Advanced Simulation-Based Methods for Optimal Stopping and Control
With Applications in Finance
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Beschreibung
Presents the very latest applications of probability modelling to derivatives pricing and risk management
Brings new approaches and applications to the quant’s toolkit - Monte Carlo simulations are the bedrock of much of the quantitative practitioners work and this book presents a core quant topic
Leading researchers Schoenmakers and Belomestny are well regarded for their research in stochastics and probability theory – this book will be well received by the community
Presents the very latest applications of probability modelling to derivatives pricing and risk management Brings new approaches and applications to the quant’s toolkit - Monte Carlo simulations are the bedrock of much of the quantitative practitioners work and this book presents a core quant topic Leading researchers Schoenmakers and Belomestny are well regarded for their research in stochastics and probability theory – this book will be well received by the community
Autor*in
Denis Belomestny
Themen in »Advanced Simulation-Based Methods for Optimal Stopping and Control«
algorithms applied mathematics business business finance corporate finance finance mathematics modeling optimal control optimization