| Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance 2018 Edition Contributor(s): Belomestny, Denis (Author), Schoenmakers, John (Author) |
|
 |
ISBN: 1137033509 ISBN-13: 9781137033505 Publisher: Palgrave MacMillan OUR PRICE: $113.99 Product Type: Hardcover - Other Formats Published: February 2018 |
| Additional Information |
| BISAC Categories: - Business & Economics | Corporate Finance - General - Mathematics | Applied - Computers | Computer Simulation |
| Dewey: 003.3 |
| LCCN: 2017951536 |
| Physical Information: 1.02" H x 6.39" W x 9.51" (1.50 lbs) 364 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development. |