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OverviewFull Product DetailsAuthor: Gerasimos G. RigatosPublisher: Springer International Publishing AG Imprint: Springer International Publishing AG Edition: Softcover reprint of the original 1st ed. 2017 Volume: 125 Weight: 0.522kg ISBN: 9783319850047ISBN 10: 3319850040 Pages: 310 Publication Date: 08 May 2018 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsSystems theory and stability concepts.- Main approaches to nonlinear control.- Main approaches to nonlinear estimation.- Linearizing control and filtering for nonlinear dynamics in financial systems.- Nonlinear optimal control and filtering for financial systems.- Kalman Filtering Approach for detection of option mispricing inthe Black-Scholes PDE.- Kalman Filtering approach to the detection of option mispricing inelaborated PDE finance models.- Corporations’ default probability forecasting using theDerivative-free nonlinear Kalman Filter.- Validation of financial options models using neural networks with invariance to Fourier transform.- Statistical validation of financial forecasting tools with generalized likelihood ratio approaches.- Distributed validation of option price forecasting tools using a statistical fault diagnosis approach.- Stabilization of financial systems dynamics through feedbackcontrol of the Black-Scholes PDE.- Stabilization of the multi-asset Black-Scholes PDE using differentialflatness theory.- Stabilization of commodities pricing PDE using differential flatnesstheory.- Stabilization of mortgage price dynamics using differential flatness theory.v>ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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