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

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 Regional China by Denis Belomestny, John Schoenmakers
Cover of the book Politics and Legitimacy in Post-Soviet Eurasia by Denis Belomestny, John Schoenmakers
Cover of the book The Great Crash of 1929 by Denis Belomestny, John Schoenmakers
Cover of the book XVA Desks - A New Era for Risk Management by Denis Belomestny, John Schoenmakers
Cover of the book The Inhabited Ruins of Central Europe by Denis Belomestny, John Schoenmakers
Cover of the book The Voluntary Sector and Criminal Justice by Denis Belomestny, John Schoenmakers
Cover of the book EU Gas Security Architecture by Denis Belomestny, John Schoenmakers
Cover of the book British Crime Film by Denis Belomestny, John Schoenmakers
Cover of the book Repetition in Performance by Denis Belomestny, John Schoenmakers
Cover of the book Globalized Labour Markets and Social Inequality in Europe by Denis Belomestny, John Schoenmakers
Cover of the book British Foreign Policy by Denis Belomestny, John Schoenmakers
Cover of the book The Labour of Literature in Britain and France, 1830-1910 by Denis Belomestny, John Schoenmakers
Cover of the book Environment, Modernization and Development in East Asia by Denis Belomestny, John Schoenmakers
Cover of the book The West and the Global Power Shift by Denis Belomestny, John Schoenmakers
Cover of the book Sustainable Development and Quality Assurance in Higher Education 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