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...
Guardado en:
| Autor principal: | |
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| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2013.
Cham : Springer Nature |
| Colección: | SpringerBriefs in Quantitative Finance
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| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Optimal Investment, L. C. G. Rogers., Berlin, Heidelberg, Springer, 2013, 1 vol. (x, 156 p.), SpringerBriefs in Quantitative Finance, 978-3-642-35201-0 |
Tabla de Contenidos:
- Preface The Merton Problem Variations Numerical Solution How Well Does It Work Index References