JOIN / SIGN IN

Welcome to Hatchards Rewards

Earn a Rewards Stamp for every £10 you spend in our shops or online*

Every 10 Rewards Stamps you earn adds £10 to your Rewards Balance

Spend your Rewards Balance in our shops or online, with no minimum redemption*

*Exclusions apply, see full T&Cs for details.

Learn More

Non-Fiction, Business, Finance & Law , Finance & Accounting

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

Denis Belomestny (author), John Schoenmakers (author)

Hardback Published on: 13/02/2018

£99.99

No reviews yet, be the first

Free UK delivery on orders over £25

We can order this from the publisher
Usually dispatched within 3 weeks

Make and edit your lists in your account

No stock available in any shop.

We can order this from the publisher
Usually dispatched within 3 weeks

No stock available in any shop.

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.