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Dynamic Stochastic Optimization with Applications in Finance

Theory of Stochastic Optimization and Numerical Methods

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Dynamic Stochastic Optimization with Applications in Finance Matthias Moch
Libristo kod: 06836510
Nakladnici VDM Verlag, listopad 2010
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A lot of problems in real life require optimal decisions to be made and therefore optimization is a fundamental issue. As a lot of the underlying models, especially in finance, involve uncertainty, there is a clear need for a theory of how to handle such systems and make optimal decisions in a stochastic environment. This book will give an overview of the problem under consideration and interpret the concept of optimality of stochastic systems to find methods and algorithms to derive optimal solutions.

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Informacije o knjizi

Puni naziv Dynamic Stochastic Optimization with Applications in Finance
Autor Matthias Moch
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2010
Broj stranica 84
EAN 9783639294408
ISBN 3639294408
Libristo kod 06836510
Nakladnici VDM Verlag
Težina 136
Dimenzije 152 x 229 x 5

Kategorija

Mathematics & Science > Mathematics > Probability & statistics
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