Author : Robert J. Elliot
Release : 2012
Genre : Mathematics
Kind : eBook
Book Rating : 309/5 ( reviews)
Book Synopsis Stochastic Processes, Finance and Control by : Robert J. Elliot
Download or read book Stochastic Processes, Finance and Control written by Robert J. Elliot. This book was released on 2012. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift is dedicated to Robert J Elliott on the occasion of his 70th birthday It brings together a collection of chapters by distinguished and eminent scholars in the fields of stochastic processes, filtering and control, as well as their applications to mathematical finance It presents cutting edge developments in these fields and is a valuable source of references for researchers, graduate students and market practitioners in mathematical finance and financial engineering Topics include the theory of stochastic processes, differential and stochastic games, mathematical finance, filtering and control.