Advanced Simulation-Based Methods for Optimal Stopping and Control : With Applications in Finance
1st ed. 2018
Book Details
Format
Hardback or Cased Book
ISBN-10
1137033509
ISBN-13
9781137033505
Edition
1st ed. 2018
Publisher
Palgrave Macmillan
Imprint
Palgrave Macmillan
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Feb 13th, 2018
Print length
364 Pages
Weight
746 grams
Dimensions
17.60 x 24.70 x 2.90 cms
Ksh 18,000.00
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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.
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.
Get Advanced Simulation-Based Methods for Optimal Stopping and Control by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Palgrave Macmillan and it has pages.