Del i serien EURO Advanced Tutorials on Operational Research

Variational Inequalities in Management Science and Finance

Modelling, Analysis, Numerics and Applications

Inbunden, Engelska, 2024

AvAndrianos E. Tsekrekos,Athanasios N. Yannacopoulos

1 529 kr

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This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance.

Produktinformation

Utgivningsdatum2024-12-21
Mått155 x 235 x 17 mm
Vikt463 g
FormatInbunden
SpråkEngelska
SerieEURO Advanced Tutorials on Operational Research
Antal sidor179
FörlagSpringer International Publishing AG
ISBN9783031741180

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Andrianos E. Tsekrekos is a Professor of Financial Derivatives and Real Options at the Department of Accounting and Finance and Director of the Applied Finance Lab, Athens University of Economics and Business (AUEB), Greece. Before joining AUEB, he has working experience at Lancaster University and Durham Business School, UK. His research interests are in derivatives pricing, real options theory, stochastic and implied volatility models and real estate economics. His work has been published in well-established academic journals, in edited volumes, and in practitioner-oriented books.Athanasios N. Yannacopoulos is Professor of Applied Stochastic Analysis at the Department of Statistics of the Athens University of Economics and Business (AUEB) Greece, and currently the Director of the Stochastic Modelling and Applications Research Laboratory (AUEB), and the MSc in Quantitative Methods in Actuarial and Financial Risk (AUEB). His research interests focus on stochastic and nonlinear analysis, uncertainty quantification, robust stochastic optimal control, and decision theory under uncertainty with special emphasis on economics and finance. His work has been published in well-established academic journals and is the co-author of a research monograph and an advanced textbook related to stochastic and nonlinear analysis.