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.
1113642677
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.
Optimal Investment
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.
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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Optimal Investment
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Optimal Investment
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Product Details
| ISBN-13: | 9783642352027 |
|---|---|
| Publisher: | Springer-Verlag New York, LLC |
| Publication date: | 01/10/2013 |
| Series: | SpringerBriefs in Quantitative Finance |
| Sold by: | Barnes & Noble |
| Format: | eBook |
| Pages: | 156 |
| File size: | 4 MB |
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