Applications of Stochastic Models in Finance - Habibi, Reza
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This note contains some applications of stochastic models in finance. For example, we survey Markov Decision Processes, Bayesian Networks, Adaptive Control, Black-Scholes Pricing methods. This note involves the change point analysis in some financial models, risk management, portfolio selection and credit scoring in financial institutions. Some papers are too short, however, we have studied an observation.

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Produktbeschreibung
This note contains some applications of stochastic models in finance. For example, we survey Markov Decision Processes, Bayesian Networks, Adaptive Control, Black-Scholes Pricing methods. This note involves the change point analysis in some financial models, risk management, portfolio selection and credit scoring in financial institutions. Some papers are too short, however, we have studied an observation.
Autorenporträt
Reza Habibi has a PhD in Statistics from Shiraz University. He has worked in many fields such as change point analysis, computational statistics, data mining, financial time series and mathematical finance. He worked in Department of Statistics of Central Bank of Iran 8 years. Currently, he works in Iran Banking Institute as a researcher.