We consider the problem of optimally tracking a financial benchmark in a market with random and possibly unbounded coefficients. This is an example of a stochastic linearquadratic control problem…
We consider the optimal control problem with an indefinite generalised risk-sensitive criterion, and a class of stochastic control systems with multiplicative noise that have a quadratic type…
Students are introduced to: Elementary logic; Methods of proof; Relations, basic definitions and properties, special types of relations; Introduction to graph theory, basic definitions and…
:This course gives an understand of the following terms and concepts
The binomial option pricing including: one-period binomial model on a non-dividend-paying stock, principle of no-…
الساعات المكتبية
Saturday
الأحد
الاثنين
الثلاثاء
الأربعاء
الخميس
الجمعة
من
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10:00 AM
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10:00 AM
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10:00 AM
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الى
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11:00 AM
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11:00 AM
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11:00 AM
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الموقع
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Building 5, third floor, office 52 Building 5, third floor, office 52
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Building 5, third floor, office 52 Building 5, third floor, office 52
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Building 5, third floor, office 52Building 5, third floor, office 52