Control Engineering and Finance
Published on 28. December 2017
XIII, 303 pages
978-3-319-64492-9 (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
Product notice
Reflowable
Illustrations
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 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.
