Optimal Control Models in Finance

Optimal Control Models in Finance

Ping Chen / Sardar M. N. Islam

136,03 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2014
ISBN:
9781461498551
136,03 €
IVA incluido
Disponible

Selecciona una librería:

  • Librería Samer Atenea
  • Librería Aciertas (Toledo)
  • Kálamo Books
  • Librería Perelló (Valencia)
  • Librería Elías (Asturias)
  • Donde los libros
  • Librería Kolima (Madrid)
  • Librería Proteo (Málaga)

This book reports initial efforts in providing some useful extensions in - nancial modeling; further work is necessary to complete the research agenda. The demonstrated extensions in this book in the computation and modeling of optimal control in finance have shown the need and potential for further areas of study in financial modeling. Potentials are in both the mathematical structure and computational aspects of dynamic optimization. There are needs for more organized and coordinated computational approaches. These ext- sions will make dynamic financial optimization models relatively more stable for applications to academic and practical exercises in the areas of financial optimization, forecasting, planning and optimal social choice. This book will be useful to graduate students and academics in finance, mathematical economics, operations research and computer science. Prof- sional practitioners in the above areas will find the book interesting and inf- mative. The authors thank Professor B.D. Craven for providing extensive guidance and assistance in undertaking this research. This work owes significantly to him, which will be evident throughout the whole book. The differential eq- tion solver 'nqq' used in this book was first developed by Professor Craven. Editorial assistance provided by Matthew Clarke, Margarita Kumnick and Tom Lun is also highly appreciated. Ping Chen also wants to thank her parents for their constant support and love during the past four years.

Artículos relacionados

  • Final Exam Review
    A. A. Frempong / AAFrempong
    Final Exam Review: Calculus 1 & 2 covers the following topics: a note to the student in preparing for exams; differentiation and integration of functions using a guided and an analytical approach. All the normally difficult to understand topics have been made easy to understand, apply and remember. The topics include continuity, limits of functions; proofs; differentiation of f...
    Disponible

    56,42 €

  • The Calculus Gallery
    William Dunham
    More than three centuries after its creation, calculus remains a dazzling intellectual achievement and the gateway to higher mathematics. This book charts its growth and development by sampling from the work of some of its foremost practitioners, beginning with Isaac Newton and Gottfried Wilhelm Leibniz in the late seventeenth century and continuing to Henri Lebesgue at the daw...
    Disponible

    26,61 €

  • Calculus Reordered
    David M. Bressoud
    A look at how calculus has evolved over hundreds of years and why calculus pedagogy needs to changeCalculus Reordered tells the remarkable story of how calculus grew over centuries into the subject we know today. David Bressoud explains why calculus is credited to seventeenth-century figures Isaac Newton and Gottfried Leibniz, how it was shaped by Italian philosophers such as G...
    Disponible

    28,04 €

  • Fréchet Differentiability of Lipschitz Functions and Porous Sets in Banach Spaces
    David Preiss / Jaroslav Tišer / Joram Lindenstrauss
    This book makes a significant inroad into the unexpectedly difficult question of existence of Fréchet derivatives of Lipschitz maps of Banach spaces into higher dimensional spaces. Because the question turns out to be closely related to porous sets in Banach spaces, it provides a bridge between descriptive set theory and the classical topic of existence of derivatives of vector...
    Disponible

    136,24 €

  • Euclid in the Rainforest
    Joseph Mazur
    ...
    Disponible

    22,59 €

  • PRIMER ON SMOOTH MANIFOLDS, A
    LUCA VITAGLIANO / VITAGLIANO LUCA
    Differential Geometry is one of the major branches of current Mathematics, and it is an unavoidable language in modern Physics. The main characters in Differential Geometry are smooth manifolds: a class of geometric objects that locally behave like the standard Euclidean space.The book provides a first introduction to smooth manifolds, aimed at undergraduate students in Mathema...
    Disponible

    117,29 €

Otros libros del autor

  • Optimal Control Models in Finance
    Ping Chen / Sardar M. N. Islam
    This book reports initial efforts in providing some useful extensions in - nancial modeling; further work is necessary to complete the research agenda. The demonstrated extensions in this book in the computation and modeling of optimal control in finance have shown the need and potential for further areas of study in financial modeling. Potentials are...
    Disponible

    134,67 €