Control Engineering and Finance
Hacısalihzade, Selim S
Control Engineering and Finance by Selim S. Hacısalihzade. - 1 recurso en línea (XIII, 303 páginas 100 ilustraciones, 11 ilustraciones a color.) - Lecture Notes in Control and Information Sciences 467 0170-8643 Engineering (Springer-11647) .
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. .
9783319644929
10.1007/978-3-319-64492-9 doi
Optimización matemática
Distribución (Teoría de probabilidades)
Cálculo de variaciones
QA402.5 / .H333 2018 EB
Control Engineering and Finance by Selim S. Hacısalihzade. - 1 recurso en línea (XIII, 303 páginas 100 ilustraciones, 11 ilustraciones a color.) - Lecture Notes in Control and Information Sciences 467 0170-8643 Engineering (Springer-11647) .
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. .
9783319644929
10.1007/978-3-319-64492-9 doi
Optimización matemática
Distribución (Teoría de probabilidades)
Cálculo de variaciones
QA402.5 / .H333 2018 EB