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Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance
Hardback

Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance

$415.99
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This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.

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MORE INFO
Format
Hardback
Publisher
Palgrave Macmillan
Country
United Kingdom
Date
13 February 2018
Pages
364
ISBN
9781137033505

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.

Read More
Format
Hardback
Publisher
Palgrave Macmillan
Country
United Kingdom
Date
13 February 2018
Pages
364
ISBN
9781137033505