Code: 15821630

Advanced Simulation-Based Methods for Optimal Stopping and Control

Name: Advanced Simulation-Based Methods for Optimal Stopping and Control
Brand: Palgrave Macmillan
SKU: 15821630
Price: 124.95 EUR
Availability: BackOrder
Author: Denis Belomestny
ISBN: 9781137033505

by Denis Belomestny, John Schoenmakers

Language: English
Binding: Hardback
Number of pages: 364
Publisher: Palgrave Macmillan, 2017
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More about Advanced Simulation-Based Methods for Optimal Stopping and Control

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Book synopsis

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

124.95 €

Full title: Advanced Simulation-Based Methods for Optimal Stopping and Control
Author: Denis Belomestny, John Schoenmakers
Language: English
Binding: Hardback
Number of pages: 364
EAN: 9781137033505
ISBN: 1137033509
ID: 15821630
Publisher: Palgrave Macmillan
Weight: 746 g
Dimensions: 176 × 247 × 29 mm
Date of publishing: 16. August 2017