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Advanced Simulation-Based Methods for Optimal Stopping and Control

Advanced Simulation-Based Methods for Optimal Stopping and Control With Applications in Finance

Hardback (13 Feb 2018)

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Publisher's Synopsis

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.

About the Publisher

Palgrave Macmillan

From award-winning research which changes the world to textbooks and study guides which educate and inspire, we publish across the humanities, social sciences and business for academics, students, professionals and librarians worldwide.With offices in London and New York, and sales teams across 50 countries, we have a global reach and as part of Macmillan Science and Education, are proud to uphold an unbroken tradition of over 170 years of academic publishing.

Book information

ISBN: 9781137033505
Publisher: Palgrave Macmillan UK
Imprint: Palgrave Macmillan
Pub date:
DEWEY: 332.01518282
DEWEY edition: 23
Language: English
Number of pages: 364
Weight: 746g
Height: 176mm
Width: 247mm
Spine width: 29mm