Control Engineering and Finance
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Control Engineering and Finance

SKU: 9783319644929

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Additional information

Full Title

Control Engineering and Finance
Author(s)

Selim S. Hacısalihzade
Edition
ISBN

9783319644929, 9783319644912
Publisher

Springer
Format

PDF and EPUB

Description

This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic 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. 

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