Control engineering and finance
著者
書誌事項
Control engineering and finance
（Lecture notes in control and information sciences, 467）
Springer, c2018
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing. Every chapter presents exercises which help the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike.
目次
Introduction.- Modeling and Identification.- Probability and Stochastic Processes.- Optimal Control.- Stochastic Analysis.- Financial Markets and Instruments.- Bonds.- Portfolio Management.- Derivatives and Structured Financial Instruments.
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