Lecture

Dynamic Programming in Finance

In course

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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

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Ontological neighbourhood

Mathematics

Probability theory: Topics in probability theory

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