Optimal Investment (SpringerBriefs in Quantitative Finance) - Softcover

Rogers, L. C. G.

 
9783642352010: Optimal Investment (SpringerBriefs in Quantitative Finance)

Inhaltsangabe

Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics.
Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques
that the book also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.

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<p><br>Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. <br>Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques <br>that the book also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.</p>

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9783642352034: Optimal Investment

Vorgestellte Ausgabe

ISBN 10:  3642352030 ISBN 13:  9783642352034
Verlag: Springer, 2013
Softcover