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Advanced Simulation-Based Methods for Optimal Stopping and Control

- With Applications in Finance

af Denis Belomestny, John Schoenmakers
Advanced Simulation-Based Methods for Optimal Stopping and Control af Denis Belomestny
Bag om Advanced Simulation-Based Methods for Optimal Stopping and Control

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781137033505
  • Indbinding:
  • Hardback
  • Sideantal:
  • 364
  • Udgivet:
  • 13. februar 2018
  • Udgave:
  • 12018
  • Størrelse:
  • 176x247x29 mm.
  • Vægt:
  • 746 g.
  • Ukendt - mangler pt..

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- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

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Beskrivelse af Advanced Simulation-Based Methods for Optimal Stopping and Control

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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