Control Engineering and Finance

• Main Author: Hacısalihzade, Selim S. (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Lecture Notes in Control and Information Sciences, 467
• Subjects: Calculus of variations.; Control engineering.; Probabilities.; Calculus of Variations and Optimal Control; Optimization.; Control and Systems Theory.; Probability Theory and Stochastic Processes.

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...