Optimal Investment (SpringerBriefs in Quantitative Finance)

L. C. G. Rogers

ISBN 10: 3642352014 / ISBN 13: 9783642352010

Editore: Springer 2013-01-09, 2013

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Codice articolo 6666-IUK-9783642352010

Dati bibliografici

• Titolo: Optimal Investment (SpringerBriefs in Quantitative Finance)
• Editore: Springer 2013-01-09
• Data di pubblicazione: 2013
• Lingua: Inglese
• ISBN 10: 3642352014
• ISBN 13: 9783642352010
• Rilegatura: Paperback
• Condizione: New

Descrizione articolo

Riassunto

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.

Dalla quarta di copertina

<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>