Rogers Optimal Investment
2013
ISBN: 978-3-642-35202-7
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 156 Seiten, eBook
Reihe: SpringerBriefs in Quantitative Finance
ISBN: 978-3-642-35202-7
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
Rogers
Optimal Investment jetzt bestellen!
Zielgruppe
Professional/practitioner
Autoren/Hrsg.
Weitere Infos & Material
Preface.- The Merton Problem.- Variations.- Numerical Solution.- How Well Does It Work.- Index.- References.
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