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

Moch, Matthias

Brossura

ISBN 10: 3639294408 ISBN 13: 9783639294408

Casa editrice: VDM Verlag Dr. Müller, 2010

Riassunto

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.

Su questo libro

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.

Dettagli dell'edizione

• 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