Control Engineering and Finance
Published on 31. August 2018
Book
Paperback/Softback
XIII, 303 pages
978-3-319-87805-8 (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
Softcover reprint of the original 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: 235 mm
Width: 155 mm
Thickness: 18 mm
Weight
487 gr
ISBN-13
978-3-319-87805-8 (9783319878058)
DOI
10.1007/978-3-319-64492-9
Schweitzer Classification
Other editions
Additional editions
Selim S. Hacısalihzade
Control Engineering and Finance
Book
12/2017
Springer
€117.69
Shipment within 10-15 days
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.