Optimal Investment (SpringerBriefs in Quantitative Finance)
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Author
Publication
2013-01-10 - Springer
Word Count
41,750 words, Guess
Page Count
167 pages
Identifiers
- Open LibraryOL26743999M
- ISBN-139783642352027
- ISBN-103642352022
- OCLC Control Number816512490
- OCLC Control Numberoptimalinvestmen0000roge
and 1 more
- Library of Congress Control Number2012953459
Classifications
- LCCHG4529 .R64 2013
Description
<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>
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