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Advanced Simulation-Based Methods For Optimal Stopping And Control eBook

With Applications In Finance

by Denis Belomestny e John Schoenmakers
language: english
Publisher: Palgrave Macmillan UK, January of 2018 ‧
131,84€
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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.

Advanced Simulation-Based Methods For Optimal Stopping And Control

With Applications In Finance

by Denis Belomestny e John Schoenmakers

Property Description
ISBN: 9781137033512
Publisher: Palgrave Macmillan UK
Release Date: January of 2018
Language: English
Format: eBook
File Format and Compatibility:
Collection: Economics And Finance
Categories: eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9781137033512
Acessibilidade: Ver características de acessibilidade indicadas pelo editor