Optimal Control Models in Finance -- The STV Approach to Financial Optimal Control Models -- A Financial Oscillator Model -- An Optimal Corporate Financing Model -- Further Computational Experiments and Results -- Conclusion.The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and th…
1 Introduction -- 2 The Thai Financial System: Characteristics of the Emerging Thai Stock -- 3 Descriptive Statistics and General Characteristics of the Stock Market -- 4 Market Efficiency Models and Tests -- 5 Stock Valuation Models -- 6 Models for Rational Speculative Bubbles -- 7 Models for Anomalies Studies -- 8 Volatility Models -- 9 Summary and Conclusions -- Appendix 1 Structure of Finan…
: Optimal Models for Economics and Finance -- Mathematics of Optimal Control -- Computing Optimal Control : The SCOM package -- Computing Optimal Growth and Development Models -- Modelling Financial Investment with Growth -- Modelling Sustainable Development -- Modelling and Computing a Stochastic Growth Model -- Optimization in Welfare Economics -- Transversality Conditions for Infinite Horizo…