Optimal Control Models in Finance A New Computational Approach
The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and the economy are important for efficient allocation of resources in the economy. Optimal control methods have useful applications t...
| Main Authors: | , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer US
2005, 2005
|
| Edition: | 1st ed. 2005 |
| Series: | Applied Optimization
|
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Optimal Control Models in Finance
- The STV Approach to Financial Optimal Control Models
- A Financial Oscillator Model
- An Optimal Corporate Financing Model
- Further Computational Experiments and Results
- Conclusion