Mathématiques Et Applications Optimisation Et Contrôle Stochastique Appliqués à La Finance, Book 61, (Paperback)
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- Mathématiques Et Applications Optimisation Et Contrôle Stochastique Appliqués à La Finance, Book 61, (Paperback)
- Author: Springer
- ISBN: 9783540737360
- Format: Paperback
- Publication Date: 2007-09-06
- Page Count: 188
Specs
- Book formatPaperback
- Fiction/nonfictionNon-Fiction
- GenreBusiness & Investing
- Publication dateSeptember, 2007
- Pages188
- SubgenreFinance
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L'objectif et l'originalité de ce livre est de présenter les différents aspects et méthodes utilisés dans la résolution des problèmes d'optimisation stochastique avec en vue des applications plus spécifiques à la finance: gestion de portefeuille, couverture d'options, investissement optimal.
Nous avons inclus certains développements récents sur le sujet sans chercher a priori la plus grande généralité. Nous avons voulu une exposition graduelle des méthodes mathématiques en présentant d'abord les idées intuitives puis en énonçant précisément les résultats avec des démonstrations complètes et détaillées.
Nous avons aussi pris soin d'illustrer chacune des méthodes de résolution sur de
nombreux exemples issus de la finance. Nous espérons ainsi que ce livre puisse être utile aussi bien pour des étudiants que pour des chercheurs du monde académique ou professionnel intéressés par l'optimisation et le contrôle stochastique appliqués à la finance.
- Mathématiques Et Applications Optimisation Et Contrôle Stochastique Appliqués à La Finance, Book 61, (Paperback)
- Author: Springer
- ISBN: 9783540737360
- Format: Paperback
- Publication Date: 2007-09-06
- Page Count: 188
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Specifications
Book format
Paperback
Fiction/nonfiction
Non-Fiction
Genre
Business & Investing
Publication date
September, 2007
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