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Stochastic Optimization Models in Finance
Language: en
Pages: 756
Authors: William T. Ziemba
Categories: Business & Economics
Type: BOOK - Published: 2006 - Publisher: World Scientific

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A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford,
Stochastic Optimization Models in Finance
Language: en
Pages: 736
Authors: W. T. Ziemba
Categories: Business & Economics
Type: BOOK - Published: 2014-05-12 - Publisher: Academic Press

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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 ca
Stochastic Optimization Models in Finance
Language: en
Pages: 719
Authors: W. T. Ziemba (Comp)
Categories: Finance
Type: BOOK - Published: 1975 - Publisher:

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Optimization of Stochastic Models
Language: en
Pages: 384
Authors: Georg Ch. Pflug
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Stochastic models are everywhere. In manufacturing, queuing models are used for modeling production processes, realistic inventory models are stochastic in natu
Continuous-time Stochastic Control and Optimization with Financial Applications
Language: en
Pages: 243
Authors: Huyên Pham
Categories: Mathematics
Type: BOOK - Published: 2009-05-28 - Publisher: Springer Science & Business Media

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Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,