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Optimisation Et Contrôle Stochastique Appliqués À La Finance
Paperback
Series: Mathématiques Et Applications, Book 61
Investing & FinanceGeneral Mathematics
ISBN13: 9783540737360
Publisher: Springer
Published: Sep 6 2007
Pages: 188
Weight: 0.66
Height: 0.44 Width: 6.14 Depth: 9.21
Language: French
L'objectif et l'originalité de ce livre est de présenter les différents aspects et méthodes utilisés dans la résolution des problèmes d'optimisation stochastique avec en vue des applications plus spécifiques à la finance: gestion de portefeuille, couverture d'options, investissement optimal.
Nous avons inclus certains développements récents sur le sujet sans chercher a priori la plus grande généralité. Nous avons voulu une exposition graduelle des méthodes mathématiques en présentant d'abord les idées intuitives puis en énonçant précisément les résultats avec des démonstrations complètes et détaillées.
nombreux exemples issus de la finance. Nous espérons ainsi que ce livre puisse être utile aussi bien pour des étudiants que pour des chercheurs du monde académique ou professionnel intéressés par l'optimisation et le contrôle stochastique appliqués à la finance.
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