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9783540894995 - Continuous-Time Stochastic Control and Optimization With Financial Applications: 61 di Pham, Huyen (22 risultati)
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Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability, 61)
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityDa: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability, 61)
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Continuous-Time Stochastic Control and Optimization With Financial Applications
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityDa: GreatBookPrices, Columbia, MD, U.S.A.
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Continuous-time Stochastic Control and Optimization with Financial Applications (Hardcover)
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityLingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
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Hardcover. Condizione: new. Hardcover. 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. This text 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability, 61)
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Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability, 61)
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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
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityLingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
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Continuous-time Stochastic Control and Optimization with Financial Applications
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityDa: Books Puddle, New York, NY, U.S.A.
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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
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityLingua: Inglese
Editore: Springer Berlin Heidelberg, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
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Continuous-time Stochastic Control and Optimization With Financial Applications
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityDa: Revaluation Books, Exeter, Regno Unito
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Continuous-time Stochastic Control and Optimization with Financial Applications
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityLingua: Inglese
Editore: Springer Berlin Heidelberg, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
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Aggiungi al carrelloBuch. 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.
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Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability (61))
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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
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Continuous-time Stochastic Control and Optimization with Financial Applications: 61 (Stochastic Modelling and Applied Probability, 61)
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityLingua: Inglese
Editore: Springer; 2009th edition (18 Jun. 2009), 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
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Continuous-time Stochastic Control and Optimization with Financial Applications (Hardcover)
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityLingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
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Aggiungi al carrelloHardcover. Condizione: new. Hardcover. 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. This text 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Continuous-time Stochastic Control and Optimization with Financial Applications
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityLingua: Inglese
Editore: Springer Berlin Heidelberg Jun 2009, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Aggiungi al carrelloBuch. 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.
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Continuous-time Stochastic Control and Optimization with Financial Applications
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityDa: Biblios, Frankfurt am main, HESSE, Germania
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Continuous-time Stochastic Control and Optimization with Financial Applications
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityLingua: Inglese
Editore: Springer, Springer Jun 2009, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. 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 KG, Sachsenplatz 4-6, 1201 Wien 256 pp. Englisch.
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Continuous-time Stochastic Control and Optimization with Financial Applications
Libro 18 di 30: Stochastic Modelling and Applied ProbabilityEUR 68,45
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Aggiungi al carrelloBuch. Condizione: Neu. Continuous-time Stochastic Control and Optimization with Financial Applications | Huyên Pham | Buch | xvii | Englisch | 2009 | Springer | EAN 9783540894995 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
