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Mathematical Control Theory and Finance

Name: Mathematical Control Theory and Finance
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01567946
Price: 114.98 EUR
Availability: InStock
Author: Andrey Sarychev
ISBN: 9783540695318

Andrey Sarychev

Albert Shiryaev

Manuel Guerra

Maria do Rosário Grossinho

Language

English

Book Hardback

Libristo code: 01567946

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, August 2008

This book highlights recent developments in mathematical control theory and its applications to fina... Full description

Libristo code: 01567946

280 b

114.98 €

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This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Control theory provides a large set of theoretical and computational tools with applications in a wide range of fields, ranging from "pure" areas of mathematics up to applied sciences like finance. Stochastic optimal control is a well established and important tool of mathematical finance. Other branches of control theory have found comparatively less applications to financial problems, but the exchange of ideas and methods has intensified in recent years. This volume should contribute to establish bridges between these separate fields. The diversity of topics covered as well as the large array of techniques and ideas brought in to obtain the results make this volume a valuable resource for advanced students and researchers.