Your Waterstones card is changing, introducing...
TELL ME MORE
Optimisation Et Controle Stochastique Appliques a la Finance - Mathematiques Et Applications 61 (Paperback)
  • Optimisation Et Controle Stochastique Appliques a la Finance - Mathematiques Et Applications 61 (Paperback)
zoom

Optimisation Et Controle Stochastique Appliques a la Finance - Mathematiques Et Applications 61 (Paperback)

(author)
£29.99
Paperback 188 Pages / Published: 06/09/2007
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540737360
Number of pages: 188
Weight: 299 g
Dimensions: 234 x 156 x 11 mm
Edition: 2007 ed.


MEDIA REVIEWS
From the reviews:

"This book concerns postgraduate studies in stochastic analysis, especially optimal stochastic control. The presentation is pedagogic and progressive. It stresses the links between stochastic differential equations (SDEs), dynamic programming and viscosity solutions. a ] There are six chapters. a ] The references are numerous (61) and widely commented on at the end of each chapter. An alphabetic index ends the book." (Monique Pontier, Mathematical reviews, Issue 2008 g)


From the reviews:

"This book concerns postgraduate studies in stochastic analysis, especially optimal stochastic control. The presentation is pedagogic and progressive. It stresses the links between stochastic differential equations (SDEs), dynamic programming and viscosity solutions. There are six chapters. The references are numerous (61) and widely commented on at the end of each chapter. An alphabetic index ends the book." (Monique Pontier, Mathematical reviews, Issue 2008 g)

"The book is an original presentation of classical and recent techniques for stochastic control problems and their applications in mathematical finance. I consider this book a very useful tool for students and researchers who want to reach rapidly an adequate knowledge of modern techniques in stochastic control to be able to enter the recent literature concerning the applications of stochastic control methods to mathematical finance." (Giovanni Di Masi, Zentralblatt MATH, Vol. 1143, 2008)"


From the reviews:

"This book concerns postgraduate studies in stochastic analysis, especially optimal stochastic control. The presentation is pedagogic and progressive. It stresses the links between stochastic differential equations (SDEs), dynamic programming and viscosity solutions. There are six chapters. The references are numerous (61) and widely commented on at the end of each chapter. An alphabetic index ends the book." (Monique Pontier, Mathematical reviews, Issue 2008 g)

"The book is an original presentation of classical and recent techniques for stochastic control problems and their applications in mathematical finance. I consider this book a very useful tool for students and researchers who want to reach rapidly an adequate knowledge of modern techniques in stochastic control to be able to enter the recent literature concerning the applications of stochastic control methods to mathematical finance." (Giovanni Di Masi, Zentralblatt MATH, Vol. 1143, 2008)"


From the reviews:

"This book concerns postgraduate studies in stochastic analysis, especially optimal stochastic control. The presentation is pedagogic and progressive. It stresses the links between stochastic differential equations (SDEs), dynamic programming and viscosity solutions. ... There are six chapters. ... The references are numerous (61) and widely commented on at the end of each chapter. An alphabetic index ends the book." (Monique Pontier, Mathematical reviews, Issue 2008 g)

"The book is an original presentation of classical and recent techniques for stochastic control problems and their applications in mathematical finance. ... I consider this book a very useful tool for students and researchers who want to reach rapidly an adequate knowledge of modern techniques in stochastic control to be able to enter the recent literature concerning the applications of stochastic control methods to mathematical finance." (Giovanni Di Masi, Zentralblatt MATH, Vol. 1143, 2008)

You may also be interested in...

Chaos: A Very Short Introduction
Added to basket
Doing Bayesian Data Analysis
Added to basket
Networks: A Very Short Introduction
Added to basket
Mathematics for Finance
Added to basket
Mathematical Techniques
Added to basket
Essential Medical Statistics 2E
Added to basket
Probability
Added to basket
£26.49
Paperback
Pharmaceutical Calculations Workbook
Added to basket
The Economist Numbers Guide 6th Edition
Added to basket
Probability and Random Processes
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.