Control Engineering and Finance
Autor Selim S. Hac¿salihzadeen Limba Engleză Paperback – 31 aug 2018
This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing. Every chapter presents exercises which help the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike.
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Specificații
ISBN-13: 9783319878058
ISBN-10: 3319878050
Pagini: 320
Ilustrații: XIII, 303 p. 100 illus., 11 illus. in color.
Dimensiuni: 155 x 235 x 18 mm
Greutate: 0.49 kg
Ediția:Softcover reprint of the original 1st edition 2018
Editura: Springer
Locul publicării:Cham, Switzerland
ISBN-10: 3319878050
Pagini: 320
Ilustrații: XIII, 303 p. 100 illus., 11 illus. in color.
Dimensiuni: 155 x 235 x 18 mm
Greutate: 0.49 kg
Ediția:Softcover reprint of the original 1st edition 2018
Editura: Springer
Locul publicării:Cham, Switzerland
Cuprins
Introduction.- Modeling and Identification.- Probability and Stochastic Processes.- Optimal Control.- Stochastic Analysis.- Financial Markets and Instruments.- Bonds.- Portfolio Management.- Derivatives and Structured Financial Instruments.
Textul de pe ultima copertă
This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing. Every chapter presents exercises which help the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike.
Caracteristici
Includes numerous step-by-step tutorials which supports the reader's understanding Presents a review of mathematical tools like modeling, analysis of stochastic processes, calculus of variations and more Analyses financial problems using control engineering tools Includes supplementary material: sn.pub/extras