Control Engineering and Finance

• Κύριος συγγραφέας: Hacısalihzade, Selim S. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Lecture Notes in Control and Information Sciences, 467
• Θέματα: Calculus of variations.; Control engineering.; Probabilities.; Calculus of Variations and Optimal Control; Optimization.; Control and Systems Theory.; Probability Theory and Stochastic Processes.
• Φυσική περιγραφή: XIII, 303 p. 100 illus., 11 illus. in color. online resource.
• ISBN: 9783319644929
• ISSN: 0170-8643 ;
• DOI: 10.1007/978-3-319-64492-9

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. .