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 Expatriates in China by Denis Belomestny, John Schoenmakers
Cover of the book Law Enforcement and Technology by Denis Belomestny, John Schoenmakers
Cover of the book Conrad's Secrets by Denis Belomestny, John Schoenmakers
Cover of the book Muslims, Schooling and the Question of Self-Segregation by Denis Belomestny, John Schoenmakers
Cover of the book Financial Structures and Regulation: A Comparison of Crises in the UK, USA and Italy by Denis Belomestny, John Schoenmakers
Cover of the book The Zombie Renaissance in Popular Culture by Denis Belomestny, John Schoenmakers
Cover of the book Language Planning and Microlinguistics by Denis Belomestny, John Schoenmakers
Cover of the book Oscar Wilde, Wilfred Owen, and Male Desire by Denis Belomestny, John Schoenmakers
Cover of the book An Expressive Theory of Punishment by Denis Belomestny, John Schoenmakers
Cover of the book Policy Agendas in British Politics by Denis Belomestny, John Schoenmakers
Cover of the book Bancassurance in Europe by Denis Belomestny, John Schoenmakers
Cover of the book Higher Education Governance and Policy Change in Western Europe by Denis Belomestny, John Schoenmakers
Cover of the book The Presidents of the French Fifth Republic by Denis Belomestny, John Schoenmakers
Cover of the book Comparing Political Communication across Time and Space by Denis Belomestny, John Schoenmakers
Cover of the book The Rise and Fall of the Healthy Factory 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