Køb for 499 kr mere for gratis levering til pakkeshop
499 kr
Pakkeshop
599 kr
Hjemmelevering
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:
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

Forlags Vejl. pris
524,24 kr
Januarudsalg
409 kr
spar 22%
Læg i kurv nu
Fri fragt over 499,-
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:
Oplagsdato:
19 mar 2019
Forfatter(e):
Finder produkter...
Kategori sammenhænge