Control Engineering and Finance [electronic resource] / by Selim S. Hacısalihzade.
By: Hacısalihzade, Selim S [author.].
Contributor(s): SpringerLink (Online service).
Material type: BookSeries: Lecture Notes in Control and Information Sciences: 467Publisher: Cham : Springer International Publishing : Imprint: Springer, 2018Edition: 1st ed. 2018.Description: XIII, 303 p. 100 illus., 11 illus. in color. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783319644929.Subject(s): Mathematical optimization | Calculus of variations | Control engineering | Probabilities | Calculus of Variations and Optimization | Control and Systems Theory | Probability TheoryAdditional physical formats: Printed edition:: No title; Printed edition:: No title; Printed edition:: No titleDDC classification: 519.6 | 515.64 Online resources: Click here to access online In: Springer Nature eBookSummary: This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing. Every chapter presents exercises which help the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike. .No physical items for this record
This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing. Every chapter presents exercises which help the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike. .
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