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Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability, 61) pdf offers a fresh look at what would have otherwise been a jaded topic the author of Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability, 61) pdf book draws on a vast knowledge bank of insights and experience to execute this work.

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control.

This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations, and martingale duality methods. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc.

This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing to know more about the use of stochastic optimization methods in finance.

Publisher ‏ : ‎ Springer; Softcover reprint of hardcover 1st ed. 2009 edition (October 19, 2010)
Language ‏ : ‎ English
Paperback ‏ : ‎ 249 pages
ISBN-10 ‏ : ‎ 3642100449
ISBN-13 ‏ : ‎ 978-3642100444
Item Weight ‏ : ‎ 13.8 ounces
Dimensions ‏ : ‎ 6.1 x 0.57 x 9.25 inches

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