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Control Engineering and Finance

  • Book
  • © 2018

Overview

  • Includes numerous step-by-step tutorials which supports the reader's understanding
  • Presents a review of mathematical tools like modeling, analysis of stochastic processes, calculus of variations and more
  • Analyses financial problems using control engineering tools
  • Includes supplementary material: sn.pub/extras

Part of the book series: Lecture Notes in Control and Information Sciences (LNCIS, volume 467)

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Table of contents (9 chapters)

Keywords

About this book

This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing. Every chapter presents exercises which help the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike. 




Authors and Affiliations

  • Department of Electrical and Electronics Engineering, Boğaziçi University, Bebek, Istanbul, Turkey

    Selim S. Hacısalihzade

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