株式会社極東書店トップ ＞ 商品一覧 ＞ Control Engineering and Finance. Softcover reprint of the original 1st ed. 2018.
商品詳細
Control Engineering and Finance. Softcover reprint of the original 1st ed. 2018.
・ISBN 978-3-319-87805-8 paper EUR 79.99
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| 著者・編者 | Hacisalihzade, Selim S., |
|---|---|
| シリーズ | Lecture Notes in Control and Information Sciences |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2018 |
| ページ数 | 303 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-4919＞ |
解説
This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing. Every chapter presents exercises which help the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike.