Control Engineering and Finance

Selim S. Hacısalihzade (Autor)

Buch | Hardcover

XIII, 303 Seiten

2017 | 1st ed. 2018
Springer International Publishing (Verlag)
978-3-319-64491-2 (ISBN)

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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.

Introduction.- Modeling and Identification.- Probability and Stochastic Processes.- Optimal Control.- Stochastic Analysis.- Financial Markets and Instruments.- Bonds.- Portfolio Management.- Derivatives and Structured Financial Instruments.

Erscheinungsdatum	29.12.2017
Reihe/Serie	Lecture Notes in Control and Information Sciences
Zusatzinfo	XIII, 303 p. 100 illus., 11 illus. in color.
Verlagsort	Cham
Sprache	englisch
Maße	155 x 235 mm
Gewicht	643 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Schlagworte	automatic control engineering • Black-Scholes Equation • Calculus of Variations • Calculus of Variations and Optimal Control • Control • Derivative Financial Instruments • Engineering • Investment Setting and Instruments • Mathematics • Modern Portfolio Theory • Optimal dynamic systems • Optimization • probability & statistics • Probability & statistics • Probability theory and stochastic processes • stochastic control • stochastics
ISBN-10	3-319-64491-2 / 3319644912
ISBN-13	978-3-319-64491-2 / 9783319644912
Zustand	Neuware