Kniha Dynamic Stochastic Optimization with Applications in Finance Matthias Moch

Dynamic Stochastic Optimization with Applications in Finance

Theory of Stochastic Optimization and Numerical Methods

Autor: Matthias Moch
Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: VDM Verlag
Dostupnost: U nakladatele na objednávku
Odesíláme za 17-27 dnů
1 174
A lot of problems in real life require optimal decisions to be made and therefore optimization is a...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2010
Stránek
84
EAN
9783639294408
ISBN
3639294408
Enbook ID
06836510
Vydavatel
Hmotnost
136
Rozměry
152 x 229 x 5

Kompletní popis

A lot of problems in real life require optimal decisions to be made and therefore optimization is a fundamental issue. As a lot of the underlying models, especially in finance, involve uncertainty, there is a clear need for a theory of how to handle such systems and make optimal decisions in a stochastic environment. This book will give an overview of the problem under consideration and interpret the concept of optimality of stochastic systems to find methods and algorithms to derive optimal solutions.

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