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Control Engineering and Finance

Medium: Buch
ISBN: 978-3-319-64491-2
Verlag: Springer International Publishing
Erscheinungstermin: 28.12.2017
Lieferfrist: bis zu 10 Tage

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. 


Produkteigenschaften


  • Artikelnummer: 9783319644912
  • Medium: Buch
  • ISBN: 978-3-319-64491-2
  • Verlag: Springer International Publishing
  • Erscheinungstermin: 28.12.2017
  • Sprache(n): Englisch
  • Auflage: 1. Auflage 2018
  • Serie: Lecture Notes in Control and Information Sciences
  • Produktform: Gebunden
  • Gewicht: 647 g
  • Seiten: 303
  • Format (B x H x T): 160 x 241 x 23 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

Introduction.- Modeling and Identification.- Probability and Stochastic Processes.- Optimal Control.- Stochastic Analysis.- Financial Markets and Instruments.- Bonds.- Portfolio Management.- Derivatives and Structured Financial Instruments.