Mathematical Control Theory and Finance

Editors: Sarychev, A., Shiryaev, A., Guerra, M., Grossinho, M.d.R. (Eds.)

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About this book

This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing  a large spectrum of problems and techniques. Control theory provides a large set of theoretical and computational tools with applications in a wide range of fields, ranging from "pure" areas of mathematics up to applied sciences like finance. Stochastic optimal control is a well established and important tool of mathematical finance. Other branches of control theory have found comparatively less applications to financial problems, but the exchange of ideas and methods has intensified in recent years. This volume should contribute to establish bridges between these separate fields. The diversity of topics covered as well as the large array of techniques and ideas brought in to obtain the results make this volume a valuable resource for advanced students and researchers.

Table of contents (23 chapters)

Table of contents (23 chapters)

Buy this book

eBook $129.00
price for USA in USD (gross)
  • ISBN 978-3-540-69532-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.99
price for USA in USD
  • ISBN 978-3-540-69531-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $169.99
price for USA in USD
  • ISBN 978-3-642-08908-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Mathematical Control Theory and Finance
Editors
  • Andrey Sarychev
  • Albert Shiryaev
  • Manuel Guerra
  • Maria do Rosário Grossinho
Copyright
2008
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-69532-5
DOI
10.1007/978-3-540-69532-5
Hardcover ISBN
978-3-540-69531-8
Softcover ISBN
978-3-642-08908-4
Edition Number
1
Number of Pages
XIII, 420
Topics