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Advanced Simulation-Based Methods for Optimal Stopping and Control

Autor: Belomestny, Denis; Schoenmakers, John

Disponibilitate: Disponibil la furnizor, LIVRARE IN 2-4 SAPTAMANI

Cantitate disponibila: 0 buc


422,99 RON
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.

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AutorBelomestny, Denis; Schoenmakers, John
EdituraPalgrave Macmillan
Dimensiuni176 x 247 x 29
Data Publicarii16/08/2017
Editie1st ed. 2018
Numar pagini364
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Recenzati:Advanced Simulation-Based Methods for Optimal Stopping and Control
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