Dynamic Stochastic Optimization with Applications in Finance: Theory of Stochastic Optimization and Numerical Methods - Couverture souple

Moch, Matthias

 
9783639294408: Dynamic Stochastic Optimization with Applications in Finance: Theory of Stochastic Optimization and Numerical Methods
Couverture souple
ISBN 10 : 3639294408 ISBN 13 : 9783639294408
Editeur : VDM Verlag Dr. Müller, 2010

Synopsis

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.

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

Présentation de l'éditeur

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.

Biographie de l'auteur

Since 2008, Matthias Moch is Quantitative Analyst in the Hedging and Derivatives Strategies group of risklab GmbH. Before starting his profession, Matthias studied at the University of Konstanz and the ETH Zurich, where he focused on Numerical Mathematics. He holds a Master's Degree in Mathematical Finance from the University of Konstanz.

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

Éditeur
VDM Verlag Dr. Müller
Date d'édition
2010
Langue
anglais
ISBN 10 
3639294408
ISBN 13 
9783639294408
Reliure
Broché
Nombre de pages
84
Coordonnées du fabricant
non disponible
Personne responsable
non disponible