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Continuous-time Stochastic Control and Optimization with Financial Applications

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Continuous-time Stochastic Control and Optimization with Financial Applications Huy
Libristo kod: 01654880
Nakladnici Springer, Berlin, srpanj 2011
This text provides a systematic treatment of stochastic optimization problems applied to finance by... Cijeli opis
? points 187 b
77.05 €
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This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.

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Informacije o knjizi

Puni naziv Continuous-time Stochastic Control and Optimization with Financial Applications
Autor Huy
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2011
Broj stranica 232
EAN 9783642100444
ISBN 3642100449
Libristo kod 01654880
Nakladnici Springer, Berlin
Težina 381
Dimenzije 155 x 235 x 13

Kategorija

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus of variations
Mathematics & Science > Mathematics > Optimization > Game theory
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Economics, Finance, Business & Management > Finance & accounting
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