Control Engineering and Finance

  • Selim S. Hacısalihzade

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 467)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Selim S. Hacιsalihzade
    Pages 1-6
  3. Selim S. Hacιsalihzade
    Pages 7-38
  4. Selim S. Hacιsalihzade
    Pages 39-81
  5. Selim S. Hacιsalihzade
    Pages 83-138
  6. Selim S. Hacιsalihzade
    Pages 139-180
  7. Selim S. Hacιsalihzade
    Pages 181-200
  8. Selim S. Hacιsalihzade
    Pages 201-213
  9. Selim S. Hacιsalihzade
    Pages 215-240
  10. Selim S. Hacιsalihzade
    Pages 241-262
  11. Back Matter
    Pages 263-303

About this book

Introduction

This 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 option pricing. Every chapter presents exercises which help the reader to deepen his understanding. The target audience comprises research experts in the field of finance engineering, but the book may also be beneficial for graduate students alike. 

Keywords

Optimal dynamic systems Modern Portfolio Theory Investment Setting and Instruments Derivative Financial Instruments Stochastic Control Black-Scholes equation

Authors and affiliations

  • Selim S. Hacısalihzade
    • 1
  1. 1.Department of Electrical and Electronics EngineeringBoğaziçi UniversityBebek, IstanbulTurkey

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-64492-9
  • Copyright Information Springer International Publishing AG 2018
  • Publisher Name Springer, Cham
  • eBook Packages Engineering
  • Print ISBN 978-3-319-64491-2
  • Online ISBN 978-3-319-64492-9
  • Series Print ISSN 0170-8643
  • Series Online ISSN 1610-7411
  • About this book