Mathematical Control Theory and Finance - Image 1

Price loading...

Springer Mathematical Control Theory and Finance

Name: Mathematical Control Theory and Finance
Brand: Springer

Professional Finance

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

Control theory provides a large set of theoretical and computational tools with applications in a wide range of ?elds, running from ”pure” branches of mathematics, like geometry, to more applied areas where the objective is to ?nd solutions to ”real life” problems, as is the case in robotics, control of industrial processes or ?nance. The ”high tech” character of modern business has increased the need for advanced methods. These rely heavily on mathematical techniques and seem indispensable for competitiveness of modern enterprises. It became essential for the ?nancial analyst to possess a high level of mathematical skills. C- versely, the complex challenges posed by the problems and models relevant to ?nance have, for a long time, been an important source of new research topics for mathematicians. The use of techniques from stochastic optimal control constitutes a well established and important branch of mathematical ?nance. Up to now, other branches of control theory have found comparatively less application in ?n- cial problems. To some extent, deterministic and stochastic control theories developed as di?erent branches of mathematics. However, there are many points of contact between them and in recent years the exchange of ideas between these ?elds has intensi?ed. Some concepts from stochastic calculus (e.g., rough paths) havedrawntheattentionofthedeterministiccontroltheorycommunity.Also, some ideas and tools usual in deterministic control (e.g., geometric, algebraic or functional-analytic methods) can be successfully applied to stochastic c- trol.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3642089089
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 15 October 2010
Listed Since: 20 September 2010

Barcode

No barcode data available

Springer Mathematical Control Theory and Finance

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

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

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

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

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Optimal Control Theory: Applications to Management Science and Economics (Springer Texts in Business and Economics)

Applications of Stochastic Optimal Control to Economics and Finance

Springer Applied Stochastic Models and Control for Finance

Process Control: Theory and Applications

Springer Applied Stochastic Models and Control for Finance

Risk-Averse Optimization and Control: Theory and Methods (Springer Series in Operations Research and Financial Engineering)

Mathematical Control Theory: Deterministic Finite Dimensional Systems: 6 (Texts in Applied Mathematics)

Mathematical Control Theory: An Introduction (Systems & Control: Foundations & Applications)

Birkhauser Stochastic Networked Control Systems Book

An Introduction to Optimal Control Theory: The Dynamic Programming Approach: 76 (Texts in Applied Mathematics, 76)

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

Springer Linear Systems Control: Deterministic and Stochastic Methods

Mathematical Control Theory: Deterministic Finite Dimensional Systems: 6 (Texts in Applied Mathematics, 6)

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

Introduction to Process Control: Analysis, Mathematical Modeling, Control and Optimization (Springer Texts in Business and Economics)

Introduction to Process Control: Analysis, Mathematical Modeling, Control and Optimization (Springer Texts in Business and Economics)

Mathematical Methods in Robust Control of Linear Stochastic Systems: 50 (Mathematical Concepts and Methods in Science and Engineering, 50)

Time-Inconsistent Control Theory with Finance Applications (Springer Finance)

Time-Inconsistent Control Theory with Finance Applications (Springer Finance)

Advanced Mathematical Tools for Control Engineers: Volume 2: Stochastic Systems