Téléchargez le livre : State-Space Approaches for Modelling and Control in Financial Engineering

State-Space Approaches for Modelling and Control in Financial Engineering

Systems theory and machine learning methods de

Éditeur :

Springer


Paru le : 2017-04-04

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Description

The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in ?nancial systems when these are described in the form of nonlinear ordinary di?erential equations. It then addresses problems associated with the control and estimation of ?nancial systems governed by partial di?erential equations (e.g. the Black–Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support ?nancial engineers in decision making.
The application of state-space models in ?nancial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for ?nance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of ?nancial systems to be established.
Coveringthe following key areas of ?nancial engineering: (i) control and stabilization of ?nancial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in ?nancial engineering. It is also a useful resource for the engineering and computer science community
Pages
310 pages
Collection
n.c
Parution
2017-04-04
Marque
Springer
EAN papier
9783319528656
EAN PDF
9783319528663
Informations sur l'ebook
Nombre pages copiables
3
Nombre pages imprimables
31
Taille du fichier
13343 Ko
Prix
94,94 €
EAN EPUB
9783319528663
Informations sur l'ebook
Nombre pages copiables
3
Nombre pages imprimables
31
Taille du fichier
6287 Ko
Prix
94,94 €

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