton, FL :
CRC Press
2013.
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| Edición: | 1st ed |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009672537206719 |
Tabla de Contenidos:
- Front Cover; Contents; List of Figures; Preface; Acknowledgment; Chapter 1 Introduction; Chapter 2 Deterministic Dynamical Systems andStochastic Perturbations; Chapter 3 Random Dynamical Systems and Random Maps; Chapter 4 Position Dependent Random Maps; Chapter 5 Random Evolutions as Random Dynamical Systems; Chapter 6 Averaging of the Geometric Markov Renewal Processes ( GMRP); Chapter 7 Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas; Chapter 8 Normal Deviation of a Security Market by the Geometric Markov Renewal Processes
- Chapter 9 Poisson Approximation of a Security Market by the Geometric Markov Renewal ProcessesChapter 10 Stochastic Stability of Fractional RDS in Finance; Chapter 11 Stability of RDS with Jumps in Interest Rate Theory; Chapter 12 Stability of Delayed RDS with Jumps and Regime- Switching in Finance; Chapter 13 Optimal Control of Delayed RDS with Applications in Economics; Chapter 14 Optimal Control of Vector Delayed RDS with Applications in Finance and Economics; Chapter 15 RDS in Option Pricing Theory with Delayed/ Path- Dependent Information; Chapter 16 Epilogue; Back Cover
