Advanced Simulation-Based Methods for Optimal Stopping and Control

With Applications in Finance

Nonfiction, Science & Nature, Mathematics, Applied, Business & Finance, Finance & Investing, Corporate Finance
Cover of the book Advanced Simulation-Based Methods for Optimal Stopping and Control by Denis Belomestny, John Schoenmakers, Palgrave Macmillan UK
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Denis Belomestny, John Schoenmakers ISBN: 9781137033512
Publisher: Palgrave Macmillan UK Publication: January 31, 2018
Imprint: Palgrave Macmillan Language: English
Author: Denis Belomestny, John Schoenmakers
ISBN: 9781137033512
Publisher: Palgrave Macmillan UK
Publication: January 31, 2018
Imprint: Palgrave Macmillan
Language: English
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Palgrave Macmillan UK

Cover of the book Current Themes in Psychiatry in Theory and Practice by Denis Belomestny, John Schoenmakers
Cover of the book Photojournalism: A Social Semiotic Approach by Denis Belomestny, John Schoenmakers
Cover of the book Governance in Family Enterprises by Denis Belomestny, John Schoenmakers
Cover of the book The Unacceptable by Denis Belomestny, John Schoenmakers
Cover of the book Chinese Labour in South Africa, 1902-10 by Denis Belomestny, John Schoenmakers
Cover of the book Indigenous Language Media, Language Politics and Democracy in Africa by Denis Belomestny, John Schoenmakers
Cover of the book The Making of European Consumption by Denis Belomestny, John Schoenmakers
Cover of the book Portuguese Sociology by Denis Belomestny, John Schoenmakers
Cover of the book Neo-Victorian Fiction and Historical Narrative by Denis Belomestny, John Schoenmakers
Cover of the book The Changing Worlds and Workplaces of Capitalism by Denis Belomestny, John Schoenmakers
Cover of the book Materiality and Time by Denis Belomestny, John Schoenmakers
Cover of the book Contemporary Women's Gothic Fiction by Denis Belomestny, John Schoenmakers
Cover of the book Mixed Methods Research in Poverty and Vulnerability by Denis Belomestny, John Schoenmakers
Cover of the book Metaphysics and Music in Adorno and Heidegger by Denis Belomestny, John Schoenmakers
Cover of the book Hybrid Forms of Governance by Denis Belomestny, John Schoenmakers
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy