Control Engineering and Finance

by Selim S. Hacisalihzade

Overview

This book includes a review of mathematical tools like modelling, analysis of shastic processes, calculus of variations and shastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing. Every chapter presents exercises which help the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike.

Product Details

ISBN-13:	9783319644912
Publisher:	Springer International Publishing
Publication date:	01/26/2018
Series:	Lecture Notes in Control and Information Sciences , #467
Edition description:	1st ed. 2018
Pages:	303
Product dimensions:	6.10(w) x 9.25(h) x (d)

Table of Contents

Introduction.- Modeling and Identification.- Probability and Shastic Processes.- Optimal Control.- Shastic Analysis.- Financial Markets and Instruments.- Bonds.- Portfolio Management.- Derivatives and Structured Financial Instruments.