Optimal Investment (SpringerBriefs in Quantitative Finance) - Softcover

Rogers, L. C. G.

 
9783642352010: Optimal Investment (SpringerBriefs in Quantitative Finance)
Softcover
ISBN 10: 3642352014 ISBN 13: 9783642352010
Publisher: Springer, 2013

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.

"synopsis" may belong to another edition of this title.

From the Back Cover


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.

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
2013
Language
English
ISBN 10 
3642352014
ISBN 13 
9783642352010
Binding
Paperback
Number of pages
166

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Softcover