- Retrait en 2 heures
- Assortiment impressionnant
- Paiement sécurisé
- Toujours un magasin près de chez vous
- Retrait gratuit dans votre magasin Club
- 7.000.0000 titres dans notre catalogue
- Payer en toute sécurité
- Toujours un magasin près de chez vous
Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications
René Carmona
86,95 €
+ 173 points
Description
A vital introduction to the stochastic analysis tools which play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. As one of the few books on game theory and the theory of stochastic differential games, this book will be helpful to graduate students and young researchers interested in stochastic differential equations and the probabilistic approach to stochastic control, as well as mean field games and the control of McKean-Vlasov dynamics. The theory is illustrated by application to several areas, including application to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading. Based on the author's lecture notes, this is the first title in the SIAM Series on Financial Mathematics.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 366
- Langue:
- Anglais
- Collection :
- Tome:
- n° 1
Caractéristiques
- EAN:
- 9781611974232
- Date de parution :
- 31-10-16
- Format:
- Livre broché
- Format numérique:
- Trade paperback (VS)
- Dimensions :
- 174 mm x 247 mm
- Poids :
- 598 g
Seulement chez Librairie Club
+ 173 points sur votre carte client de Librairie Club
BLACK FRIDAY
BLACK FRIDAY
INSPIRATION
Les avis
Nous publions uniquement les avis qui respectent les conditions requises. Consultez nos conditions pour les avis.