Order Total (1 Item Items):
Shipping Destination:
Continuous Time Stochastic Control Optimization by Pham Huyên (24 results)
Skip to main search results
Search filters
Product Type
- All Product Types
- Books (24)
- Magazines & Periodicals (No further results match this refinement)
- Comics (No further results match this refinement)
- Sheet Music (No further results match this refinement)
- Art, Prints & Posters (No further results match this refinement)
- Photographs (No further results match this refinement)
- Maps (No further results match this refinement)
- Manuscripts & Paper Collectibles (No further results match this refinement)
Condition Learn more
- New (19)
- As New, Fine or Near Fine (5)
- Very Good or Good (No further results match this refinement)
- Fair or Poor (No further results match this refinement)
- As Described (No further results match this refinement)
Binding
Collectible Attributes
- First Edition (No further results match this refinement)
- Signed (No further results match this refinement)
- Dust Jacket (No further results match this refinement)
- Seller-Supplied Images (15)
- Not Print on Demand (19)
Language (1)
Free Shipping
Seller Location
Seller Rating
-
Continuous-time Stochastic Control and Optimization with Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilityLanguage: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2010
ISBN 10: 3642100449 ISBN 13: 9783642100444
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Softcover reprint of hardcover 1st ed. 2009.
-
Continuous-time Stochastic Control and Optimization with Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilityLanguage: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Hardback. Condition: New. 2009 ed.
-
-
Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability, 61)
Book 18 of 30: Stochastic Modelling and Applied ProbabilitySeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 66.16
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
-
Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability, 61)
Book 18 of 30: Stochastic Modelling and Applied ProbabilitySeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 66.16
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
-
-
hardcover. Condition: Sehr gut. 249 Seiten; 9783540894995.2 Gewicht in Gramm: 1.
-
Continuous-Time Stochastic Control and Optimization With Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilitySeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
-
Continuous-time Stochastic Control and Optimization with Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilityLanguage: English
Published by Springer Berlin Heidelberg, 2010
ISBN 10: 3642100449 ISBN 13: 9783642100444
Kartoniert / Broschiert. Condition: New.
-
Continuous-time Stochastic Control and Optimization with Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilityLanguage: English
Published by Springer Berlin Heidelberg, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Condition: New.
-
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 toknow more about the use of stochastic optimization methods in finance.
-
Taschenbuch. Condition: Neu. Continuous-time Stochastic Control and Optimization with Financial Applications | Huyên Pham | Taschenbuch | Stochastic Modelling and Applied Probability | xvii | Englisch | 2010 | Springer | EAN 9783642100444 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
-
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 toknow more about the use of stochastic optimization methods in finance.
-
Continuous-Time Stochastic Control and Optimization With Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilitySeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
£ 112.99
£ 15 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: As New. Unread book in perfect condition.
-
Hardcover. Condition: Like New. Like New. book.
-
Continuous-time Stochastic Control and Optimization with Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilityLanguage: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2010
ISBN 10: 3642100449 ISBN 13: 9783642100444
Paperback. Condition: New. Softcover reprint of hardcover 1st ed. 2009.
-
Condition: As New. Unread book in perfect condition.
-
Continuous-time Stochastic Control and Optimization with Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilityLanguage: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Hardback. Condition: New. 2009 ed.
-
Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
-
Condition: new. Questo è un articolo print on demand.
-
Continuous-time Stochastic Control and Optimization with Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilityLanguage: English
Published by Springer, Springer Jun 2009, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 toknow more about the use of stochastic optimization methods in finance. 256 pp. Englisch.
-
Continuous-time Stochastic Control and Optimization with Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilityLanguage: English
Published by Springer, Springer Okt 2010, 2010
ISBN 10: 3642100449 ISBN 13: 9783642100444
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 toknow more about the use of stochastic optimization methods in finance. 252 pp. Englisch.
-
Continuous-time Stochastic Control and Optimization with Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilityLanguage: English
Published by Springer, Springer Jun 2009, 2009
ISBN 10: 3540894993 ISBN 13: 9783540894995
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 toknow more about the use of stochastic optimization methods in finance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 256 pp. Englisch.
-
Continuous-time Stochastic Control and Optimization with Financial Applications
Book 18 of 30: Stochastic Modelling and Applied ProbabilityLanguage: English
Published by Springer, Springer Okt 2010, 2010
ISBN 10: 3642100449 ISBN 13: 9783642100444
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 toknow more about the use of stochastic optimization methods in finance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 252 pp. Englisch.
