Optimal Control Models in Finance A New Computational Approach /

• Κύριοι συγγραφείς: Chen, Ping (Συγγραφέας), Islam, Sardar M. N. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Boston, MA : Springer US, 2005.
• Σειρά: Applied Optimization, 95
• Θέματα: Mathematics.; Mathematical optimization.; Calculus of variations.; Calculus of Variations and Optimal Control; Optimization.; Optimization.

The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and the economy are important for efficient allocation of resources in the economy. Optimal control methods have useful applications t...

Πίνακας περιεχομένων:

• Optimal Control Models in Finance
• The STV Approach to Financial Optimal Control Models
• A Financial Oscillator Model
• An Optimal Corporate Financing Model
• Further Computational Experiments and Results
• Conclusion.