This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques.
"synopsis" may belong to another edition of this title.
This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Control theory provides a large set of theoretical and computational tools with applications in a wide range of fields, ranging from "pure" areas of mathematics up to applied sciences like finance. Stochastic optimal control is a well established and important tool of mathematical finance. Other branches of control theory have found comparatively less applications to financial problems, but the exchange of ideas and methods has intensified in recent years. This volume should contribute to establish bridges between these separate fields. The diversity of topics covered as well as the large array of techniques and ideas brought in to obtain the results make this volume a valuable resource for advanced students and researchers.
"About this title" may belong to another edition of this title.
Shipping:
£ 15
From United Kingdom to U.S.A.
Seller: booksXpress, Bayonne, NJ, U.S.A.
Soft Cover. Condition: new. This item is printed on demand. Seller Inventory # 9783642089084
Quantity: 10 available
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Condition: New. Seller Inventory # ABLIING23Mar3113020217436
Quantity: Over 20 available
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New. Seller Inventory # 16433721-n
Quantity: 5 available
Seller: GreatBookPricesUK, Castle Donington, DERBY, United Kingdom
Condition: New. Seller Inventory # 16433721-n
Quantity: 5 available
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 434 pages. 9.21x6.14x0.89 inches. In Stock. Seller Inventory # x-3642089089
Quantity: 2 available
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Control theory provides a large set of theoretical and computational tools with applications in a wide range of elds, running from 'pure' branches of mathematics, like geometry, to more applied areas where the objective is to nd solutions to 'real life' problems, as is the case in robotics, control of industrial processes or nance. The 'high tech' character of modern business has increased the need for advanced methods. These rely heavily on mathematical techniques and seem indispensable for competitiveness of modern enterprises. It became essential for the nancial analyst to possess a high level of mathematical skills. C- versely, the complex challenges posed by the problems and models relevant to nance have, for a long time, been an important source of new research topics for mathematicians. The use of techniques from stochastic optimal control constitutes a well established and important branch of mathematical nance. Up to now, other branches of control theory have found comparatively less application in n- cial problems. To some extent, deterministic and stochastic control theories developed as di erent branches of mathematics. However, there are many points of contact between them and in recent years the exchange of ideas between these elds has intensi ed. Some concepts from stochastic calculus (e.g., rough paths) havedrawntheattentionofthedeterministiccontroltheorycommunity.Also, some ideas and tools usual in deterministic control (e.g., geometric, algebraic or functional-analytic methods) can be successfully applied to stochastic c- trol. Seller Inventory # 9783642089084
Quantity: 1 available
Seller: moluna, Greven, Germany
Condition: New. Seller Inventory # 5047934
Quantity: Over 20 available
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Condition: New. This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Editor(s): Sarychev, Andrey; Shiryaev, Albert N.; Guerra, Manuel; Grossinho, Maria Do Rosario. Num Pages: 420 pages, 8 black & white tables, biography. BIC Classification: KFFK; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 22. Weight in Grams: 664. . 2010. 1st ed. Softcover of orig. ed. 2008. Paperback. . . . . Seller Inventory # V9783642089084
Quantity: 15 available
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Seller Inventory # ria9783642089084_lsuk
Quantity: Over 20 available
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Control theory provides a large set of theoretical and computational tools with applications in a wide range of elds, running from 'pure' branches of mathematics, like geometry, to more applied areas where the objective is to nd solutions to 'real life' problems, as is the case in robotics, control of industrial processes or nance. The 'high tech' character of modern business has increased the need for advanced methods. These rely heavily on mathematical techniques and seem indispensable for competitiveness of modern enterprises. It became essential for the nancial analyst to possess a high level of mathematical skills. C- versely, the complex challenges posed by the problems and models relevant to nance have, for a long time, been an important source of new research topics for mathematicians. The use of techniques from stochastic optimal control constitutes a well established and important branch of mathematical nance. Up to now, other branches of control theory have found comparatively less application in n- cial problems. To some extent, deterministic and stochastic control theories developed as di erent branches of mathematics. However, there are many points of contact between them and in recent years the exchange of ideas between these elds has intensi ed. Some concepts from stochastic calculus (e.g., rough paths) havedrawntheattentionofthedeterministiccontroltheorycommunity.Also, some ideas and tools usual in deterministic control (e.g., geometric, algebraic or functional-analytic methods) can be successfully applied to stochastic c- trol. 436 pp. Englisch. Seller Inventory # 9783642089084
Quantity: 2 available