£69.89

MACMILLAN Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance

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£69.95 £50.38 £54.65 £58.92 £63.19 £67.46 £71.73 23 May 2024 28 October 2024 05 April 2025 10 September 2025 16 February 2026

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Price range: £52 - £70

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
13 February 2018
Listed Since
02 February 2017

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