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...
Main Author: | |
---|---|
Format: | eBook |
Language: | English |
Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2013, 2013
|
Edition: | 1st ed. 2013 |
Series: | SpringerBriefs in Quantitative Finance
|
Subjects: | |
Online Access: | |
Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
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 |