Dynamic Stochastic Optimization with Applications in Finance | Theory of Stochastic Optimization and Numerical Methods

Matthias Moch

ISBN 10: 3639294408 ISBN 13: 9783639294408

Editorial: VDM Verlag Dr. Müller, 2010

Nuevos Taschenbuch

Librer�a: preigu, Osnabr�ck, Alemania Calificaci�n del vendedor: 5 de 5 estrellas

Vendedor de AbeBooks desde 5 de agosto de 2024

Este art�culo en concreto ya no est� disponible.

Ver los art�culos de este vendedor Crear una petici�n para art�culos similares

Ver todos los ejemplares de este libro

Descripci�n

Denunciar este art�culo

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.

Rese�a 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.

"Sobre este t�tulo" puede pertenecer a otra edici�n de este libro.

Detalles bibliogr�ficos

T�tulo: Dynamic Stochastic Optimization with ...
Editorial: VDM Verlag Dr. M�ller
A�o de publicaci�n: 2010
Encuadernaci�n: Taschenbuch
Condici�n: Neu

Los mejores resultados en AbeBooks

Imagen del vendedor