Control Engineering and Finance

Includes numerous step-by-step tutorials which supports the reader's understanding
Presents a review of mathematical tools like modeling, analysis of stochastic processes, calculus of variations and more
Analyses financial problems using control engineering tools

Inhalt
Introduction.- Modeling and Identification.- Probability and Stochastic Processes.- Optimal Control.- Stochastic Analysis.- Financial Markets and Instruments.- Bonds.- Portfolio Management.- Derivatives and Structured Financial Instruments.