Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications: 1 (SIAM Series on Financial Mathematics, Series Number 1) - Image 1

£67.79

Cambridge University Press Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications: 1 (SIAM Series on Financial Mathematics, Series Number 1)

Name: Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications: 1 (SIAM Series on Financial Mathematics, Series Number 1)
Brand: Cambridge University Press
Price: 70.16 GBP
Availability: InStock

Applied Mathematics

Price History & Forecast

Last 32 days • 32 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 32 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £68 (24 days, 75.0%)

Price range: £68 - £70

Price levels: 2 different prices over 32 days

Description

A vital introduction to the stochastic analysis tools which play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. As one of the few books on game theory and the theory of stochastic differential games, this book will be helpful to graduate students and young researchers interested in stochastic differential equations and the probabilistic approach to stochastic control, as well as mean field games and the control of McKean–Vlasov dynamics. The theory is illustrated by application to several areas, including application to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading. Based on the author's lecture notes, this is the first title in the SIAM Series on Financial Mathematics.

Product Specifications

Brand: Cambridge University Press
Format: paperback
ASIN: 1611974232
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 27 October 2016
Listed Since: 08 March 2016

Barcode

No barcode data available

Cambridge University Press Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications: 1 (SIAM Series on Financial Mathematics, Series Number 1)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Stochastic Processes with Applications (Classics in Applied Mathematics)

Stochastic Finance: An Introduction with Examples

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

Continuous-time Stochastic Control and Optimization with Financial Applications: 61 (Stochastic Modelling and Applied Probability, 61)

An Introduction to Stochastic Dynamics: 51 (Cambridge Texts in Applied Mathematics, Series Number 51)

Continuous-time Stochastic Control and Optimization with Financial Applications: 61 (Stochastic Modelling and Applied Probability, 61)

Mathematical Control Theory and Finance

Springer Applied Stochastic Models and Control for Finance

Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games: 83 (Probability Theory and Stochastic Modelling, 83)

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Random Dynamical Systems in Finance

A First Course in Options Pricing Theory (Other Titles in Applied Mathematics)

Deterministic And Stochastic Topics In Computational Finance

Problems and Solutions in Mathematical Finance, Volume 1: Stochastic Calculus (The Wiley Finance Series)

Stochastic Processes and Financial Mathematics: 1 (Mathematics Study Resources, 1)

Applications of Stochastic Optimal Control to Economics and Finance

Applied Stochastic Analysis (Graduate Studies in Mathematics)

Diffusions, Markov Processes, and Martingales: Volume 1, Foundations: 01 (Cambridge Mathematical Library)

Stochastic Simulation and Applications in Finance with MATLAB Programs (The Wiley Finance Series)

Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)

Cambridge Thinking Probabilistically - Mathematics Textbook

Lectures On Mathematical Finance And Related Topics

Stochastic Differential Inclusions and Applications: 80 (Springer Optimization and Its Applications, 80)