ISBN: 9783639294408 - dynamic stochastic optimization with applications in finance: theory of stochastic optimization and numerical methods (3 resultados)

Taschenbuch. Condición: Neu. Dynamic Stochastic Optimization with Applications in Finance | Theory of Stochastic Optimization and Numerical Methods | Matthias Moch | Taschenbuch | Englisch | VDM Verlag Dr. Müller | EAN 9783639294408 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Moch MatthiasSince 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, whe.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.…