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Continuous Time Stochastic Control Optimization by Pham Huyên (22 results)
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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
Published by Springer Berlin Heidelberg, 2010
ISBN 10: 3642100449 ISBN 13: 9783642100444
Language: English
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Continuous-time Stochastic Control and Optimization with Financial Applications
Published by Springer Berlin Heidelberg, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Language: English
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Continuous-time Stochastic Control and Optimization with Financial Applications
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Jun 2009, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Language: English
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Add to basketBuch. Condition: 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.
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Continuous-time Stochastic Control and Optimization with Financial Applications
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Okt 2010, 2010
ISBN 10: 3642100449 ISBN 13: 9783642100444
Language: English
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Add to basketTaschenbuch. Condition: 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.
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Continuous-time Stochastic Control and Optimization with Financial Applications
Published by Springer Berlin Heidelberg, 2010
ISBN 10: 3642100449 ISBN 13: 9783642100444
Language: English
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Add to basketTaschenbuch. Condition: 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
Published by Springer Berlin Heidelberg, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Language: English
US$ 89.92
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Add to basketBuch. Condition: 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
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Continuous-time Stochastic Control and Optimization with Financial Applications
Published by Springer Berlin Heidelberg Jun 2009, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Language: English
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Add to basketBuch. Condition: 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.
-
Continuous-time Stochastic Control and Optimization with Financial Applications
Published by Springer Berlin Heidelberg Okt 2010, 2010
ISBN 10: 3642100449 ISBN 13: 9783642100444
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
US$ 89.92
Convert currencyUS$ 26.81 shipping from Germany to U.S.A.Quantity: 2 available
Add to basketTaschenbuch. Condition: 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.
