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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications: 1 (SIAM Series on Financial Mathematics, Series Number 1) - Tapa blanda
Sinopsis
An introduction to the stochastic analysis tools involved in the probabilistic approach to optimization problems, appropriate for graduates and young researchers.
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Acerca del autor
René Carmona is the Paul M. Wythes '55 Professor of Engineering and Finance at Princeton University, New Jersey, where he chairs the Department of Operations Research and Financial Engineering. He is an associate member of the Department of Mathematics, a member of the Program in Applied and Computational Mathematics, and a member of the Bendheim Center for Finance, where he oversaw the Master in Finance program for thirteen years. Dr Carmona's publications include over 100 articles and seven books in probability, statistics, and financial mathematics. He was elected Fellow of the Institute of Mathematical Statistics in 1984 and of SIAM in 2009. He is the founding chair of the SIAM Activity Group on Financial Mathematics and Engineering and a founding co-editor of the Electronic Journal of Probability, Electronic Communications in Probability, and the SIAM Journal on Financial Mathematics.
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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications (SIAM Series on Financial Mathematics, Series Number 1)
Publicado por
Society for Industrial and Applied Mathematics, 2016
ISBN 10: 1611974232
ISBN 13: 9781611974232
Antiguo o usado
Soft cover
Librería: Brused Books, Pullman, WA, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Soft cover. Condición: Near Fine. Inside is like new. No writing or names. Cover has a little wear. Nº de ref. del artículo: 045091
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SIAM Series on Financial Mathematics: Series Number 1: Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications
Publicado por
Society for Industrial & Applied Mathematics,U.S., 2016
ISBN 10: 1611974232
ISBN 13: 9781611974232
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Condición: New. 2016. Paperback. . . . . . Nº de ref. del artículo: V9781611974232
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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications (SIAM Series on Financial Mathematics)
Publicado por
Society for Industrial and Applied Mathematics, 2016
ISBN 10: 1611974232
ISBN 13: 9781611974232
Nuevo
Paperback
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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications
Publicado por
MP-SIA SIAM - Society for Industrial and Applied M, 2016
ISBN 10: 1611974232
ISBN 13: 9781611974232
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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications (SIAM Series on Financial Mathematics, Series Number 1)
Publicado por
Society for Industrial and Applied Mathematics, 2016
ISBN 10: 1611974232
ISBN 13: 9781611974232
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Paperback
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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications
Publicado por
Society for Industrial and Applied Mathematics,U.S., US, 2016
ISBN 10: 1611974232
ISBN 13: 9781611974232
Nuevo
Paperback
Librería: Rarewaves.com UK, London, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: New. The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games.This is the first title in SIAM's Financial Mathematics book series and is based on the author's lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean-Vlasov dynamics.The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others. Nº de ref. del artículo: LU-9781611974232
Cantidad disponible: 3 disponibles
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SIAM Series on Financial Mathematics: Series Number 1: Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications
Publicado por
Society for Industrial & Applied Mathematics,U.S., 2016
ISBN 10: 1611974232
ISBN 13: 9781611974232
Nuevo
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Condición: New. 2016. Paperback. . . . . . Books ship from the US and Ireland. Nº de ref. del artículo: V9781611974232
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Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games With Financial Applications
Publicado por
Society for Industrial and Applied Mathematics, 2016
ISBN 10: 1611974232
ISBN 13: 9781611974232
Nuevo
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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Application (SIAM Series on Financial Mathematics)
Publicado por
Society for Industrial and Applied Mathematics, 2016
ISBN 10: 1611974232
ISBN 13: 9781611974232
Nuevo
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Librería: Majestic Books, Hounslow, Reino Unido
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Condición: New. pp. 366. Nº de ref. del artículo: 372219176
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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications (SIAM Series on Financial Mathematics, Series Number 1)
Publicado por
Society for Industrial and Applied Mathematics, 2016
ISBN 10: 1611974232
ISBN 13: 9781611974232
Antiguo o usado
Tapa blanda
Librería: Greenworld Books, Arlington, TX, Estados Unidos de America
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Condición: good. Fast Shipping - Good and clean conditions used book. Pages and cover are intact. Limited notes marks and highlighting may be present. May show signs of normal shelf wear and bends on edges. Item may be missing CDs or access codes. May include library marks. Nº de ref. del artículo: GWV.1611974232.G
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