Control Engineering and Finance

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...

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Bibliographic Details
Main Author: Hacısalihzade, Selim S. (Author)
Corporate Author: SpringerLink (Online service)
Format: e-Book
Language:English
Published: Cham : Springer International Publishing : 2018.
Imprint: Springer,
Edition:1st ed. 2018.
Series:Lecture Notes in Control and Information Sciences, 467
Subjects:
Mathematical optimization.
Calculus of variations.
Control engineering.
Probabilities.
Calculus of Variations and Optimization.
Control and Systems Theory.
Probability Theory.
Online Access:Full-text access
Description
Summary: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. .
Physical Description:XIII, 303 p. 100 illus., 11 illus. in color. online resource.
ISBN:9783319644929
ISSN:1610-7411 ;
DOI:10.1007/978-3-319-64492-9

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