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Generalized Optimal Stopping Problems and Financial Markets

transition from the theory of optimal stopping problems to the valuation of different kinds of options. With the introduction of generalized optimal;

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Numerical Methods in Finance

research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By;

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Stochastic Disorder Problems

general theory of optimal stopping rules, and to its concrete problem-solving methods. The exposition covers both the discrete time case, which;

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Irreversible Decisions under Uncertainty

Here, two highly experienced authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the;

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Irreversible Decisions under Uncertainty

Here, two highly experienced authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the;

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Sequential Stochastic Optimization

presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so;

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Stochastic Drawdowns

in distress), and the duration of drawdowns. Leveraging the knowledge in stochastic calculus, Levy processes and optimal stopping, these topics can be;

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Forecasting in Financial and Sports Gambling Markets

experience, this book utilizes simple, yet unique, candlestick charts to identify optimal time periods in financial markets and optimal games;

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Financial Markets and Institutions (Int'l Ed)

Financial Markets and Institutions, 6e offers a unique analysis of the risks faced by investors and savers interacting through financial;

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Generalized Solutions of Operator Equations and Extreme Elements

requires determining the existence and uniqueness of solutions to these equations. Generalized Solutions of Operator Equations and Extreme;

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Arbitrage Theory in Continuous Time

chapters on the martingale approach to optimal investment problems, optimal stopping theory with applications to American options, and positive;

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Optimal Impulsive Control

of generalized solution which encompasses the notions of generalized control and trajectory; in this book several extensions of optimal control problems;

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Advanced Simulation-Based Methods for Optimal Stopping and Control

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance;

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Financial Markets

The financial system is a key influencer of the health and efficiency of an economy. The role of the financial system is to gather money;

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Financial Econometrics Modeling

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure;

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Handbook of Recent Advances in Commodity and Financial Modeling: Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets

arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured;

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The Financial Mathematics of Market Liquidity

This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making;

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Modern Trends in Controlled Stochastic Processes:

methods for Markov and semi-Markov decision processes, optimal stopping of Markov processes, stochastic games, problems with partial information;

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Mathematical Problems in Plasticity

applied to other areas, including the mechanics of fracture and certain optimal control problems. The three-part approach begins with an;

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Comparing Financial Systems

may be inefficient; financial crises can be good as well as bad; and separation of ownership and control can be optimal. Financial;

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Financial Markets in Continuous Time

of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and;

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Financial Markets in Continuous Time

of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and;

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Optimization Methods for Gas and Power Markets: Theory and Cases

techniques can be used in many different fields of the energy industry, in order to reduce production and financial costs, increase sales revenues;

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Stochastic Control & Mathematical Modeli

consumption and in optimal stopping, optimal pollution control, and solving the Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major;

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Risk Assessment and Financial Regulation in Emerging Markets' Banking

This book describes various approaches in modelling financial risks and compiling ratings. Focusing on emerging markets, it illustrates how;

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Arbitrage Theory in Continuous Time

of continuous time arbitrage pricing of financial derivatives, including stochastic optimal control theory and optimal stopping theory, Arbitrage Theory;

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British Financial Markets And Institutions

structure and operation of the principal British financial markets and institutions. It also includes material on issues of small business finance;

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