[PDF.88rh] Stochastic Optimization Models in Finance (Economic theory and mathematical economics)

Stochastic Optimization Models in Finance (Economic theory and mathematical economics)

[PDF.ie23] Stochastic Optimization Models in Finance (Economic theory and mathematical economics)

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 |  2014-05-12 |  2014-05-12 | File type: PDF

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Stochastic Optimization Models in Finance focuses on the applications of stochastic optimization models in finance, with emphasis on results and methods that can and have been utilized in the analysis of real financial problems. The discussions are organized around five themes: mathematical tools; qualitative economic results; static portfolio selection models; dynamic models that are reducible to static models; and dynamic models.

This volume consists of five...

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