Control engineering and finance
Auteur :
Hacısalihzade, Selim S.
Éditeur :
Springer International Publishing AG
ISBN :
9783319878058
Date de publication :
31 août 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.