Continuous-time Stochastic Control and Optimization with Financial Applications
Pham, Huyen
Published by Springer Verlag, 2009
Used
Soft cover
From
Daniel Liebert, Bookseller, Maplewood, MO, U.S.A.
Seller rating 4 out of 5 stars
AbeBooks Seller since May 10, 2012
This specific copy is no longer available. Here are our closest matches for Continuous-time Stochastic Control and Optimization with Financial Applications by Pham, Huyen.
About this Item
Description:
NO marks, bright and tight and ALL in English. Seller Inventory # ABE-1539189707796
Bibliographic Details
Title: Continuous-time Stochastic Control and ...
Publisher: Springer Verlag
Publication Date: 2009
Binding: Soft cover
Condition: Near Fine
Edition: 1st Edition
Top Search Results from the AbeBooks Marketplace
Stock Image
Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability, 61)
Seller: SecondSale, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00060439816
Quantity: 2 available
Seller Image
Continuous-time Stochastic Control and Optimization with Financial Applications
Published by
Springer Berlin Heidelberg, 2010
ISBN 10: 3642100449
ISBN 13: 9783642100444
New
Softcover
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 5049029
Quantity: Over 20 available
Seller Image
Continuous-time Stochastic Control and Optimization with Financial Applications
Published by
Springer Berlin Heidelberg, 2009
ISBN 10: 3540894993
ISBN 13: 9783540894995
New
Hardcover
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 4902036
Quantity: Over 20 available
Stock Image
Continuous-Time Stochastic Control and Optimization with Financial Applications
Print on DemandSeller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 232 pages. 9.50x6.25x0.50 inches. In Stock. This item is printed on demand. Seller Inventory # __3642100449
Quantity: 1 available
Stock Image
Continuous-time Stochastic Control and Optimization with Financial Applications
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
PF. Condition: New. Seller Inventory # 6666-IUK-9783642100444
Quantity: 10 available
Seller Image
Continuous-time Stochastic Control and Optimization with Financial Applications
Published by
Springer Berlin Heidelberg, 2009
ISBN 10: 3540894993
ISBN 13: 9783540894995
New
Hardcover
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Buch. 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. Seller Inventory # 9783540894995
Quantity: 1 available
Seller Image
Continuous-time Stochastic Control and Optimization with Financial Applications
Published by
Springer Berlin Heidelberg, 2010
ISBN 10: 3642100449
ISBN 13: 9783642100444
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. 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. Seller Inventory # 9783642100444
Quantity: 1 available
Seller Image
Continuous-time Stochastic Control and Optimization with Financial Applications
Published by
Springer Berlin Heidelberg Jun 2009, 2009
ISBN 10: 3540894993
ISBN 13: 9783540894995
New
Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. 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. Seller Inventory # 9783540894995
Quantity: 2 available
Seller Image
Continuous-time Stochastic Control and Optimization with Financial Applications
Published by
Springer Berlin Heidelberg Okt 2010, 2010
ISBN 10: 3642100449
ISBN 13: 9783642100444
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. 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. Seller Inventory # 9783642100444
Quantity: 2 available
Seller Image
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
New
Hardcover
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Buch. 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. Seller Inventory # 9783540894995
Quantity: 2 available