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Optimisation et controle stochastique appliques a la finance
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Optimisation et controle stochastique appliques a la finance

Book Details

Format Paperback / Softback
ISBN-10 3540737367
ISBN-13 9783540737360
Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Country of Manufacture DE
Country of Publication GB
Publication Date Sep 6th, 2007
Print length 188 Pages
Weight 322 grams
Dimensions 23.30 x 13.20 x 1.20 cms
Ksh 8,100.00
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L'objectif et l'originalité de ce livre est de présenter les différents aspects et méthodes utilisés dans la résolution des problèmes d'optimisation stochastique avec en vue des applications plus spécifiques à la finance: gestion de portefeuille, couverture d'options, investissement optimal.

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