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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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Podrobná bibliografie
Hlavní autor:	Hacısalihzade, Selim S. (Autor)
Médium:	Elektronický zdroj E-kniha
Jazyk:	angličtina
Vydáno:	Cham : Springer International Publishing, 2018.
Vydání:	1st ed. 2018.
Edice:	Lecture Notes in Control and Information Sciences, 467
Témata:	Calculus of variations. Control engineering. Probabilities.
ISBN:	9783319644929
ISSN:	0170-8643 ;
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