Continuous Time Stochastic Control Optimization by Pham Huyên (25 results)
Language: English
Published by Springer, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
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Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2010
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
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Paperback. Condition: New. 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 s…tochastic 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. Softcover reprint of hardcover 1st ed. 2009.
Language: English
Published by Springer, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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hardcover. Condition: Sehr gut. 249 Seiten; 9783540894995.2 Gewicht in Gramm: 1.
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Hardback. Condition: New. 2009 ed. 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 treatm…ent 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.
Language: English
Published by Springer, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer, 2010
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Language: English
Published by Springer 2010-10, 2010
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Language: English
Published by Springer, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer Berlin Heidelberg, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer Berlin Heidelberg, 2010
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
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Language: English
Published by Springer, 2010
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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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 Heidelb…erg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Springer, 2010
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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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 c…ontrol.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.
Language: English
Published by Springer, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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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.
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2010
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Paperback. Condition: New. Softcover reprint of hardcover 1st ed. 2009.
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Hardback. Condition: New. 2009 ed.
Language: English
Published by Springer, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer, 2010
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Language: English
Published by Springer, 2010
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Language: English
Published by Springer, Springer Okt 2010, 2010
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Softcover
- Print on Demand
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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.
Language: English
Published by Springer, Springer Jun 2009, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
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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 sto…chastic 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.
Language: English
Published by Springer, Springer Okt 2010, 2010
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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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.
Language: English
Published by Springer, Springer Jun 2009, 2009
Series: Book 18 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
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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 stochas…tic 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.
