Tell your friends about this item:
Applications of Stochastic Models in Finance Reza Habibi
Do you have a profile? Log in
Get notified about new Reza Habibi releases
Our customers say:
Add to your iMusic wish list
Applications of Stochastic Models in Finance
Reza Habibi
This note contains some applications of stochastic models in finance. For example, we survey Markov Decision Processes, Bayesian Networks, Adaptive Control, Black-Scholes Pricing methods. This note involves the change point analysis in some financial models, risk management, portfolio selection and credit scoring in financial institutions. Some papers are too short, however, we have studied an observation.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | August 14, 2014 |
| ISBN13 | 9783659302978 |
| Publishers | LAP LAMBERT Academic Publishing |
| Pages | 92 |
| Dimensions | 152 × 229 × 6 mm · 155 g |
| Language | German |
See all of Reza Habibi ( e.g. Paperback Book )