Stochastic Optimization in Continuous Time 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Chang, Fwu-Ranq 作者

译者

2009-10 出版日期

348 页数

$ 56.50 价格

丛书系列

9780521541947 图书编码

Stochastic Optimization in Continuous Time 在线电子书图书标签: Math 金融数学

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Stochastic Optimization in Continuous Time 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Stochastic Optimization in Continuous Time 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Stochastic Optimization in Continuous Time 在线电子书图书描述

First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. The standard topics of many mathematics, economics and finance books are illustrated with real examples documented in the economic literature. Moreover, the book emphasises the dos and don'ts of stochastic calculus, cautioning the reader that certain results and intuitions cherished by many economists do not extend to stochastic models. A special chapter (Chapter 5) is devoted to exploring various methods of finding a closed-form representation of the value function of a stochastic control problem, which is essential for ascertaining the optimal policy functions. The book also includes many practice exercises for the reader. Notes and suggested readings are provided at the end of each chapter for more references and possible extensions.

Stochastic Optimization in Continuous Time 在线电子书下载 mobi epub pdf txt 在线电子书下载

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