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Control Engineering and Finance (Lecture Notes in Control and Information Sciences) - Hacısalihzade, Selim

Control Engineering and Finance (Lecture Notes in Control and Information Sciences)

Selim Hacısalihzade

Yayınevi: Springer

Yayın tarihi: 01/2018

ISBN: 9783319644912

Ciltli | İngilizce | 303 Sayfa |

Tür: Elektrik-Elektronik

  • 515,00 TL

This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing. Every chapter presents exercises which help the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike.

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