本本书屋

 本本书屋 logo

Continuous-Time Stochastic Control and Optimization with Financial Applications 2024 pdf epub mobi 電子書 下載

Continuous-Time Stochastic Control and Optimization with Financial Applications
☆☆☆☆☆
簡體網頁||繁體網頁

Continuous-Time Stochastic Control and Optimization with Financial Applications pdf epub mobi 著者簡介

Continuous-Time Stochastic Control and Optimization with Financial Applications pdf epub mobi 圖書描述

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations, and martingale duality methods. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc. This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing to know more about the use of stochastic optimization methods in finance.

Continuous-Time Stochastic Control and Optimization with Financial Applications 2024 pdf epub mobi 電子書 下載

Continuous-Time Stochastic Control and Optimization with Financial Applications pdf epub mobi 圖書目錄

下載链接在页面底部


點擊這裡下載
    
linkedin mastodon messenger pinterest reddit telegram viber vkontakte whatsapp 複製鏈接
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

發表於2024-06-03

Continuous-Time Stochastic Control and Optimization with Financial Applications 2024 pdf epub mobi 電子書 下載

Continuous-Time Stochastic Control and Optimization with Financial Applications 2024 pdf epub mobi 電子書 下載

Continuous-Time Stochastic Control and Optimization with Financial Applications 2024 pdf epub mobi 電子書 下載


喜欢 Continuous-Time Stochastic Control and Optimization with Financial Applications 電子書 的读者还喜欢


Continuous-Time Stochastic Control and Optimization with Financial Applications pdf epub mobi 讀後感

評分☆☆☆☆☆

評分☆☆☆☆☆

評分☆☆☆☆☆

評分☆☆☆☆☆

評分☆☆☆☆☆

類似圖書 點擊查看全場最低價
出版者:Springer
作者:Huyen Pham
出品人:
頁數:256
譯者:
出版時間:2009-6-18
價格:GBP 36.99
裝幀:Hardcover
isbn號碼:9783540894995
叢書系列:

圖書標籤: 金融數學  數學  隨機控製  金融  Quant  金融工程  最優化   

Continuous-Time Stochastic Control and Optimization with Financial Applications 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Continuous-Time Stochastic Control and Optimization with Financial Applications pdf epub mobi 用戶評價

評分☆☆☆☆☆

這本書真的很棒，從符號到證明方式都值得學習。用這麼薄的一本書能從HJB講到viscosity solution, 再講到BSDE, 最後還能講完martingale duality, 真的很厲害。適閤打通體係，直接來學可能會很吃力。

評分☆☆☆☆☆

這本書真的很棒，從符號到證明方式都值得學習。用這麼薄的一本書能從HJB講到viscosity solution, 再講到BSDE, 最後還能講完martingale duality, 真的很厲害。適閤打通體係，直接來學可能會很吃力。

評分☆☆☆☆☆

作者是巴黎七大隨機數學實驗室的負責老師

評分☆☆☆☆☆

這本書真的很棒，從符號到證明方式都值得學習。用這麼薄的一本書能從HJB講到viscosity solution, 再講到BSDE, 最後還能講完martingale duality, 真的很厲害。適閤打通體係，直接來學可能會很吃力。

評分☆☆☆☆☆

連續時間下的隨機最優控製，學宏觀時順便讀的，可應付宏觀和金融經濟學paper裏頭的大部分連續時間模型，體係性很強，不失為一本好書。

Continuous-Time Stochastic Control and Optimization with Financial Applications 2024 pdf epub mobi 電子書 下載

分享鏈接

linkedin mastodon messenger pinterest reddit telegram viber vkontakte whatsapp 複製鏈接


相關圖書



服務條款
聯繫我們
關於我們
隱私政策

本站所有內容均為互聯網搜索引擎提供的公開搜索信息，本站不存儲任何數據與內容，任何內容與數據均與本站無關，如有需要請聯繫相關搜索引擎包括但不限於百度，google,bing,sogou 等

友情鏈接

中國國家圖書館
國立台灣圖書館
美國國會圖書館
開放圖書館 openlibrary.org

© 2024 onlinetoolsland.com All Rights Reserved. 本本書屋 版權所有