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Optimisation Et Controle Stochastique Appliques A La Finance by Huyen Pham (Paperback, 2007)

About this product

About this product

Product Information

Ce livre presente les differents aspects et methodes utilises dans la resolution des problemes d'optimisation stochastique avec en vue des applications plus specifiques a la finance. Il expose graduellement les methodes mathematiques en presentant d'abord les idees intuitives, puis en enoncant precisement les resultats avec des demonstrations completes et detaillees. Chacune des methodes est illustree sur de nombreux exemples issus de la finance.

Product Identifiers

Publisher
Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
ISBN-13
9783540737360
eBay Product ID (ePID)
95557713

Product Key Features

Author
Huyen Pham
Publication Name
Optimisation Et Controle Stochastique Appliques a La Finance
Format
Paperback
Language
French
Subject
Finance, Computer Science, Mathematics
Publication Year
2007
Type
Textbook
Number of Pages
188 Pages

Dimensions

Item Height
234mm
Item Width
156mm
Volume
61
Item Weight
299g

Additional Product Features

Title_Author
Huyen Pham
Series Title
Mathematiques Et Applications
Country/Region of Manufacture
Germany

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