Dynamic Stochastic Optimization with Applications in Finance: Theory of Stochastic Optimization and Numerical Methods - Brossura

Moch, Matthias

 
9783639294408: Dynamic Stochastic Optimization with Applications in Finance: Theory of Stochastic Optimization and Numerical Methods
Brossura
ISBN 10: 3639294408 ISBN 13: 9783639294408
Casa editrice: VDM Verlag Dr. Müller, 2010

Sinossi

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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L'autore

Since 2008, Matthias Moch is Quantitative Analyst in the Hedging and Derivatives Strategies group of risklab GmbH. Before starting his profession, Matthias studied at the University of Konstanz and the ETH Zurich, where he focused on Numerical Mathematics. He holds a Master's Degree in Mathematical Finance from the University of Konstanz.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
VDM Verlag Dr. Müller
Data di pubblicazione
2010
Lingua
Inglese
ISBN 10 
3639294408
ISBN 13 
9783639294408
Rilegatura
Copertina flessibile
Numero di pagine
84
Contatto del produttore
non disponibile
Persona responsabile
non disponibile