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Advanced Simulation-Based Methods for Optimal Stopping and Control - Denis Belomestny - Bog

- With Applications in Finance

Bag om Advanced Simulation-Based Methods for Optimal Stopping and Control

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781137033505
  • Indbinding:
  • Hardback
  • Sideantal:
  • 364
  • Udgivet:
  • 13. Februar 2018
  • Udgave:
  • 12018
  • Størrelse:
  • 176x247x29 mm.
  • Vægt:
  • 746 g.
  • Ukendt - mangler pt..

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Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Advanced Simulation-Based Methods for Optimal Stopping and Control

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.

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