Titlebook: Control Engineering and Finance; Selim S. Hac?salihzade Book 2018 Springer International Publishing AG 2018 Optimal dynamic systems.Modern

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Optimal Control,n of the optimal control problem using the Hamilton-Jacobi and Pontryagin methods. The concept of dynamic programming is explained and the chapter ends with a brief introduction to differential games.

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Stochastic Analysis,is indicated. The chapter aims to give just a taste of stochastic calculus/stochastic control and whet the appetite for this broad field. The reader is referred to standard books of reference for an in depth study of the subject matter.

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https://doi.org/10.1007/978-3-319-64492-9Optimal dynamic systems; Modern Portfolio Theory; Investment Setting and Instruments; Derivative Financ

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978-3-319-87805-8Springer International Publishing AG 2018

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Affectation

Portfolio Management,to equity stocks. Empirical studies with examples from Swiss, Turkish and American stock markets are presented. Smart algorithms for managing stock portfolios based on these empirical studies are proposed. Management of bond portfolios using the Va?í?ek model and static bond portfolio management methods finish off this chapter.

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Derivatives and Structured Financial Instruments,lculation of option prices using this equation is shown for European and American options. Some popular structured products including swaps and how they might be used to enhance returns or reduce risks of diversified investment portfolios are discussed.

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