Control Engineering and Finance

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
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:
Διαθέσιμο Online:Full Text via HEAL-Link
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245 1 0 |a Control Engineering and Finance  |h [electronic resource] /  |c by Selim S. Hacısalihzade. 
250 |a 1st ed. 2018. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2018. 
300 |a XIII, 303 p. 100 illus., 11 illus. in color.  |b online resource. 
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490 1 |a Lecture Notes in Control and Information Sciences,  |x 0170-8643 ;  |v 467 
520 |a 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. . 
650 0 |a Calculus of variations. 
650 0 |a Control engineering. 
650 0 |a Probabilities. 
650 1 4 |a Calculus of Variations and Optimal Control; Optimization.  |0 http://scigraph.springernature.com/things/product-market-codes/M26016 
650 2 4 |a Control and Systems Theory.  |0 http://scigraph.springernature.com/things/product-market-codes/T19010 
650 2 4 |a Probability Theory and Stochastic Processes.  |0 http://scigraph.springernature.com/things/product-market-codes/M27004 
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773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319644912 
776 0 8 |i Printed edition:  |z 9783319644936 
776 0 8 |i Printed edition:  |z 9783319878058 
830 0 |a Lecture Notes in Control and Information Sciences,  |x 0170-8643 ;  |v 467 
856 4 0 |u https://doi.org/10.1007/978-3-319-64492-9  |z Full Text via HEAL-Link 
912 |a ZDB-2-ENG 
912 |a ZDB-2-LNI 
950 |a Engineering (Springer-11647)