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Time-Inconsistent Control Theory with Finance Applications
, and market equilibrium with time-inconsistent preferences. Time-Inconsistent Control Theory with Finance Applications offers the first;
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Controlled Markov Processes and Viscosity Solutions
selective material, to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to;
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Machine Learning in Finance
computational disciplines in quantitative finance, such as financial econometrics and discrete time stochastic control, with an emphasis on how theory;
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Machine Learning in Finance
computational disciplines in quantitative finance, such as financial econometrics and discrete time stochastic control, with an emphasis on how theory;
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Uncertain Optimal Control
This book introduces the theory and applications of uncertain optimal control, and establishes two types of models including expected value;
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The Economics of Continuous-Time Finance
An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and;
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International Finance
finance theory is followed by detailed coverage of policy applications. With this new 11th Edition, Global Edition, the author team of Nobel Prize;
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Arbitrage Theory in Continuous Time
mathematical principles with economic applications.Concentrating on the probabilistic theory of continuous arbitrage pricing of financial;
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Robust Control for Nonlinear Time-Delay Systems
This book reports on the latest findings concerning nonlinear control theory and applications. It presents novel work on several kinds;
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Applied Stochastic Control of Jump Diffusions
new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential;
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Discrete-Time Control System Design with Applications
rates and with and computational techniques. The theory of digital control is given as theorems, lemmas, and propositions. The design of the;
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Markov Processes and Applications
This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an;
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Real Time Optimization by Extremum-seeking Control
potential. Filled with in-depth insight and expert advice, Real-Time Optimization by Extremum-Seeking Control: Develops optimization theory from;
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Stochastic Calculus for Quantitative Finance
investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance;
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Extreme Events In Finance A Handbook Of
A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely;
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Behavioural Finance
A concrete guide that links the theory of behavioral finance with applications in financial products Behavioral finance is a rapidly;
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Model Free Adaptive Control
Model Free Adaptive Control: Theory and Applications summarizes theory and applications of model-free adaptive control (MFAC). MFAC is a;
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Model Free Adaptive Control
Model Free Adaptive Control: Theory and Applications summarizes theory and applications of model-free adaptive control (MFAC). MFAC is a;
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Stochastic Methods in Economics and Finance
discussed, and their use in economic theory and finance is illustrated with numerous applications. The applications covered include: futures;
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Analysis and Design for Networked Teleoperation System
high-performance control scheme designs for teleoperation systems when the velocity is available and unavailable, and for systems with;
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R Programming and Its Applications in Financial Mathematics
students to grasp an overview of the theory of finance in an abstract form. For newcomers to the finance industry, it is not always obvious how to;
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R Programming and Its Applications in Financial Mathematics
to grasp an overview of the theory of finance in an abstract form. For newcomers to the finance industry, it is not always obvious how to;
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Arbitrage Theory in Continuous Time
theory and continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic theory;
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Stochastic Partial Differential Equations and Applications
developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and;
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Stochastic Partial Differential Equations and Applications
developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and;
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Behavioral Finance
Discover a structured, applied approach to behavioral finance with the first academic text of its kind--Ackert/Deaves' BEHAVIORAL FINANCE;
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