Control Engineering and Finance
Published on 28. December 2017
Book
Hardback
XIII, 303 pages
978-3-319-64491-2 (ISBN)
Description
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.
More details
Series
Edition
1st ed. 2018
Language
English
Place of publication
Cham
Switzerland
Publishing group
Springer International Publishing
Target group
Professional and scholarly
Illustrations
89 s/w Abbildungen, 11 farbige Abbildungen
XIII, 303 p. 100 illus., 11 illus. in color.
Dimensions
Height: 241 mm
Width: 160 mm
Thickness: 23 mm
Weight
647 gr
ISBN-13
978-3-319-64491-2 (9783319644912)
DOI
10.1007/978-3-319-64492-9
Schweitzer Classification
Other editions
Additional editions
Selim S. Hacısalihzade
Control Engineering and Finance
Book
08/2018
Springer
€85.59
Shipment within 10-15 days
Selim S. Hacısalihzade
Control Engineering and Finance
E-Book
12/2017
Springer
€85.59
Available for download
Content
Introduction.- Modeling and Identification.- Probability and Stochastic Processes.- Optimal Control.- Stochastic Analysis.- Financial Markets and Instruments.- Bonds.- Portfolio Management.- Derivatives and Structured Financial Instruments.