Carte Dynamic Stochastic Optimization with Applications in Finance Matthias Moch

Dynamic Stochastic Optimization with Applications in Finance

Theory of Stochastic Optimization and Numerical Methods

Autor: Matthias Moch
Limbă: engleză
Legare: Carte broșată
Editura: VDM Verlag
Disponibilitate: La editor doar la comandă
Expediem în 17-27 zile
253.57 lei
A lot of problems in real life require optimal decisions to be made and therefore optimization is a...

Informații despre carte

Limbă
engleză
Legare
Carte - Carte broșată
Publicat
2010
Pagini
84
EAN
9783639294408
ISBN
3639294408
Enbook ID
06836510
Editura
Greutate
136
Dimensiuni
152 x 229 x 5

Descriere completă

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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