<p>
332555.rar
(2.53 MB)
本附件包括：- Continuous-time Stochastic Control and Optimization with Financial Applications.pdf
</p><p>外部下载链接：</p><p><a href="http://rapidshare.com/files/239888587/Continuous-time_Stochastic_Control_and_Optimization_with_Financial_Applications.rar">http://rapidshare.com/files/239888587/Continuous-time_Stochastic_Control_and_Optimization_with_Financial_Applications.rar</a></p><p>or</p><p><a href="http://www.namipan.com/d/f2a8fc11369bbd09ed3610f2b3ab69c6b84565e767702800">http://www.namipan.com/d/f2a8fc11369bbd09ed3610f2b3ab69c6b84565e767702800</a></p><p></p><p><img alt="" src="http://i41.tinypic.com/fw2ia1.jpg" border="0"/></p><p><a href="http://www.amazon.com/Continuous-time-Stochastic-Optimization-Applications-Probability/dp/3540894993/ref=sr_1_1?ie=UTF8&amp;s=books&amp;qid=1243930987&amp;sr=1-1">http://www.amazon.com/Continuous-time-Stochastic-Optimization-Applications-Probability/dp/3540894993/ref=sr_1_1?ie=UTF8&amp;s=books&amp;qid=1243930987&amp;sr=1-1</a></p><p><a href="http://www.springer.com/math/quantitative+finance/book/978-3-540-89499-5">http://www.springer.com/math/quantitative+finance/book/978-3-540-89499-5</a></p><p></p><p><font size="4">Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability)<br/></font>By <strong>Huyên Pham</strong></p><p></p><p><strong>Publisher:</strong>&nbsp;&nbsp; Springer <br/><strong>Number Of Pages:</strong>&nbsp;&nbsp; 260 <br/><strong>Publication Date:</strong>&nbsp;&nbsp; 2009-07-01 <br/><strong>ISBN-10 / ASIN:</strong>&nbsp;&nbsp; 3540894993 <br/><strong>ISBN-13 / EAN:</strong>&nbsp;&nbsp; 9783540894995 </p><p><br/><strong>Product Description:</strong><br/>&nbsp;</p><p><br/>Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control.</p><p>This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations, and martingale duality methods. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc.</p><p>This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing to know more about the use of stochastic optimization methods in finance.<br/></p>
[此贴子已经被作者于2009-6-2 16:34:11编辑过]
发帖
雷达卡
jg-xs1
京公网安备 11010802022788号
论坛法律顾问：王进律师
知识产权保护声明
免责及隐私声明
