株式会社極東書店トップ商品一覧Control Engineering and Finance. 1st ed. 2018.

商品詳細

Control Engineering and Finance.

Control Engineering and Finance. 1st ed. 2018.

・ISBN 978-3-319-64491-2 hard EUR 109.99

¥29,399.- (税込) (※)価格はご注文時の参考価格となります。
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お気に入り
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2017
ページ数303 pp.
言語ENG
ニュース番号<M25-4969>

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.