Control Engineering and Finance
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Beschreibung
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 the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike.
Includes numerous step-by-step tutorials which supports the reader's understanding
Presents a review of mathematical tools like modeling, analysis of stochastic processes, calculus of variations and more
Analyses financial problems using control engineering tools
Includes numerous step-by-step tutorials which supports the reader's understanding Presents a review of mathematical tools like modeling, analysis of stochastic processes, calculus of variations and more Analyses financial problems using control engineering tools Includes supplementary material: sn.pub/extras
Autor*in
Selim S. Hacısalihzade
Themen in »Control Engineering and Finance«
Optimal dynamic systems Modern Portfolio Theory Investment Setting and Instruments Derivative Financial Instruments Stochastic Control Black-Scholes equation