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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...

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Bibliographic Details
Main Author: Rogers, L. C. G.
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2013, 2013
Edition:1st ed. 2013
Series:SpringerBriefs in Quantitative Finance
Subjects:
Mathematics In Business, Economics And Finance
Finance
Numerical Analysis
Calculus Of Variations And Optimization
Probability Theory
Social Sciences / Mathematics
Financial Economics
Mathematical Optimization
Calculus Of Variations
Probabilities
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:X, 156 p. 44 illus., 3 illus. in color online resource
ISBN:9783642352027

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