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
Forlag
Palgrave Macmillan
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.