Posted by **ChrisRedfield** at Feb. 9, 2016

Published: 2010-11-10 | ISBN: 0817649700, 0817649727 | PDF | 457 pages | 8.89 MB

Posted by **tanas.olesya** at June 25, 2015

English | Nov. 7, 2012 | ISBN: 1461376696 | 351 Pages | PDF | 19 MB

Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance and insurance.

Posted by **step778** at March 4, 2015

2008 | pages: 418 | ISBN: 3540695311 | PDF | 6 mb

Posted by **tanas.olesya** at Oct. 5, 2014

Springer; 2005 edition | November 19, 2004 | English | ISBN: 0387235698 | 220 pages | PDF | 5 MB

This book reports initial efforts in providing some useful extensions in - nancial modeling; further work is necessary to complete the research agenda. The demonstrated extensions in this book in the computation and modeling of optimal control in finance have shown the need and potential for further areas of study in financial modeling. Potentials are in both the mathematical structure and computational aspects of dynamic optimization. There are needs for more organized and coordinated computational approaches.

Posted by **fdts** at June 13, 2014

by Andrey Sarychev, Albert Shiryaev, Manuel Guerra, Maria do Rosário Grossinho

English | 2008 | ISBN: 3540695311 | 420 pages | PDF | 6.18 MB

Posted by **Specialselection** at Jan. 15, 2014

English | 2005-01-10 | ISBN: 0817643621 | 699 pages | PDF | 4.7 mb

Posted by **Grev27** at Jan. 7, 2014

English | ISBN: 1931882932 | 2009 | EPUB/MOBI | 413 pages | 2 MB/3 MB

Posted by **tarantoga** at Sept. 1, 2013

ISBN: 160138047X | 2007 | EPUB/MOBI | 288 pages | 5 MB/2 MB

Posted by **Direktor69** at Aug. 26, 2013

ISBN: 0387258043 | edition 2005 | PDF | 351 pages | 10 mb

Optimal Control and Dynamic Games has been edited to honor the outstanding contributions of Professor Suresh Sethi in the fields of Applied Optimal Control. Professor Sethi is internationally one of the foremost experts in this field. He is, among others, co-author of the popular textbook "Sethi and Thompson: Optimal Control Theory: Applications to Management Science and Economics". The book consists of a collection of essays by some of the best known scientists in the field, covering diverse aspects of applications of optimal control and dynamic games to problems in Finance, Management Science, Economics, and Operations Research.

Posted by **Direktor69** at March 9, 2013

ISBN: 0387235698 | edition 2001 | PDF | 221 pages | 5 mb

The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and the economy are important for efficient allocation of resources in the economy. Optimal control methods have useful applications to these areas in finance - some optimization problems in finance include optimal control, involving a dynamic system with switching times in the form of bang-bang control.