| 000 -LEADER |
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| fixed length control field |
04457nam a22005055i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-3-540-69532-5 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20161121231213.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
100301s2008 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783540695325 |
| -- |
978-3-540-69532-5 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/978-3-540-69532-5 |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB135-147 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
KF |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
MAT003000 |
| Source |
bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
BUS027000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519 |
| Edition number |
23 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Mathematical Control Theory and Finance |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
edited by Andrey Sarychev, Albert Shiryaev, Manuel Guerra, Maria do Ros�rio Grossinho. |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| 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 |
2008. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XIII, 420 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda0 |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Extremals Flows and Infinite Horizon Optimization -- Laplace Transforms and the American Call Option -- Time Change, Volatility, and Turbulence -- External Dynamical Equivalence of Analytic Control Systems -- On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model -- Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift -- A Stochastic Demand Model for Optimal Pricing of Non-Life Insurance Policies -- Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints -- Higher-Order Calculus of Variations on Time Scales -- Finding Invariants of Group Actions on Function Spaces, a General Methodology from Non-Abelian Harmonic Analysis -- Nonholonomic Interpolation for Kinematic Problems, Entropy and Complexity -- Instalment Options: A Closed-Form Solution and the Limiting Case -- Existence and Lipschitzian Regularity for Relaxed Minimizers -- Pricing of Defaultable Securities under Stochastic Interest -- Spline Cubatures for Expectations of Diffusion Processes and Optimal Stopping in Higher Dimensions (with Computational Finance in View) -- An Approximate Solution for Optimal Portfolio in Incomplete Markets -- Carleman Linearization of Linearly Observable Polynomial Systems -- Observability of Nonlinear Control Systems on Time Scales - Sufficient Conditions -- Sufficient Optimality Conditions for a Bang-bang Trajectory in a Bolza Problem -- Modelling Energy Markets with Extreme Spikes -- Generalized Bayesian Nonlinear Quickest Detection Problems: On Markov Family of Sufficient Statistics -- Necessary Optimality Condition for a Discrete Dead Oil Isotherm Optimal Control Problem -- Managing Operational Risk: Methodology and Prospects. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Control theory provides a large set of theoretical and computational tools with applications in a wide range of fields, ranging from "pure" areas of mathematics up to applied sciences like finance. Stochastic optimal control is a well established and important tool of mathematical finance. Other branches of control theory have found comparatively less applications to financial problems, but the exchange of ideas and methods has intensified in recent years. This volume should contribute to establish bridges between these separate fields. The diversity of topics covered as well as the large array of techniques and ideas brought in to obtain the results make this volume a valuable resource for advanced students and researchers. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Mathematics. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economics, Mathematical. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
System theory.1 |
| 650 4# - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Mathematics.2 |
| 650 4# - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Quantitative Finance.2 |
| 650 4# - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance, general.2 |
| 650 4# - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Systems Theory, Control.1 |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Sarychev, Andrey. |
| Relator term |
editor.1 |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Shiryaev, Albert. |
| Relator term |
editor.1 |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Guerra, Manuel. |
| Relator term |
editor.1 |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Grossinho, Maria do Ros�rio. |
| Relator term |
editor.2 |
| 710 ## - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service)0 |
| 773 ## - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks08 |
| 776 ## - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
978354069531840 |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-540-69532-5 |
| 912 ## - |
|---|
| -- |
ZDB-2-SMA |
