Skip to main content
  • Book
  • © 2018

Control Engineering and Finance

  • 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)

Buy it now

Buying options

eBook USD 69.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 89.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 119.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

This is a preview of subscription content, log in via an institution to check for access.

Table of contents (9 chapters)

  1. Front Matter

    Pages i-xiii
  2. Introduction

    • Selim S. Hacιsalihzade
    Pages 1-6
  3. Modeling and Identification

    • Selim S. Hacιsalihzade
    Pages 7-38
  4. Probability and Stochastic Processes

    • Selim S. Hacιsalihzade
    Pages 39-81
  5. Optimal Control

    • Selim S. Hacιsalihzade
    Pages 83-138
  6. Stochastic Analysis

    • Selim S. Hacιsalihzade
    Pages 139-180
  7. Financial Markets and Instruments

    • Selim S. Hacιsalihzade
    Pages 181-200
  8. Bonds

    • Selim S. Hacιsalihzade
    Pages 201-213
  9. Portfolio Management

    • Selim S. Hacιsalihzade
    Pages 215-240
  10. Derivatives and Structured Financial Instruments

    • Selim S. Hacιsalihzade
    Pages 241-262
  11. Back Matter

    Pages 263-303

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

Bibliographic Information

Buy it now

Buying options

eBook USD 69.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 89.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 119.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access