Kniha Dynamic Stochastic Optimization with Applications in Finance Matthias Moch

Dynamic Stochastic Optimization with Applications in Finance

Theory of Stochastic Optimization and Numerical Methods

Autor: Matthias Moch
Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: VDM Verlag
Dostupnosť: U vydavateľa na objednávku
Odosielame za 17-27 dní
48.44
A lot of problems in real life require optimal decisions to be made and therefore optimization is a...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2010
Stránok
84
EAN
9783639294408
ISBN
3639294408
Enbook ID
06836510
Vydavateľ
Hmotnosť
136
Rozmery
152 x 229 x 5

Kompletný popis

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.

Mohlo by vás zaujímať

9.50

Kiss Of The Basilisk

Lindsay Straube
14.70

The Lost Lemuria

W. Scott Elliot
17.84
5.97
30.89
18.92
162.61
19.70

Law and Economics

Margaret Oppenheimer
193.70
39.03
10.98
28.63

Zayde

Marie-Madeleine Pioche de la Vergne
33.34

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež

24.80

Sun Tzu

Adriana Restrepo
4.50

Holka modrooká

Otakar Ševčík
7.42
24.51
30.49
50.99

Berlin, Wien, Rom

Julius Wilhelm Albert von Eckardt
20.20

Entre dos vidas

Bernardo Ebrí Torné
24.51