Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications: 1 (SIAM Series on Financial Mathematics, Series Number 1) - Tapa blanda

Carmona, Ren�

9781611974232: Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications: 1 (SIAM Series on Financial Mathematics, Series Number 1)

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ISBN 10: 1611974232 ISBN 13: 9781611974232

Editorial: Society for Industrial and Applied Mathematics, 2016

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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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Ren� 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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EditorialSociety for Industrial and Applied Mathematics
A�o de publicaci�n2016
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)

Carmona, Ren�

Publicado por Society for Industrial and Applied Mathematics, 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)

Ren� Carmona

Publicado por Society for Industrial and Applied Mathematics, 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)

Carmona, Ren�

Publicado por Society for Industrial and Applied Mathematics, 2016

ISBN 10: 1611974232 ISBN 13: 9781611974232

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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications

Ren� Carmona

Publicado por SOC FOR INDUSTRIAL & APPLIED M, 2016

ISBN 10: 1611974232 ISBN 13: 9781611974232

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Condici�n: New. KlappentextrnrnThe 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 game. N� de ref. del art�culo: 132676157

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Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications

Ren� Carmona

Publicado por Society For Industrial And Applied Mathematics (SIAM) Okt 2016, 2016

ISBN 10: 1611974232 ISBN 13: 9781611974232

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Taschenbuch. Condici�n: Neu. Neuware - 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. N� de ref. del art�culo: 9781611974232

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