[PDF.81ui] Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications (Financial Mathematics)

Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications (Financial Mathematics)

[PDF.tv32] Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications (Financial Mathematics)

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 | #2164435 in Books |  CAMBRIDGE UNIVERSITY PRESS |  2016-02-18 | Original language:English |  9.02 x.67 x5.98l,1.57 | File type: PDF | 275 pages

 | CAMBRIDGE UNIVERSITY PRESS

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||About the Author|René Carmona is the Paul M. Wythes 55 Professor of Engineering and Finance at Princeton University, where he chairs the Department of Operations Research and Financial Engineering. He is an associate member of the Department of Mat

The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games.

This is the first title in SIAM'...

You easily download any file type for your gadget.Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications (Financial Mathematics)   |  René Carmona. I really enjoyed this book and have already told so many people about it!

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