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 Europeanizing Civil Society by Denis Belomestny, John Schoenmakers
Cover of the book Challenging the Phenomena of Technology by Denis Belomestny, John Schoenmakers
Cover of the book Literary History Writing, 1770-1820 by Denis Belomestny, John Schoenmakers
Cover of the book Informal Empire and the Rise of One World Culture by Denis Belomestny, John Schoenmakers
Cover of the book Social Movements and Their Technologies by Denis Belomestny, John Schoenmakers
Cover of the book Resilience of Regionalism in Latin America and the Caribbean by Denis Belomestny, John Schoenmakers
Cover of the book Female Entrepreneurship in Transition Economies by Denis Belomestny, John Schoenmakers
Cover of the book Ethics in the Alcohol Industry by Denis Belomestny, John Schoenmakers
Cover of the book Cluster-Based Industrial Development by Denis Belomestny, John Schoenmakers
Cover of the book The Politics of Tourism Development by Denis Belomestny, John Schoenmakers
Cover of the book Sarah Waters and Contemporary Feminisms by Denis Belomestny, John Schoenmakers
Cover of the book Representations of Elizabeth I in Early Modern Culture by Denis Belomestny, John Schoenmakers
Cover of the book Policing Transnational Organized Crime and Corruption by Denis Belomestny, John Schoenmakers
Cover of the book Personal Media and Everyday Life by Denis Belomestny, John Schoenmakers
Cover of the book The Other East and Nineteenth-Century British Literature 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