| 书目名称 | Stochastic Optimal Control and the U.S. Financial Debt Crisis |
| 编辑 | Jerome L. Stein |
| 视频video | |
| 概述 | Cutting-edge interdisciplinary research in the areas of finance, economics, and applied statistics and mathematics.First comprehensive text on using stochastic optimal control to predict financial deb |
| 图书封面 |  |
| 描述 | .Stochastic Optimal Control (SOC)—a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process under uncertainty—has proven incredibly helpful to understanding and predicting debt crises and evaluating proposed financial regulation and risk management. .Stochastic Optimal Control and the U.S. Financial Debt Crisis. analyzes SOC in relation to the 2008 U.S. financial crisis, and offers a detailed framework depicting why such a methodology is best suited for reducing financial risk and addressing key regulatory issues. Topics discussed include the inadequacies of the current approaches underlying financial regulations, the use of SOC to explain debt crises and superiority over existing approaches to regulation, and the domestic and international applications of SOC to financial crises. Principles in this book will appeal to economists, mathematicians, and researchers interested in the U.S. financial debt crisis and optimal risk management.. |
| 出版日期 | Book 2012 |
| 关键词 | Financial Crisis; Optimal Control Theory; Quantitative Risk Management; Statistical Theory and Methods; |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4614-3079-7 |
| isbn_softcover | 978-1-4899-8631-3 |
| isbn_ebook | 978-1-4614-3079-7 |
| copyright | Springer Science+Business Media New York 2012 |
发表于 2025-3-21 19:51:52
