You might also like

More about Mathematical Control Theory and Finance

• Book details
• Synopsis
• Trending among others

You get 304 loyalty points

Book synopsis

This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Control theory provides a large set of theoretical and computational tools with applications in a wide range of fields, ranging from "pure" areas of mathematics up to applied sciences like finance. Stochastic optimal control is a well established and important tool of mathematical finance. Other branches of control theory have found comparatively less applications to financial problems, but the exchange of ideas and methods has intensified in recent years. This volume should contribute to establish bridges between these separate fields. The diversity of topics covered as well as the large array of techniques and ideas brought in to obtain the results make this volume a valuable resource for advanced students and researchers.

Book details

Book category Books in English Reference, information & interdisciplinary subjects Research & information: general Information theory

• Full title: Mathematical Control Theory and Finance
• Author: Andrey Sarychev, Albert Shiryaev, Manuel Guerra, Maria do Rosário Grossinho
• Language: English
• Binding: Hardback
• Number of pages: 420
• EAN: 9783540695318
• ISBN: 3540695311
• ID: 01567946
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Weight: 758 g
• Dimensions: 235 × 155 × 30 mm
• Date of publishing: 03. August 2008

Trending among others

---

---

---