Control Engineering And Finance (lecture Notes In Control And Information Sciences)
by Selim S. Hacısalihzade /
2018 / English / PDF
7.2 MB Download
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.
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.