Copied Continuous-time Stochastic Control and Optimization with Financial Applications
Continuous-time Stochastic Control and Optimization with Financial Applications
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.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$59.99 | $59.99 |
|
$59.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
The Consumption of Inequality
$39.99
Tool-Based Requirement Traceability between Requirement and Design Artifacts
$109.99
Advances in Research in Geosciences, Geotechnical Engineering, and Environmental Science
$199.99
Structure-Property Relationships of Polymeric Solids
$54.99
Selected Areas in Cryptography
$39.99
Process Mining in Healthcare
$69.99
Managing the New Public Services
$59.99
Portfolio Selection Using Multi-Objective Optimisation
$129.99
M&A and Corporate Consolidation
$109.99
Experimental and Translational Methods to Screen Drugs Effective Against Seizures and Epilepsy
$219.99
Neural Nets WIRN VIETRI-96
$84.99
Der Einsatz von Social Media Walls zur Kundeninspiration am Beispiel der Tourismusbranche
$74.99
Organisationsgesellschaft
$44.99
Krebschirurgie in Heidelberg
$69.99
Advances in Plant Breeding Strategies: Nut and Beverage Crops
$149.00
Digitale Revolution, Fordismus und Transnationale konomie
$59.99
Senile Dementia of the Alzheimer Type
$84.99
Functional Design Errors in Digital Circuits
$169.99
The Politics of Womens Health Care in the United States
$59.99
Environmental Resilience
$119.99
Betriebswirtschaftliche Probleme des Versicherungswesens
$59.99
Serial-Data Computation
$129.00
Geometric Trilogy
$219.99
Transnational Spaces of India and Australia
$109.00
Protein Misfolding, Aggregation and Conformational Diseases
$219.99
Risikofaktoren der Schwangerschaft
$79.99
A History of Italian Wine
$139.99
R.E.A.L. Base Set B Grade 2 (10-Pack)
$339.99
Modelling and Control of Robot Manipulators
$109.99
Biomechanics in Orthopedics
$54.99
Lehren und Lernen in der beruflichen Aus- und Weiterbildung
$24.99
Cerebral Protection in Cerebrovascular and Aortic Surgery
$109.99
Gazprom
$109.99
Theories of Income Distribution
$169.99
Proceedings of 4th International Conference on Artificial Intelligence and Smart Energy
$249.99
Surface Properties of Semiconductors / Poverkhnostnye Svoistva Poluprovodnikov /
$54.99
North American Crop Wild Relatives, Volume 2
$219.99
Tutorium Quantenfeldtheorie
$44.99
I Love Cake!
$4.13
COVID-19 Pandemic
$169.99
