Store besparelser
Hurtig levering
Fri fragt over 499,-
Gemte
Log ind
0
Kurv
Kurv
On Stochastic Optimization Problems and an Application in Finance
Engelsk
Bogcover for On Stochastic Optimization Problems and an Application in Finance af Josef Anton Strini, 9783658256906
Specifikationer
Sprog:
Engelsk
Sider:
106
ISBN-13:
9783658256906
Indbinding:
Paperback
ISBN-10:
3658256907
Kategori:
Udg. Dato:
19 mar 2019
Størrelse i cm:
21,0 x 14,8
Serie:
BestMasters
Oplagsdato:
19 mar 2019
Forfatter(e):

On Stochastic Optimization Problems and an Application in Finance

Engelsk
Paperback 2019
Format:

Bog beskrivelse
Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic cash management model in finance, where decisions about the dividend and financing policies of a firm have to be made. Additionally, using the dynamic programming approach, he extends the present discourse by the formal derivation of the Hamilton-Jacobi-Bellman equation and by examining the verification step carefully. Finally, the treatment is completed by solving the problem numerically.


... Vis mere

Hos Booktok
444 kr
Læg i kurv nu
Sikker betaling
23 - 25 hverdage

Specifikationer
Sprog:
Engelsk
Sider:
106
ISBN-13:
9783658256906
Indbinding:
Paperback
ISBN-10:
3658256907
Kategori:
Udg. Dato:
19 mar 2019
Størrelse i cm:
21,0 x 14,8
Serie:
BestMasters
Oplagsdato:
19 mar 2019
Forfatter(e):
Finder produkter...
Kategori sammenhænge