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| Title: | Advanced Simulation-Based Methods for Optimal Stopping and Control |
| Other Titles: | With Applications in Finance / |
| Authors: | Belomestny, Denis, ; author. ;;Schoenmakers, John, ; author. ; |
| subject: | Finance. ;;Business enterprises ; Finance. ;;Corporations ; Finance. ;;Applied mathematics. ;;Engineering mathematics. ;;Mathematical models. ;;Finance. ;;Corporate Finance. ;;Applications of Mathematics. ;;Business Finance. ;;Mathematical Modeling and Industrial Mathematics. ; |
| Year: | 2018 |
| place: | London : |
| Publisher: | Palgrave Macmillan UK : Imprint: Palgrave Macmillan, |
| Abstract: | This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development. ; |
| Description: | 42 ; SpringerLink (Online service) ; Printed edition: ; 9781137033505 ; |
| URI: | http://localhost/handle/Hannan/95 |
| ISBN: | 9781137033512 ; 978-1-137-03351-2 ; |
| More Information: | XVI, 364 pages 14 illustrations : ; online resource. ; |
| Appears in Collections: | مدیریت مالی گرایش بانکداری |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9781137033512.pdf | 5.26 MB | Adobe PDF |  Preview File |
| Title: | Advanced Simulation-Based Methods for Optimal Stopping and Control |
| Other Titles: | With Applications in Finance / |
| Authors: | Belomestny, Denis, ; author. ;;Schoenmakers, John, ; author. ; |
| subject: | Finance. ;;Business enterprises ; Finance. ;;Corporations ; Finance. ;;Applied mathematics. ;;Engineering mathematics. ;;Mathematical models. ;;Finance. ;;Corporate Finance. ;;Applications of Mathematics. ;;Business Finance. ;;Mathematical Modeling and Industrial Mathematics. ; |
| Year: | 2018 |
| place: | London : |
| Publisher: | Palgrave Macmillan UK : Imprint: Palgrave Macmillan, |
| Abstract: | This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development. ; |
| Description: | 42 ; SpringerLink (Online service) ; Printed edition: ; 9781137033505 ; |
| URI: | http://localhost/handle/Hannan/95 |
| ISBN: | 9781137033512 ; 978-1-137-03351-2 ; |
| More Information: | XVI, 364 pages 14 illustrations : ; online resource. ; |
| Appears in Collections: | مدیریت مالی گرایش بانکداری |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9781137033512.pdf | 5.26 MB | Adobe PDF | Preview File |
| Title: | Advanced Simulation-Based Methods for Optimal Stopping and Control |
| Other Titles: | With Applications in Finance / |
| Authors: | Belomestny, Denis, ; author. ;;Schoenmakers, John, ; author. ; |
| subject: | Finance. ;;Business enterprises ; Finance. ;;Corporations ; Finance. ;;Applied mathematics. ;;Engineering mathematics. ;;Mathematical models. ;;Finance. ;;Corporate Finance. ;;Applications of Mathematics. ;;Business Finance. ;;Mathematical Modeling and Industrial Mathematics. ; |
| Year: | 2018 |
| place: | London : |
| Publisher: | Palgrave Macmillan UK : Imprint: Palgrave Macmillan, |
| Abstract: | This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development. ; |
| Description: | 42 ; SpringerLink (Online service) ; Printed edition: ; 9781137033505 ; |
| URI: | http://localhost/handle/Hannan/95 |
| ISBN: | 9781137033512 ; 978-1-137-03351-2 ; |
| More Information: | XVI, 364 pages 14 illustrations : ; online resource. ; |
| Appears in Collections: | مدیریت مالی گرایش بانکداری |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9781137033512.pdf | 5.26 MB | Adobe PDF | Preview File |