Control Engineering and Finance [electronic resource] /
By: Hacısalihzade, Selim S [author.].
Contributor(s): SpringerLink (Online service).
Series: Lecture Notes in Control and Information Sciences: 467Publisher: Cham : Springer International Publishing : Imprint: Springer, 2018Edition: 1st ed. 2018.Description: XIII, 303 p. 100 illus., 11 illus. in color. | Binding - Card Paper |.Content type: text Media type: computer Carrier type: online resourceISBN: 9783319644929.Subject(s): EXTC Engineering | Calculus of Variations and Optimal Control; Optimization | Control and Systems Theory | Probability Theory and Stochastic ProcessesDDC classification: 515.64 Online resources: Click here to access eBook in Springer Nature platform. (Within Campus only.) In: Springer Nature eBookSummary: 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. .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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