On Stochastic Optimization Problems and an Application in Finance

Language: English

Published by Springer Fachmedien Wiesbaden Mrz 2019, 2019

3658256907 / 9783658256906

Series: Book 72 of 91 - BestMasters

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic cash management model in finance, where decisions about the dividend and financing policies of a firm have to be made. Additionally, using the dynamic programming approach, he extends the present discourse by the formal derivation of the Hamilton-Jacobi-Bellman equation and by examining the verification step carefully. Finally, the treatment is completed by solving the problem numerically. 116 pp. Englisch.

Seller Inventory # 9783658256906

Title
On Stochastic Optimization Problems and an Application in Finance
Author
Josef Anton Strini
Publisher
Springer Fachmedien Wiesbaden Mrz 2019
Publication year
2019
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3658256907
ISBN 13
9783658256906
Item weight
162 grams
Dimensions
210x148x7 mm
Series
Book 72 of 91: BestMasters

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany