Optimal Control Models in Finance: A New Computational Approach

Description

Optimal control models for corporate finance and the economy are presented in this book and the analytical and computational results of these models are also reported. Such computational approaches to the study of optimal corporate financing are not well known in the existing literature. This book develops a new computational method where switching times are considered as variables in the optimal dynamic financial model represented by a second order differential equation. A new computer program named CSTVA (Computer Program for the Switching Time Variables Algorithm), which can compute bang-bang optimal financial models with switching time, is also developed. Optimal financing implications of the model results in the form of optimal switching times for changes in financing policies and the optimal financial policies are analyzed.

Enjoy this great book! Brought to you by SMIRK



http://rapidshare.com/files/120381680/optimal.control.models.in.finance.a.new.computational.approach.rar.html

Disclaimer:
Contents of this page are indexed from the Internet. All actions are under your responsability. Email us to report illegal contents or external links and we'll remove them immediately.

Please check the description for download links if any or do a search to find alternative books.

Can't Download?
Please search mirrors if you can't find download links for "Optimal Control Models in Finance: A New Computational Approach" in "Description" and someone else may update the links. Check the comments when back to find any updates.

Search Mirrors
Maybe some mirror pages will be helpful, search this book at top of this page or click here to find more info.

1. Ebooks list page : 1736
2. Ping Chen, Sardar M.N. Islam - Optimal Control Models in Finance: A New Computational Approach (Repost)
3. Optimal Control Models in Finance : A New Computational Approach (Applied Optimi
4. [share_ebook] Optimal Control Models in Finance: A New Computational Approach
5. Optimal Portfolio Modeling, CD-ROM includes Models Using Excel and R: Models to Maximize Returns and Control Risk in Excel and R
6. Robust Control Design: An Optimal Control Approach
7. Robust Control Design: An Optimal Control Approach
8. Computational Optimal Control: Tools and Practice
9. Stochastic Optimal Control, International Finance, and Debt Crises
10. Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R
11. Optimal Control and Dynamic Games: Applications in Finance, Management Science and Economics (repost)
12. Optimal Control of Wind Energy Systems: Towards a Global Approach
13. Optimal Control of Wind Energy Systems: Towards a Global Approach
14. H-Infinity Optimal Control and Related Minimax Design Problems: A Dynamic Game Approach
15. Optimal Portfolios: Stochastic Models for Optimal Investment and Risk Management in Continuous Time
16. Computational Combinatorial Optimization: Optimal or Provably Near-Optimal Solutions