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hardcover. Condizione: Very Good.
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
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Da: Studibuch, Stuttgart, Germania
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Aggiungi al carrellohardcover. Condizione: Sehr gut. 249 Seiten; 9783540894995.2 Gewicht in Gramm: 1.
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Aggiungi al carrelloCondizione: New. pp. 256 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Lingua: 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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Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
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Aggiungi al carrelloHardback. Condizione: New. 2009 ed.
Lingua: Inglese
Editore: Springer, Springer Jun 2009, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 80,24
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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 toknow more about the use of stochastic optimization methods in finance. 256 pp. Englisch.
Da: Biblios, Frankfurt am main, HESSE, Germania
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Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 256.
Lingua: Inglese
Editore: Springer, Springer Jun 2009, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 80,24
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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.