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Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance Denis Belomestny 1st ed. 2018 edition
Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance
Denis Belomestny
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.
450 pages, 450 p.
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2018年2月13日 |
| ISBN13 | 9781137033505 |
| 出版社 | Palgrave Macmillan |
| ページ数 | 364 |
| 寸法 | 247 × 176 × 29 mm · 746 g |
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