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On Stochastic Optimization Problems and an Application in Finance
Engelsk Paperback

On Stochastic Optimization Problems and an Application in Finance

Engelsk Paperback

429 kr
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Om denne bog
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.



Product detaljer
Sprog:
Engelsk
Sider:
106
ISBN-13:
9783658256906
Indbinding:
Paperback
Udgave:
ISBN-10:
3658256907
Kategori:
Udg. Dato:
19 mar 2019
Længde:
0mm
Bredde:
148mm
Højde:
210mm
Forlag:
Springer Fachmedien Wiesbaden
Oplagsdato:
19 mar 2019
Forfatter(e):
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