State-Space Approaches for Modelling and Control in Financial Engineering

Name: State-Space Approaches for Modelling and Control in Financial Engineering
Brand: Springer Nature
SKU: 9783319528656
Availability: InStock

Best Price:
Buy State-Space Approaches for Modelling and Control in Financial Engineering for $84.99 at @ Link.springer.com
No coupon is required — this is the standard retail price.

Set a price drop alert to never miss an offer.

1 Offer Price Range: $84.99 - $84.99

BEST PRICE

Single Product Purchase

$84.99

@ Link.springer.com BUY Now

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 @ Link.springer.com		$84.99	$84.99			$84.99		See Site	In stock	Visit Store

Product Details

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783319528656

Condition

New

Product Description

The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in nancial systems when these are described in the form of nonlinear ordinary dierential equations. It then addresses problems associated with the control and estimation of nancial systems governed by partial dierential equations (e.g. the BlackScholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support nancial engineers in decision making. The application of state-space models in nancial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for nance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of nancial systems to be established. Coveringthe following key areas of nancial engineering: (i) control and stabilization of nancial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in nancial engineering. It is also a useful resource for the engineering and computer science community.

Available Colors

N/A

Available Sizes

N/A