Optimal Investment

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Synopsis

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.

Book details

Edition:
2013
Series:
SpringerBriefs in Quantitative Finance
Author:
L. C. Rogers
ISBN:
9783642352027
Related ISBNs:
9783642352010
Publisher:
Springer Berlin Heidelberg
Pages:
N/A
Reading age:
Not specified
Includes images:
Yes
Date of addition:
2022-07-17
Usage restrictions:
Copyright
Copyright date:
2013
Copyright by:
Springer-Verlag Berlin Heidelberg 
Adult content:
No
Language:
English
Categories:
Business and Finance, Mathematics and Statistics, Nonfiction