Control engineering and finance
Not available
Cham, Switzerland
9783319644929
Lecture notes in control and information sciences
1st ed.
Not available
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. .
1 online resource (xiii, 303 p.)
Not available
ill. (in color.)
Not available
| Access no. | Call number | Location | Status |
|---|---|---|---|
| 01586/20 | 519.23 Hac | Online | Available |
