Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications (Siam Financial Mathematics, Band 1) - Softcover

Carmona, René

 
9781611974232: Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications (Siam Financial Mathematics, Band 1)
Softcover
ISBN 10: 1611974232 ISBN 13: 9781611974232
Verlag: Society for Industrial & Applied Mathematics,U.S., 2016

Inhaltsangabe

An introduction to the stochastic analysis tools involved in the probabilistic approach to optimization problems, appropriate for graduates and young researchers.

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Über die Autorin bzw. den Autor

René Carmona is the Paul M. Wythes '55 Professor of Engineering and Finance at Princeton University, New Jersey, where he chairs the Department of Operations Research and Financial Engineering. He is an associate member of the Department of Mathematics, a member of the Program in Applied and Computational Mathematics, and a member of the Bendheim Center for Finance, where he oversaw the Master in Finance program for thirteen years. Dr Carmona's publications include over 100 articles and seven books in probability, statistics, and financial mathematics. He was elected Fellow of the Institute of Mathematical Statistics in 1984 and of SIAM in 2009. He is the founding chair of the SIAM Activity Group on Financial Mathematics and Engineering and a founding co-editor of the Electronic Journal of Probability, Electronic Communications in Probability, and the SIAM Journal on Financial Mathematics.

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Verlag
Society for Industrial & Applied Mathematics,U.S.
Erscheinungsdatum
2016
Sprache
Englisch
ISBN 10 
1611974232
ISBN 13 
9781611974232
Einband
Taschenbuch
Anzahl der Seiten
366
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Avery
https://www.avery.fr/

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Frankreich