Titlebook: Control Engineering and Finance; Selim S. Hac?salihzade Book 2018 Springer International Publishing AG 2018 Optimal dynamic systems.Modern

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Ordeal

PHON

針葉樹

Optimal Control, Therefore, this Chapter, which is intended solely as an introduction or a refresher, begins with calculus of variations, goes through the fixed and variable endpoint problems as well as the variation problem with constraints. These results are then applied to dynamic systems, leading to the solutio

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Stochastic Analysis,ng such equations are then discussed. Stochastic integration and It? integrals are shown together with It?’s lemma for scalar and vector processes. Various stochastic models used in financial applications are illustrated. The connection between deterministic partial differential equations and SDE’s

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Bonds,ype of collateral behind the issue are introduced. Bond returns and valuations are derived heuristically based on the return concept defined in the previous Chapter. Fundamental determinants of interest rates and bond yields, together with the Macaulay duration are discussed with examples. The yield

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審問

Derivatives and Structured Financial Instruments,lculation of option prices using this equation is shown for European and American options. Some popular structured products including swaps and how they might be used to enhance returns or reduce risks of diversified investment portfolios are discussed.

Dictation

0170-8643 alysis of stochastic processes, calculus of variations and mThis book?includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and