Numerical methods optimization finance (21 Ergebnisse)

Zustand: New.

Zustand: As New. Unread book in perfect condition.

Soft cover. Zustand: New. Zustand des Schutzumschlags: New. 1st Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service.…

Trade paperback. Zustand: New in new dust jacket. First edition. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Glued binding. Paper over boards. 584 p. Contains: Maps, Figures. Audience: General/trade.…

gebundene Ausgabe. Zustand: Gut. 584 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. Einbandkanten sind leicht bestoßen. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 935.…

Soft cover. Zustand: New. Zustand des Schutzumschlags: New. 1st Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service.…

Trade paperback. Zustand: New in new dust jacket. First edition. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.…

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Taschenbuch. Zustand: Neu. Dynamic Stochastic Optimization with Applications in Finance | Theory of Stochastic Optimization and Numerical Methods | Matthias Moch | Taschenbuch | Englisch | VDM Verlag Dr. Müller | EAN 9783639294408 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Zustand: New. A brand new book in pristine condition. Showing zero signs of shelf wear, creases, or damage.

Zustand: New.

Zustand: As New. Unread book in perfect condition.

Paperback. Zustand: Brand New. 1st edition. 584 pages. 9.00x6.00x1.36 inches. In Stock.

Zustand: New. Shows ways to build and implement tools that help test ideas Focuses on the application of heuristics standard methods receive limited attention Presents as separate chapters problems from portfolio optimization, estimation of ec.

Zustand: As New. Unread book in perfect condition.

Taschenbuch. Zustand: Neu. Optimization and Games for Controllable Markov Chains | Numerical Methods with Application to Finance and Engineering | Julio B. Clempner (u. a.) | Taschenbuch | Studies in Systems, Decision and Control | xviii | Englisch | 2024 | Springer | EAN 9783031435775 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book considers a class of ergodic finite controllable Markov's chains. The main idea behind the method, described in this book, is to develop the original discrete optimization problems (or game models) in the space of randomized formulations, where the variables stand in for the distributions (mixed strategies or preferences) of the original discrete (pure) strategies in the use. The following suppositions are made: a finite state space, a limited action space, continuity of the probabilities and rewards associated with the actions, and a necessity for accessibility. These hypotheses lead to the existence of an optimal policy. The best course of action is always stationary. It is either simple (i.e., nonrandomized stationary) or composed of two nonrandomized policies, which is equivalent to randomly selecting one of two simple policies throughout each epoch by tossing a biased coin. As a bonus, the optimization procedure just has to repeatedly solve the time-average dynamic programming equation, making it theoretically feasible to choose the optimum course of action under the global restriction. In the ergodic cases the state distributions, generated by the corresponding transition equations, exponentially quickly converge to their stationary (final) values. This makes it possible to employ all widely used optimization methods (such as Gradient-like procedures, Extra-proximal method, Lagrange's multipliers, Tikhonov's regularization), including the related numerical techniques. In the book we tackle different problems and theoretical Markov models like controllable and ergodic Markov chains, multi-objective Pareto front solutions, partially observable Markov chains, continuous-time Markov chains, Nash equilibrium and Stackelberg equilibrium, Lyapunov-like function in Markov chains, Best-reply strategy, Bayesian incentive-compatible mechanisms, Bayesian Partially Observable Markov Games, bargaining solutions for Nash and Kalai-Smorodinsky formulations, multi-traffic signal-control synchronization problem, Rubinstein's non-cooperative bargaining solutions, the transfer pricing problem as bargaining.…

Zustand: New.

Kartoniert / Broschiert. Zustand: New. Introduces numerical methods to readers with economics backgrounds Emphasizes core simulation and optimization problems Includes MATLAB and R code for all applications, with sample code in the text and freely available for downloa.

Hardcover. Zustand: Brand New. 350 pages. 9.25x6.10x9.21 inches. In Stock.

Taschenbuch. Zustand: Neu. Neuware - Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.…