Control Engineering and Finance
Author:   Selim S. Hacısalihzade
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2018
Volume:   467
ISBN:  

9783319644912


Pages:   303
Publication Date:   28 December 2017
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Control Engineering and Finance


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Overview

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. 

Full Product Details

Author:   Selim S. Hacısalihzade
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2018
Volume:   467
Weight:   0.776kg
ISBN:  

9783319644912


ISBN 10:   3319644912
Pages:   303
Publication Date:   28 December 2017
Audience:   College/higher education ,  Postgraduate, Research & Scholarly ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Introduction.- Modeling and Identification.- Probability and Stochastic Processes.- Optimal Control.- Stochastic Analysis.- Financial Markets and Instruments.- Bonds.- Portfolio Management.- Derivatives and Structured Financial Instruments.

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