Dynamic Stochastic Optimization with Applications in Finance


Marketed By :  VDM Verlag Dr. Müller   Sold By :  Kamal Books International  
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  • Product Description

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.

Product Specifications
SKU :COC43489
AuthorMatthias Moch
Number of Pages84
Publishing Year2010-10-17T00:00:00.000
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandVDM Verlag Dr. Müller
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-01-08 00:00:00
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