Hacısalihzade, Selim S.

Control engineering and finance / Selim S. Hacısalihzade - 1 online resource (xiii, 303 pages) : illustrations (some color) - - Lecture notes in control and information sciences, volume 467 0170-8643 ; . - Lecture notes in control and information sciences ; 467. .

Includes bibliographical references and index

Available to OhioLINK libraries

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

3319644912 3319644920 9783319644912 9783319644929

10.1007/978-3-319-64492-9 doi


Financial engineering.
Stochastic processes.


Electronic books

QA274 / .H33 2018

519.2/3