Buch, Englisch, Band 467, 303 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 487 g
Buch, Englisch, Band 467, 303 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 487 g
Reihe: Lecture Notes in Control and Information Sciences
ISBN: 978-3-319-87805-8
Verlag: Springer International Publishing
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.
Autoren/Hrsg.
Fachgebiete
- Technische Wissenschaften Elektronik | Nachrichtentechnik Nachrichten- und Kommunikationstechnik Regelungstechnik
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
Weitere Infos & Material
Introduction.- Modeling and Identification.- Probability and Stochastic Processes.- Optimal Control.- Stochastic Analysis.- Financial Markets and Instruments.- Bonds.- Portfolio Management.- Derivatives and Structured Financial Instruments.
