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 4-star rating, Learn more about seller ratings

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

Report this item

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

Pham, Huyên
Published by Springer, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Used Hardcover

Seller: SecondSale, Montgomery, IL, U.S.A.

Seller rating 4 out of 5 stars 4-star rating, Learn more about seller ratings

Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00060439816

Contact seller

Buy Used

US$ 73.48
Convert currency
Shipping: FREE
Within U.S.A.
Destination, rates & speeds

Quantity: 2 available

Add to basket

Seller Image

Huyên Pham
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 5-star rating, Learn more about seller ratings

Condition: New. Seller Inventory # 5049029

Contact seller

Buy New

US$ 77.37
Convert currency
Shipping: US$ 55.81
From Germany to U.S.A.
Destination, rates & speeds

Quantity: Over 20 available

Add to basket

Seller Image

Huyên Pham
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 5-star rating, Learn more about seller ratings

Condition: New. Seller Inventory # 4902036

Contact seller

Buy New

US$ 77.37
Convert currency
Shipping: US$ 55.81
From Germany to U.S.A.
Destination, rates & speeds

Quantity: Over 20 available

Add to basket

Stock Image

Pham, Huyên
Published by Springer, 2009
ISBN 10: 3642100449 ISBN 13: 9783642100444
New Paperback
Print on Demand

Seller: Revaluation Books, Exeter, United Kingdom

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Paperback. Condition: Brand New. 232 pages. 9.50x6.25x0.50 inches. In Stock. This item is printed on demand. Seller Inventory # __3642100449

Contact seller

Buy New

US$ 83.58
Convert currency
Shipping: US$ 13.53
From United Kingdom to U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket

Stock Image

Pham, Huyen|
Published by Springer 2010-10, 2010
ISBN 10: 3642100449 ISBN 13: 9783642100444
New PF

Seller: Chiron Media, Wallingford, United Kingdom

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

PF. Condition: New. Seller Inventory # 6666-IUK-9783642100444

Contact seller

Buy New

US$ 85.53
Convert currency
Shipping: US$ 20.95
From United Kingdom to U.S.A.
Destination, rates & speeds

Quantity: 10 available

Add to basket

Seller Image

Huyên Pham
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 5-star rating, Learn more about seller ratings

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

Contact seller

Buy New

US$ 87.88
Convert currency
Shipping: US$ 35.04
From Germany to U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket

Seller Image

Huyên Pham
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 5-star rating, Learn more about seller ratings

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

Contact seller

Buy New

US$ 87.88
Convert currency
Shipping: US$ 34.10
From Germany to U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket

Seller Image

Huyên Pham
ISBN 10: 3540894993 ISBN 13: 9783540894995
New Hardcover
Print on Demand

Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

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

Contact seller

Buy New

US$ 87.88
Convert currency
Shipping: US$ 26.20
From Germany to U.S.A.
Destination, rates & speeds

Quantity: 2 available

Add to basket

Seller Image

Huyên Pham
ISBN 10: 3642100449 ISBN 13: 9783642100444
New Taschenbuch
Print on Demand

Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

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

Contact seller

Buy New

US$ 87.88
Convert currency
Shipping: US$ 26.20
From Germany to U.S.A.
Destination, rates & speeds

Quantity: 2 available

Add to basket

Seller Image

Huyên Pham
ISBN 10: 3540894993 ISBN 13: 9783540894995
New Hardcover

Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

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

Contact seller

Buy New

US$ 87.88
Convert currency
Shipping: US$ 62.65
From Germany to U.S.A.
Destination, rates & speeds

Quantity: 2 available

Add to basket

There are 7 more copies of this book

View all search results for this book