Hacısalihzade, Selim S.
Control Engineering and Finance [electronic resource] / by Selim S. Hacısalihzade. - 1st ed. 2018. - XIII, 303 p. 100 illus., 11 illus. in color. online resource. - Lecture Notes in Control and Information Sciences, 467 1610-7411 ; . - Lecture Notes in Control and Information Sciences, 467 .
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. .
9783319644929
10.1007/978-3-319-64492-9 doi
Mathematical optimization.
Calculus of variations.
Control engineering.
Probabilities.
Calculus of Variations and Optimization.
Control and Systems Theory.
Probability Theory.
QA402.5-402.6 QA315-316
519.6 515.64
Control Engineering and Finance [electronic resource] / by Selim S. Hacısalihzade. - 1st ed. 2018. - XIII, 303 p. 100 illus., 11 illus. in color. online resource. - Lecture Notes in Control and Information Sciences, 467 1610-7411 ; . - Lecture Notes in Control and Information Sciences, 467 .
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. .
9783319644929
10.1007/978-3-319-64492-9 doi
Mathematical optimization.
Calculus of variations.
Control engineering.
Probabilities.
Calculus of Variations and Optimization.
Control and Systems Theory.
Probability Theory.
QA402.5-402.6 QA315-316
519.6 515.64