9783031741210 - variational inequalities in management science and finance: modelling, analysis, numerics and applications di tsekrekos, andrianos e.; yannacopoulos, athanasios n. (4 risultati)
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 85,59
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance. It aims to bridge the gap between the abstract mathematical…treatments of the subject and simplistic, non-rigorous approaches often used in financial economics or managerial literature.Building on fundamental examples of concrete applications drawn from management science and finance, the book gradually develops the connection between optimal stopping problems and variational inequalities. It provides precise results on their derivation, solution properties, and their use to derive optimal policies in general frameworks of stochastic factors driving the state processes. Emphasis is also placed on the numerical treatment and approximation of VIs. All technical results are illustrated in detail for the characteristic problems presented at the beginning as motivating examples. It also offers a brief introduction to more advanced topics, including VIs for multi-scale problems and VIs related to optimal stopping problems under model uncertainty.This book will be of interest to graduate students and researchers who wishfor a quick, yet thorough introduction to the field. Practitionerswho want to familiarise themselves with applications of VIs in management science and finance will also find this book useful.
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Da: preigu, Osnabrück, Germaniapreigu
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EUR 77,30
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Taschenbuch. Condizione: Neu. Variational Inequalities in Management Science and Finance | Modelling, Analysis, Numerics and Applications | Andrianos E. Tsekrekos (u. a.) | Taschenbuch | EURO Advanced Tutorials on Operational Research | xiii | Englisch | 2025 | Springer | EAN 9783031741210 | Verantwortliche Person für die EU: Sp…ringer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 196 pp. Englisch.
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 85,59
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance. It aims to bridge the gap between the abstract m…athematical treatments of the subject and simplistic, non-rigorous approaches often used in financial economics or managerial literature.Building on fundamental examples of concrete applications drawn from management science and finance, the book gradually develops the connection between optimal stopping problems and variational inequalities. It provides precise results on their derivation, solution properties, and their use to derive optimal policies in general frameworks of stochastic factors driving the state processes. Emphasis is also placed on the numerical treatment and approximation of VIs. All technical results are illustrated in detail for the characteristic problems presented at the beginning as motivating examples. It also offers a brief introduction to more advanced topics, including VIs for multi-scale problems and VIs related to optimal stopping problems under model uncertainty.This book will be of interest to graduate students and researchers who wish for a quick, yet thorough introduction to the field. Practitioners who want to familiarise themselves with applications of VIs in management science and finance will also find this book useful.Springer Nature Customer Service Center GmbH, Europaplatz 3,69115 Heidelberg, Germany, Heidelberg 196 pp. Englisch.
