Advanced Simulation-Based Methods for Optimal Stopping and Control (e-bog) af Schoenmakers, John
Schoenmakers, John (forfatter)

Advanced Simulation-Based Methods for Optimal Stopping and Control e-bog

875,33 DKK (inkl. moms 1094,16 DKK)
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.
E-bog 875,33 DKK
Forfattere Schoenmakers, John (forfatter)
Udgivet 31 januar 2018
Genrer Corporate finance
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9781137033512
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.