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Optimisation et controle stochastique appliques a la finance - Mathematiques et Applications Huyen Pham 2007 edition
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Optimisation et controle stochastique appliques a la finance - Mathematiques et Applications
Huyen Pham
L'objectif et l'originalité de ce livre est de présenter les différents aspects et méthodes utilisés dans la résolution des problèmes d'optimisation stochastique avec en vue des applications plus spécifiques à la finance: gestion de portefeuille, couverture d'options, investissement optimal.
188 pages, black & white illustrations
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | September 6, 2007 |
| ISBN13 | 9783540737360 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 188 |
| Dimensions | 132 × 233 × 12 mm · 322 g |
| Language | French |
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