LiveZilla Live Chat Software
Importitall
Register/Login Login Contact UsContacts BlogBlog
Cart Items : 0 | Cart Total : R0
Books > Business & Money > Finance > 3540894993
  1. Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability)
    Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability)
    Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability)
    Image(s) provided for illustrative purposes and may differ from the actual product
  2. Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability)

    [3540894993]
    Delivery: 10-20 Working Days
    Price R1336.00

     pinterest 
Additional Information

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.

Similar Products

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)Computer Age Statistical Inference: Algorithms, Evidence, and Data Science (Institute of Mathematical Statistics Monographs)Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) (Volume 113)Stochastic Control Theory: Dynamic Programming Principle (Probability Theory and Stochastic Modelling)Deep Learning (Adaptive Computation and Machine Learning series)Stochastic Differential Equations: An Introduction with Applications (Universitext)
Specifications

Country
USA
Author
Huyên Pham
Binding
Hardcover
Brand
Brand: Springer
EAN
9783540894995
Edition
2009
Feature
Used Book in Good Condition
ISBN
3540894993
IsEligibleForTradeIn
1
Label
Springer
Manufacturer
Springer
MPN
biography
NumberOfItems
1
NumberOfPages
232
PartNumber
biography
PublicationDate
2009-07-21
Publisher
Springer
SKU
9783540894995
Studio
Springer
ReleaseDate
0000-00-00
Please Note

The authorised South African distributor of this product is under no obligation to honour the manufacture's guarantees/warranties or to provide after-sales service.

Please note that this item is imported from the USA, and is designed to be used in the USA. In addition, if the unit is powered it will come with a US plug and an adapter/transformer may be required. Please click here for more information on power requirements, or check with us if you are unsure or need any assistance!

Please also note that certain items cannot be imported, these include Alcohol, Animals, Batteries, Flammable Materials, Currency, Food, Furs, Chemicals, Explosives, Medications, Plants, Seeds, Supplements, Pressurized Cans, Tactical Equipment, Vitamins, Weaponry and Weaponry Accessories. In these cases, the item and information is displayed for reference purposes only. If you are not sure if we are permitted to bring an item, please send us an e-mail with a link to the item to confirm.

Please also ensure that you are ordering the correct item for your particular application as returns to the USA are costly. Product reviews are also provided for most of our items, which can give you a good idea for possible things to look out for and the quality of the item. By clicking Add to Cart, you are confirming that the item is correct and you accept the conditions listed here.