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This 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 option pricing. Every chapter presents exercises which help the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike.
This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations
Newnes Control Engineering Pocket Book is a concise reference text for students, technicians and engineers. Control engineering is the foundation on which moder
"Illustrates the analysis, behavior, and design of linear control systems using classical, modern, and advanced control techniques. Covers recent methods in sys
Provides comprehensive coverage of the most recent developments in the theory of non-Archimedean pseudo-differential equations and its application to stochastic
