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.
Reihe
Auflage
Sprache
Verlagsort
Verlagsgruppe
Springer International Publishing
Illustrationen
11
89 s/w Abbildungen, 11 farbige Abbildungen
XIII, 303 p. 100 illus., 11 illus. in color.
ISBN-13
978-3-319-64492-9 (9783319644929)
DOI
10.1007/978-3-319-64492-9
Schweitzer Klassifikation
Introduction.- Modeling and Identification.- Probability and Stochastic Processes.- Optimal Control.- Stochastic Analysis.- Financial Markets and Instruments.- Bonds.- Portfolio Management.- Derivatives and Structured Financial Instruments.
