Author Hacısalihzade, Selim S. Additional authorUnknown Publisher Springer International Publishing (Cham, Switzerland , 2018) Language(eng) English ISBN9783319644929 SeriesLecture notes in control and information sciences Edition1st ed. SubjectSTOCHASTIC PROCESSES; NoteUnknown AbstractThis 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. .

Number of pages1 online resource (xiii, 303 p.) DimensionUnknown Other descriptionill. (in color.)