Continuous-time Stochastic Control and Optimization with Financial Applications
Pham, Huyen
Editore: Springer Verlag, 2009
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NO marks, bright and tight and ALL in English. Codice articolo ABE-1539189707796
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Titolo: Continuous-time Stochastic Control and ...
Casa editrice: Springer Verlag
Data di pubblicazione: 2009
Legatura: Soft cover
Condizione: Near Fine
Edizione: 1st Edition
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Continuous-time Stochastic Control and Optimization with Financial Applications
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Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability, 61)
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Condizione: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Codice articolo 00060439816
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Continuous-Time Stochastic Control and Optimization with Financial Applications
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Paperback. Condizione: Brand New. 232 pages. 9.50x6.25x0.50 inches. In Stock. This item is printed on demand. Codice articolo __3642100449
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Continuous-time Stochastic Control and Optimization with Financial Applications
ISBN 10: 3540894993
ISBN 13: 9783540894995
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Buch. Condizione: Neu. Neuware -Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control.This volume 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. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc.This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing toknow more about the use of stochastic optimization methods in finance.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 256 pp. Englisch. Codice articolo 9783540894995
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Continuous-time Stochastic Control and Optimization with Financial Applications
ISBN 10: 3642100449
ISBN 13: 9783642100444
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. Neuware -Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control.This volume 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. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc.This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing toknow more about the use of stochastic optimization methods in finance.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 252 pp. Englisch. Codice articolo 9783642100444
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Continuous-time Stochastic Control and Optimization with Financial Applications
Editore:
Springer Berlin Heidelberg, 2010
ISBN 10: 3642100449
ISBN 13: 9783642100444
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Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control.This volume 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. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc.This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing toknow more about the use of stochastic optimization methods in finance. Codice articolo 9783642100444
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Continuous-time Stochastic Control and Optimization with Financial Applications
Editore:
Springer Berlin Heidelberg Okt 2010, 2010
ISBN 10: 3642100449
ISBN 13: 9783642100444
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control.This volume 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. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc.This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing to know more about the use of stochastic optimization methods in finance. 252 pp. Englisch. Codice articolo 9783642100444
Quantità: 2 disponibili
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Continuous-time Stochastic Control and Optimization with Financial Applications
Editore:
Springer Berlin Heidelberg Jun 2009, 2009
ISBN 10: 3540894993
ISBN 13: 9783540894995
Nuovo
Rilegato
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control.This volume 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. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc.This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing to know more about the use of stochastic optimization methods in finance. 256 pp. Englisch. Codice articolo 9783540894995
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Continuous-time Stochastic Control and Optimization with Financial Applications
Da: Chiron Media, Wallingford, Regno Unito
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PF. Condizione: New. Codice articolo 6666-IUK-9783642100444
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