Posted by **tot167** at April 13, 2009

Oxford University Press | 2005 | ISBN: 0199271445 | 152 pages | PDF | 1,6 MB

Posted by **arundhati** at Jan. 22, 2015

2013 | ISBN: 1447144074 | 340 pages | PDF | 4 MB

Posted by **arundhati** at Oct. 4, 2013

2013 | ISBN: 1447144074 | 340 pages | PDF | 4 MB

Posted by **libr** at June 6, 2017

English | ISBN: 032112720X | 2007 | 400 pages | PDF | 4 MB

Posted by **interes** at May 6, 2017

English | 2016 | ISBN: 311046344X | 596 pages | PDF + EPUB | 3 + 39,3 MB

Posted by **interes** at March 27, 2014

English | ISBN: 032112720X | 2007 | 400 pages | PDF | 4 MB

Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal for the first PhD course in asset pricing.

Posted by **roxul** at April 14, 2012

English | ISBN: 032112720X | 2007 | 400 pages | PDF | 4 MB

Posted by **readerXXI** at May 23, 2018

English | 2017 | ISBN: 3110541181 | 187 Pages | PDF | 6.37 MB

Posted by **AvaxGenius** at May 12, 2018

English | PDF,EPUB | 2018 | 196 Pages | ISBN : 3319790323 | 4.79 MB

In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems.

Posted by **libr** at April 25, 2017

English | 2011 | ISBN: 3110218046 | 544 pages | PDF | 2,9 MB