Titlebook: Control Engineering and Finance; Selim S. Hacısalihzade Book 2018 Springer International Publishing AG 2018 Optimal dynamic systems.Modern

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书目名称Control Engineering and Finance影响因子(影响力)




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书目名称Control Engineering and Finance网络公开度




书目名称Control Engineering and Finance网络公开度学科排名




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书目名称Control Engineering and Finance被引频次学科排名




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书目名称Control Engineering and Finance年度引用学科排名




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书目名称Control Engineering and Finance读者反馈学科排名

Ordeal

PHON

针叶树

Optimal Control, Therefore, this Chapter, which is intended solely as an introduction or a refresher, begins with calculus of variations, goes through the fixed and variable endpoint problems as well as the variation problem with constraints. These results are then applied to dynamic systems, leading to the solutio

全面

Stochastic Analysis,ng such equations are then discussed. Stochastic integration and Itô integrals are shown together with Itô’s lemma for scalar and vector processes. Various stochastic models used in financial applications are illustrated. The connection between deterministic partial differential equations and SDE’s

单独

单独

Bonds,ype of collateral behind the issue are introduced. Bond returns and valuations are derived heuristically based on the return concept defined in the previous Chapter. Fundamental determinants of interest rates and bond yields, together with the Macaulay duration are discussed with examples. The yield

arcane

审问

Derivatives and Structured Financial Instruments,lculation of option prices using this equation is shown for European and American options. Some popular structured products including swaps and how they might be used to enhance returns or reduce risks of diversified investment portfolios are discussed.

Dictation

0170-8643 alysis of stochastic processes, calculus of variations and mThis 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