Advanced Simulation-Based Methods f - E-book

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Advanced Simulation-based Methods For Optimal Stopping And Control - ENG

With Applications In Finance

Denis Belomestny; John Schoenmakers

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$2,180.00

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Sinopsis

ISBN:	9781137033512
Formato:	ePub
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Negocios y economía
Subtema:	Finanzas Corporativas general
Año de publicación:	2018-01-31

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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