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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Rogers, L. C. G. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Colección:SpringerBriefs in Quantitative Finance,
Temas:
Social sciences-Mathematics.
Finance.
Numerical analysis.
Mathematical optimization.
Calculus of variations.
Probabilities.
Mathematics in Business, Economics and Finance.
Financial Economics.
Numerical Analysis.
Calculus of Variations and Optimization.
Probability Theory.
Acceso en línea:Texto Completo
Descripción
Sumario: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.
Descripción Física:X, 156 p. 44 illus., 3 illus. in color. online resource.
ISBN:9783642352027
ISSN:2192-7014

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