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Optimisation et contrôle stochastique appliqués à la finance (Mathématiques et Applications) [Paperback]

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Item description for Optimisation et contrôle stochastique appliqués à la finance (Mathématiques et Applications) by Huyên Pham...

L'objectif et l'originalit de ce livre est de prsenter les diffrents aspects et mthodes utiliss dans la rsolution des problmes d'optimisation stochastique avec en vue des applications plus spcifiques la finance: gestion de portefeuille, couverture d'options, investissement optimal.
Nous avons inclus certains dveloppements rcents sur le sujet sans chercher a priori la plus grande gnralit. Nous avons voulu une expositiongraduelle des mthodes mathmatiques en prsentant d'abord les ides intuitives puis en nonant prcisment les rsultats avec des dmonstrations compltes et dtailles.
Nous avons aussi pris soin d'illustrer chacune des mthodes de rsolution sur de
nombreux exemples issus de la finance. Nous esprons ainsi que ce livre puisse tre utile aussi bien pour des tudiants que pour des chercheurs du monde acadmique ou professionnel intresss par l'optimisation et le contrle stochastique appliqus la finance.

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Item Specifications...

Pages   188
Est. Packaging Dimensions:   Length: 9" Width: 6.1" Height: 0.5"
Weight:   0.7 lbs.
Binding  Softcover
Release Date   Sep 6, 2007
Publisher   Springer
ISBN  3540737367  
ISBN13  9783540737360  

Availability  131 units.
Availability accurate as of Oct 28, 2016 04:27.
Usually ships within one to two business days from La Vergne, TN.
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1Books > Foreign Language Books > French > All French Books
2Books > Foreign Language Books > French > Nonfiction
3Books > Foreign Language Books > French > Professional & Technical
4Books > Subjects > Professional & Technical > Accounting & Finance > Finance > General
5Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > General
6Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Linear Programming
7Books > Subjects > Science > General
8Books > Subjects > Science > Mathematics > Applied > General
9Books > Subjects > Science > Mathematics > Applied > Linear Programming
10Books > Subjects > Science > Mathematics > General

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