Lecture

Dynamic Programming in Finance

In course

DEMO: voluptate exercitation adipisicing ad

Dolor amet deserunt nisi incididunt dolore aute ea qui irure. Reprehenderit ea adipisicing laboris velit. Qui minim aute quis culpa exercitation nostrud cillum exercitation culpa officia do quis incididunt cillum. Qui aliqua cupidatat exercitation deserunt.

Description

This lecture covers the application of dynamic programming in finance, focusing on the secretary problem and a financial adviser's prediction strategy. The instructor explains how to maximize the probability of impressing clients by predicting market movements optimally.

Official source

https://mediaspace.epfl.ch/media/0_kdjvx9g0

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Mathematics

Probability theory: Topics in probability theory

Related lectures (39)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.