Dynamic Stochastic Optimization with Applications in Finance: Theory of Stochastic Optimization and Numerical Methods - Tapa blanda

Moch, Matthias

 
9783639294408: Dynamic Stochastic Optimization with Applications in Finance: Theory of Stochastic Optimization and Numerical Methods
Tapa blanda
ISBN 10: 3639294408 ISBN 13: 9783639294408
Editorial: VDM Verlag Dr. Müller, 2010

Sinopsis

A lot of problems in real life require optimal decisions to be made and therefore optimization is a fundamental issue. As a lot of the underlying models, especially in finance, involve uncertainty, there is a clear need for a theory of how to handle such systems and make optimal decisions in a stochastic environment. This book will give an overview of the problem under consideration and interpret the concept of optimality of stochastic systems to find methods and algorithms to derive optimal solutions.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

A lot of problems in real life require optimal decisions to be made and therefore optimization is a fundamental issue. As a lot of the underlying models, especially in finance, involve uncertainty, there is a clear need for a theory of how to handle such systems and make optimal decisions in a stochastic environment. This book will give an overview of the problem under consideration and interpret the concept of optimality of stochastic systems to find methods and algorithms to derive optimal solutions.

Biografía del autor

Since 2008, Matthias Moch is Quantitative Analyst in the Hedging and Derivatives Strategies group of risklab GmbH. Before starting his profession, Matthias studied at the University of Konstanz and the ETH Zurich, where he focused on Numerical Mathematics. He holds a Master's Degree in Mathematical Finance from the University of Konstanz.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
VDM Verlag Dr. Müller
Año de publicación
2010
Idioma
Inglés
ISBN 10 
3639294408
ISBN 13 
9783639294408
Encuadernación
Tapa blanda
Número de páginas
84
Contacto del fabricante
no disponible
Persona responsable
no disponible