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Advanced Simulation-Based Methods for Optimal Stopping and Control

Name: Advanced Simulation-Based Methods for Optimal Stopping and Control
Brand: Palgrave Macmillan
SKU: 39971636
Price: 120.87 EUR
Availability: InStock
Author: Denis Belomestny
ISBN: 9781137033512

With Applications in Finance

Denis Belomestny

John Schoenmakers

Jezik

Angleščina

E-knjiga Adobe ePub DRM

Koda Libristo: 39971636

Založba Palgrave Macmillan, januar 2018

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulati... Celoten opis

Koda Libristo: 39971636

292 b

120.87 €

Na zalogi Prenesi zdaj

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.