Control Engineering and Finance

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...

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Bibliographic Details

Main Author:	Hacısalihzade, Selim S. (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing, 2018.
Edition:	1st ed. 2018.
Series:	Lecture Notes in Control and Information Sciences, 467
Subjects:	Calculus of variations. Control engineering. Probabilities.
ISBN:	9783319644929
ISSN:	0170-8643 ;
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