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Dynamic Stochastic Optimization with Applications in Finance

Name: Dynamic Stochastic Optimization with Applications in Finance
Brand: VDM Verlag
SKU: 06836510
Price: 44.67 EUR
Availability: InStock
Author: Matthias Moch
ISBN: 9783639294408

Theory of Stochastic Optimization and Numerical Methods

Matthias Moch

Jezik

Angleščina

Knjiga Mehka

Koda Libristo: 06836510

Založba VDM Verlag, oktober 2010

A lot of problems in real life require optimal decisions to be made and therefore optimization is a... Celoten opis

Koda Libristo: 06836510

108 b

44.67 €

Od založnika po naročilu Odposlali bomo v 17-27 dneh

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A lot of problems in real life require optimal decisions to be made and therefore optimization is a fundamental issue. As a lot of the underlying models, especially in finance, involve uncertainty, there is a clear need for a theory of how to handle such systems and make optimal decisions in a stochastic environment. This book will give an overview of the problem under consideration and interpret the concept of optimality of stochastic systems to find methods and algorithms to derive optimal solutions.

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O knjigi

Polni naslov Dynamic Stochastic Optimization with Applications in Finance

Avtor Matthias Moch

Jezik

Angleščina

Vezava Knjiga - Mehka

Datum izida 2010

Število strani 84

EAN 9783639294408

ISBN 3639294408

Koda Libristo 06836510

Založba VDM Verlag

Teža 136

Mere 152 x 229 x 5

Kategorije

Mathematics & Science > Mathematics > Probability & statistics

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