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State-Space Approaches for Modelling and Control in Financial Engineering, Gerasimos G. Rigatos


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Цена: 20962.00р.
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Автор: Gerasimos G. Rigatos
Название:  State-Space Approaches for Modelling and Control in Financial Engineering
ISBN: 9783319528656
Издательство: Springer
Классификация:






ISBN-10: 3319528653
Обложка/Формат: Hardcover
Страницы: 310
Вес: 0.65 кг.
Дата издания: 13.04.2017
Серия: Intelligent Systems Reference Library
Язык: English
Размер: 234 x 156 x 21
Основная тема: Engineering
Подзаголовок: Systems theory and machine learning methods
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание:

The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial systems governed by partial differential 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 financial engineers in decision making.

The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance 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 financial systems to be established.

Covering the following key areas of financial engineering: (i) control and stabilization of financial 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 financial engineering. It is also a useful resource for the engineering and computer science community




Monte Carlo Methods in Financial Engineering

Автор: Glasserman
Название: Monte Carlo Methods in Financial Engineering
ISBN: 0387004513 ISBN-13(EAN): 9780387004518
Издательство: Springer
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Цена: 11179.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."

Martingale Methods in Financial Modelling

Автор: Musiela Marek
Название: Martingale Methods in Financial Modelling
ISBN: 3540209662 ISBN-13(EAN): 9783540209669
Издательство: Springer
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Цена: 11738.00 р. 16769.00 -30%
Наличие на складе: Есть (1 шт.)
Описание: In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.

The Handbook of Post Crisis Financial Modelling

Автор: Emmanuel Haven and Philip Molyneux
Название: The Handbook of Post Crisis Financial Modelling
ISBN: 1137494484 ISBN-13(EAN): 9781137494481
Издательство: Springer
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Цена: 12577.00 р.
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Описание: The 2008 financial crisis was a watershed moment which clearly influenced the public`s perception of the role of `finance` in society. This is the first comprehensive handbook to look at financial modelling post crisis from the legal/historical; empirical modelling; stochastic; and non-stochastic modelling perspectives.

Advanced Computational Approaches to Biomedical Engineering

Автор: Punam K. Saha; Ujjwal Maulik; Subhadip Basu
Название: Advanced Computational Approaches to Biomedical Engineering
ISBN: 3662514559 ISBN-13(EAN): 9783662514559
Издательство: Springer
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Цена: 13275.00 р.
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Описание: This book surveys computational advances which applied to biomedical engineering have resulted in the development of new implants and prosthetics, new imaging technologies and new tools and techniques for detection, prevention and treatment of disease.

Nonlinear Approaches in Engineering Applications 2

Автор: Reza N. Jazar; Liming Dai
Название: Nonlinear Approaches in Engineering Applications 2
ISBN: 1493945750 ISBN-13(EAN): 9781493945757
Издательство: Springer
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Цена: 18284.00 р.
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Описание: Based on the best papers presented in the ASME in 2010-11 in the topics of Dynamic Systems and Control, Optimal Approaches in Nonlinear Dynamics and Acoustics, this book describes use of nonlinear approaches in a range of engineering and science problems.

Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems

Автор: Houmin Yan; G. George Yin; Qing Zhang
Название: Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
ISBN: 1441941487 ISBN-13(EAN): 9781441941480
Издательство: Springer
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Цена: 23058.00 р.
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Описание: It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.

Nonlinear Approaches in Engineering Applications 2

Автор: Reza N. Jazar; Liming Dai
Название: Nonlinear Approaches in Engineering Applications 2
ISBN: 1461468760 ISBN-13(EAN): 9781461468769
Издательство: Springer
Рейтинг:
Цена: 22203.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Based on the best papers presented in the ASME in 2010-11 in the topics of Dynamic Systems and Control, Optimal Approaches in Nonlinear Dynamics and Acoustics, this book describes use of nonlinear approaches in a range of engineering and science problems.

Engineering Approaches to Mechanical and Robotic Design for Minimally Invasive Surgery (MIS)

Автор: Ali Faraz; Shahram Payandeh
Название: Engineering Approaches to Mechanical and Robotic Design for Minimally Invasive Surgery (MIS)
ISBN: 1461369843 ISBN-13(EAN): 9781461369844
Издательство: Springer
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Цена: 23508.00 р.
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Описание: laparoscopic surgery, is performed by using long surgical tools, that are inserted through small incisions at the ports of entry to the body (e. However, even in the best cases the level of performance of a surgeon in Minimally Invasive Surgery is still a fraction of the con- ventional surgery.

Nonlinear Approaches in Engineering Applications

Автор: Liming Dai; Reza N. Jazar
Название: Nonlinear Approaches in Engineering Applications
ISBN: 3319694790 ISBN-13(EAN): 9783319694795
Издательство: Springer
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Цена: 20962.00 р.
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Описание: This book analyzes the updated principles and applications of nonlinear approaches to solve engineering and physics problems.

Nonlinear Approaches in Engineering Applications

Автор: Liming Dai; Reza N. Jazar
Название: Nonlinear Approaches in Engineering Applications
ISBN: 1489999027 ISBN-13(EAN): 9781489999023
Издательство: Springer
Рейтинг:
Цена: 26120.00 р.
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Описание: This book covers mathematical modeling and nonlinear behavior as applied to microresonators; nonlinear behavior in soil erosion; nonlinear population dynamics and optimization in reducing vibration and noise and vibration in triple-walled carbon nanotubes.

Nonlinear approaches in engineering applications

Название: Nonlinear approaches in engineering applications
ISBN: 3319094610 ISBN-13(EAN): 9783319094618
Издательство: Springer
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Цена: 20896.00 р.
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Описание: Nonlinear Approaches in Engineering Applications

Bond Graphs for Modelling, Control and Fault Diagnosis of Engineering Systems

Автор: Wolfgang Borutzky
Название: Bond Graphs for Modelling, Control and Fault Diagnosis of Engineering Systems
ISBN: 3319474332 ISBN-13(EAN): 9783319474335
Издательство: Springer
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Цена: 27950.00 р.
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Описание: This compilation of contributions from experts across the world addresses readers in academia and industry who are concerned with control system design. It covers theoretical topics, applications in various areas as well as software for bond graph modelling.


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