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 Shakespeare in Cold War Europe by Denis Belomestny, John Schoenmakers
Cover of the book Morality and Citizenship in English Schools by Denis Belomestny, John Schoenmakers
Cover of the book Activation and Labour Market Reforms in Europe by Denis Belomestny, John Schoenmakers
Cover of the book Secondary School Education in Ireland by Denis Belomestny, John Schoenmakers
Cover of the book Law, Disorder and the Colonial State by Denis Belomestny, John Schoenmakers
Cover of the book Transformation of the Employment Structure in the EU and USA, 1995-2007 by Denis Belomestny, John Schoenmakers
Cover of the book The Development of the Chinese Financial System and Reform of Chinese Commercial Banks by Denis Belomestny, John Schoenmakers
Cover of the book The Social Capital of Entrepreneurial Newcomers by Denis Belomestny, John Schoenmakers
Cover of the book Conceptions of Critique in Modern and Contemporary Philosophy by Denis Belomestny, John Schoenmakers
Cover of the book Consuming Gothic by Denis Belomestny, John Schoenmakers
Cover of the book Brewing, Beer and Pubs by Denis Belomestny, John Schoenmakers
Cover of the book The Policing of Protest, Disorder and International Terrorism in the UK since 1945 by Denis Belomestny, John Schoenmakers
Cover of the book Migrating Modernist Performance by Denis Belomestny, John Schoenmakers
Cover of the book Western Aid at a Crossroads by Denis Belomestny, John Schoenmakers
Cover of the book Shakespeare, Dissent and the Cold War 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