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Author:   Gerasimos G. Rigatos
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2017
Volume:   125
Dimensions:   Width: 15.50cm , Height: 2.10cm , Length: 23.50cm
Weight:   6.328kg
ISBN:  

9783319528656

ISBN 10:   3319528653
Pages:   310
Publication Date:   13 April 2017
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand  
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Systems theory and stability concepts.- Main approaches to nonlinear control.- Main approaches to nonlinear estimation.- Linearizing control and filtering for nonlinear dynamics in financial systems.-  Nonlinear optimal control and filtering for financial systems.- Kalman Filtering Approach for detection of option mispricing inthe Black-Scholes PDE.- Kalman Filtering approach to the detection of option mispricing inelaborated PDE finance models.- Corporations’ default probability forecasting using theDerivative-free nonlinear Kalman Filter.- Validation of financial options models using neural networks with invariance to Fourier transform.-  Statistical validation of financial forecasting tools with generalized likelihood ratio approaches.- Distributed validation of option price forecasting tools using a statistical fault diagnosis approach.-  Stabilization of financial systems dynamics through feedbackcontrol of the Black-Scholes PDE.- Stabilization of the multi-asset Black-Scholes PDE using differentialflatness theory.- Stabilization of commodities pricing PDE using differential flatnesstheory.- Stabilization of mortgage price dynamics using differential flatness theory.v>

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