[下载]Mathematical Control Theory and Finance

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2009-4-7 16:02:00 上传

[下载]Mathematical Control Theory and Finance
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Mathematical Control Theory and Finance

Sarychev, A.; Shiryaev, A.; Guerra, M.; Grossinho, M.d.R. (Eds.)

2008, XIV, 420 p. 41 illus., Hardcover

ISBN: 978-3-540-69531-8

This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing  a large spectrum of problems and techniques.

Control theory provides a large set of theoretical and computational tools with applications in a wide range of fields, ranging from "pure" areas of mathematics up to applied sciences like finance. Stochastic optimal control is a well established and important tool of mathematical finance.

Other branches of control theory have found comparatively less applications to financial problems, but the exchange of ideas and methods has intensified in recent years. This volume should contribute to establish bridges between these separate fields.

The diversity of topics covered as well as the large array of techniques and ideas brought in to obtain the results make this volume a valuable resource for advanced students and researchers.

Written for:

Researchers

Keywords:

• Deterministic Control
• Mathematical Finance
• Stochastic Control

[此贴子已经被作者于2009-6-1 17:30:45编辑过]

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关键词：Mathematical mathematica Mathematic Thematic control 下载 Finance Theory Mathematical control

too expensive!!!

搂住太狠了吧，这么贵