MARC details
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03231nam a22005415i 4500 |
| 001 - CONTROL NUMBER |
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978-3-540-73737-7 |
| 003 - CONTROL NUMBER IDENTIFIER |
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DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20160302163047.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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100301s2007 gw | s |||| 0|fre d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783540737377 |
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978-3-540-73737-7 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/978-3-540-73737-7 |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
T57-57.97 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
PBW |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
MAT003000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Pham, Huy�n. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Optimisation et contr�le stochastique appliqu�s � la finance |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
by Huy�n Pham. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| Place of production, publication, distribution, manufacture |
Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer |
Springer Berlin Heidelberg, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2007. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
XVI, 188 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Math�matiques & Applications, |
| International Standard Serial Number |
1154-483X ; |
| Volume/sequential designation |
61 |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Quelques �l�ments d'analyse stochastique -- Probl`emes d'optimisation stochastique. Exemples en finance -- Approche EDP classique de la programmation dynamique -- Approche des �quations de Bellman par les solutions de viscosit� -- M�thodes d'�quations diff�rentielles stochastiques r�trogrades -- M�thodes martingales de dualit� convexe. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
L'objectif et l'originalit� de ce livre est de pr�senter les diff�rents aspects et m�thodes utilis�s dans la r�solution des probl�mes d'optimisation stochastique avec en vue des applications plus sp�cifiques � la finance: gestion de portefeuille, couverture d'options, investissement optimal. Nous avons inclus certains d�veloppements r�cents sur le sujet sans chercher a priori la plus grande g�n�ralit�. Nous avons voulu une exposition graduelle des m�thodes math�matiques en pr�sentant d'abord les id�es intuitives puis en �non�ant pr�cis�ment les r�sultats avec des d�monstrations compl�tes et d�taill�es. Nous avons aussi pris soin d'illustrer chacune des m�thodes de r�solution sur de nombreux exemples issus de la finance. Nous esp�rons ainsi que ce livre puisse �tre utile aussi bien pour des �tudiants que pour des chercheurs du monde acad�mique ou professionnel int�ress�s par l'optimisation et le contr�le stochastique appliqu�s � la finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Applied mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Engineering mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Economics, Mathematical. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
System theory. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Calculus of variations. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Probabilities. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Applications of Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Systems Theory, Control. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Calculus of Variations and Optimal Control; Optimization. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
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| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Printed edition: |
| International Standard Book Number |
9783540737360 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Math�matiques & Applications, |
| International Standard Serial Number |
1154-483X ; |
| Volume number/sequential designation |
61 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="http://dx.doi.org/10.1007/978-3-540-73737-7">http://dx.doi.org/10.1007/978-3-540-73737-7</a> |
| 912 ## - |
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ZDB-2-SMA |
