Optimal Control Models in Finance

Name: Optimal Control Models in Finance
Brand: Springer-Verlag New York Inc.
SKU: 9781461498551
Price: 105.86 EUR
Availability: InStock

A New Computational Approach

Autor: Ping Chen, Sardar M. N. Islam

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer-Verlag New York Inc.

Dostupnosť: Skladom u dodávateľa v malom množstve

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105.86 €

This book reports initial efforts in providing some useful extensions in - nancial modeling; further...

Informácie o knihe

Autor

Ping Chen, Sardar M. N. Islam

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2014

Stránok

201

EAN

9781461498551

ISBN

1461498554

Enbook ID

09201220

Vydavateľ

Springer-Verlag New York Inc.

Hmotnosť

343

Rozmery

155 x 235 x 12

Kompletný popis

This book reports initial efforts in providing some useful extensions in - nancial modeling; further work is necessary to complete the research agenda. The demonstrated extensions in this book in the computation and modeling of optimal control in finance have shown the need and potential for further areas of study in financial modeling. Potentials are in both the mathematical structure and computational aspects of dynamic optimization. There are needs for more organized and coordinated computational approaches. These ext- sions will make dynamic financial optimization models relatively more stable for applications to academic and practical exercises in the areas of financial optimization, forecasting, planning and optimal social choice. This book will be useful to graduate students and academics in finance, mathematical economics, operations research and computer science. Prof- sional practitioners in the above areas will find the book interesting and inf- mative. The authors thank Professor B.D. Craven for providing extensive guidance and assistance in undertaking this research. This work owes significantly to him, which will be evident throughout the whole book. The differential eq- tion solver nqq used in this book was first developed by Professor Craven. Editorial assistance provided by Matthew Clarke, Margarita Kumnick and Tom Lun is also highly appreciated. Ping Chen also wants to thank her parents for their constant support and love during the past four years.

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Optimal Control Models in Finance

A New Computational Approach

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