Advanced Simulation-Based Methods for Optimal Stopping and Control : With Applications in Finance

by Denis Belomestny, John Schoenmakers

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development

MoreLess

Year of publication:	2018
Authors:	Belomestny, Denis ; Schoenmakers, John
Publisher:	London : Palgrave Macmillan
Subject:	Simulation \| Finanzmarkt \| Financial market \| Optionsgeschäft \| Option trading \| Kreditmarkt \| Stochastische Differentialgleichung \| Monte-Carlo-Simulation \| Optimales Stoppen
Description of contents:	Description [zbmath.org]

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

Extent:	Online-Ressource (XVI, 364 p. 14 illus, online resource)
Series:	SpringerLink / Bücher Springer eBook Collection / Economics and Finance
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-1-137-03351-2 ; 978-1-137-03350-5
Other identifiers:	10.1057/978-1-137-03351-2 [DOI]
Classification:	Geld, Inflation, Kapitalmarkt ; Unternehmensplanung, Unternehmenskontrolle
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012398321