Del 441
Control Engineering and Finance
Häftad, Engelska, 2018
Del 467 i serien Lecture Notes in Control and Information Sciences
886 kr
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Beskrivning
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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