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Lowest price: 27.40 €, highest price: 38.99 €, average price: 33.22 €
Stochastic Optimization In Continuous Time - Fwu-Ranq Chang
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Fwu-Ranq Chang:
Stochastic Optimization In Continuous Time - new book

ISBN: 9780511192524

First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. The standard topics of many mathematics, economics and finance books are illustrated with real examples documented in the economic literature. Moreover, the book emphasises the dos and don'ts of stochastic calculus, cautioning the reader that certain results and intuitions cherished by many economists do not extend to stochastic models. A special chapter (Chapter 5) is devoted to exploring various methods of finding a closed-form representation of the value function of a stochastic control problem, which is essential for ascertaining the optimal policy functions. The book also includes many practice exercises for the reader. Notes and suggested readings are provided at the end of each chapter for more references and possible extensions. eBooks Business, Finance & Law~~Economics~~Econometrics Stochastic Optimization In Continuous Time~~EBook~~9780511192524~~Fwu-Ranq Chang Stochastic Optimization In Continuous Time

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Stochastic Optimization in Continuous Time - Fwu-Ranq Chang
book is out-of-stock
(*)
Fwu-Ranq Chang:
Stochastic Optimization in Continuous Time - new book

2004, ISBN: 9780511192524

ID: 9780511192524

First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. 9780521834063,9780511192524,0521834066,0511192525 Other pricing structure might be available at vitalsource.com., Cambridge University Press

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9780521834063,9780511192524,0521834066,0511192525 Shipping costs:plus shipping costs
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Stochastic Optimization in Continuous Time - Markus Kornprobst
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Markus Kornprobst:
Stochastic Optimization in Continuous Time - new book

2004, ISBN: 9780511192524

ID: 9780511192524

This is an introduction to stochastic control theory with applications to economics, first published in 2004.; PDF \ Markus Kornprobst; Business,Finance and Law > Economics > Econometrics, Cambridge University Press

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Stochastic Optimization in Continuous Time - Chang,  Fwu-Ranq
book is out-of-stock
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Chang, Fwu-Ranq:
Stochastic Optimization in Continuous Time - new book

ISBN: 9780511192524

ID: 9780511192524

[KW: PDF ,BUSINESS ECONOMICS , ECONOMETRICS ,BUSINESS , ECONOMICS , FINANCE] <-> <-> PDF ,BUSINESS ECONOMICS , ECONOMETRICS ,BUSINESS , ECONOMICS , FINANCE

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Stochastic Optimization in Continuous Time - Fwu-Ranq Chang
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Fwu-Ranq Chang:
Stochastic Optimization in Continuous Time - First edition

2004, ISBN: 9780511192524

ID: 26204332

[ED: 1], Auflage, eBook Download (PDF), eBooks, [PU: Cambridge University Press]

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