Optimal Investment

Paperback Engels 2013 2013e druk 9783642352010
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9783642352010
Taal:Engels
Bindwijze:paperback
Aantal pagina's:156
Uitgever:Springer Berlin Heidelberg
Druk:2013

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Inhoudsopgave

Preface.- The Merton Problem.- Variations.- Numerical Solution.- How Well Does It Work.- Index.- References.

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        Optimal Investment