Optimal Control Models in Finance (Record no. 369269)

000 -LEADER
fixed length control field 03210nam a22005175i 4500
001 - CONTROL NUMBER
control field 978-0-387-23570-7
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20180115171349.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100301s2005 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780387235707
-- 978-0-387-23570-7
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/b101888
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA315-316
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA402.3
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA402.5-QA402.6
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBKQ
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBU
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT005000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT029020
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 515.64
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Chen, Ping.
Relator term author.
245 10 - TITLE STATEMENT
Title Optimal Control Models in Finance
Medium [electronic resource] :
Remainder of title A New Computational Approach /
Statement of responsibility, etc. by Ping Chen, Sardar M. N. Islam.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Boston, MA :
Name of producer, publisher, distributor, manufacturer Springer US,
Date of production, publication, distribution, manufacture, or copyright notice 2005.
300 ## - PHYSICAL DESCRIPTION
Extent XVIII, 201 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 rda
490 1# - SERIES STATEMENT
Series statement Applied Optimization,
International Standard Serial Number 1384-6485 ;
Volume/sequential designation 95
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Optimal Control Models in Finance -- The STV Approach to Financial Optimal Control Models -- A Financial Oscillator Model -- An Optimal Corporate Financing Model -- Further Computational Experiments and Results -- Conclusion.
520 ## - SUMMARY, ETC.
Summary, etc. The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and the economy are important for efficient allocation of resources in the economy. Optimal control methods have useful applications to these areas in finance - some optimization problems in finance include optimal control, involving a dynamic system with switching times in the form of bang-bang control. 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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical optimization.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Calculus of variations.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Calculus of Variations and Optimal Control; Optimization.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Optimization.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Islam, Sardar M. N.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9780387235691
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Applied Optimization,
International Standard Serial Number 1384-6485 ;
Volume number/sequential designation 95
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/b101888">http://dx.doi.org/10.1007/b101888</a>
912 ## -
-- ZDB-2-SMA
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Permanent Location Current Location Date acquired Date last seen Price effective from Koha item type
  Not Lost     EBook e-Library e-Library 2018-01-15 2018-01-15 2018-01-15 eBook

Powered by Koha