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Advanced Simulation-Based Methods for Optimal Stopping and Control

Language EnglishEnglish
Book Hardback
Book Advanced Simulation-Based Methods for Optimal Stopping and Control Denis Belomestny
Libristo code: 15821630
Publishers Palgrave Macmillan, August 2017
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulati... Full description
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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.

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About the book

Full name Advanced Simulation-Based Methods for Optimal Stopping and Control
Author Denis Belomestny, John Schoenmakers
Language English
Binding Book - Hardback
Date of issue 2017
Number of pages 364
EAN 9781137033505
ISBN 1137033509
Libristo code 15821630
Publishers Palgrave Macmillan
Weight 746
Dimensions 247 x 176 x 29

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Corporate finance
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Applied mathematics
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