Mathematical control theory and finance / Andrey Sarychev and others

By:

Sarychev Andrey (ed)

Material type: Text

TextPublication details: Springer : 2008, xiii, 420p, 24cm.ISBN:

9783540695318

Subject(s):

DDC classification:

332.01515642 SAR

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	332.01515642 SAR (Browse shelf(Opens below))	Available		IIMC-126075

Total holds: 0

This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Control theory provides a large set of theoretical and computational tools with applications in a wide range of fields, ranging from pure areas of mathematics up to applied sciences like finance. Stochastic optimal control is a well established and important tool of mathematical finance. Other branches of control theory have found comparatively less applications to financial problems, but the exchange of ideas and methods has intensified in recent years. This volume should contribute to establish bridges between these separate fields.

There are no comments on this title.

to post a comment.