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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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| Format: | e-Book |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
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| Edition: | 1st ed. 2018. |
| Series: | Lecture Notes in Control and Information Sciences,
467 |
| Subjects: | |
| Online Access: | Full-text access View in OPAC |