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

By J Schoenmakers, Denis Belomestny, John Schoenmakers

Presents the very latest applications of probability modelling to derivatives pricing and risk management

Brings new approaches and applications to the quant's toolkit - Monte Carlo simulations are the bedrock of much of the quantitative practitioners work and this book presents a core quant topic

Leading researchers Schoenmakers and Belomestny are well regarded for their research in stochastics and probability theory - this book will be well received by the community

• Format: Hardcover
• Language: English
• ISBN: 1137033509
• ISBN13: 9781137033505
• Release Date: February 2018
• Publisher: Palgrave MacMillan
• Length: 364 Pages
• Weight: 1.50 lbs.
• Dimensions: 1.0" x 6.4" x 9.5"