Variational Inequalities in Management Science and Finance: Modelling, Analysis, Numerics and Applications - Couverture rigide

Tsekrekos, Andrianos E.; Yannacopoulos, Athanasios N.

 
9783031741180: Variational Inequalities in Management Science and Finance: Modelling, Analysis, Numerics and Applications
Couverture rigide
ISBN 10 : 3031741188 ISBN 13 : 9783031741180
Editeur : Springer International Publishing AG, 2024

Synopsis

This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Andrianos E. Tsekrekos is a Professor of Financial Derivatives and Real Options at the Department of Accounting and Finance and Director of the Applied Finance Lab, Athens University of Economics and Business (AUEB), Greece. Before joining AUEB, he has working experience at Lancaster University and Durham Business School, UK. His research interests are in derivatives pricing, real options theory, stochastic and implied volatility models and real estate economics. His work has been published in well-established academic journals, in edited volumes, and in practitioner-oriented books.

Athanasios N. Yannacopoulos is Professor of Applied Stochastic Analysis at the Department of Statistics of the Athens University of Economics and Business (AUEB) Greece, and currently the Director of the Stochastic Modelling and Applications Research Laboratory (AUEB), and the MSc in Quantitative Methods in Actuarial and Financial Risk (AUEB). His research interests focus on stochastic and nonlinear analysis, uncertainty quantification, robust stochastic optimal control, and decision theory under uncertainty with special emphasis on economics and finance. His work has been published in well-established academic journals and is the co-author of a research monograph and an advanced textbook related to stochastic and nonlinear analysis.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer International Publishing AG
Date d'édition
2024
Langue
anglais
ISBN 10 
3031741188
ISBN 13 
9783031741180
Reliure
Relié
Nombre de pages
192
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