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...
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: | |
Acceso en línea: | Texto Completo |
Ejemplares similares
-
Contemporary Quantitative Finance Essays in Honour of Eckhard Platen /
Publicado: (2010) -
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
por: Touzi, Nizar
Publicado: (2013) -
Stationarity and Convergence in Reduce-or-Retreat Minimization
por: Levy, Adam B.
Publicado: (2012) -
Fundamentals and Advanced Techniques in Derivatives Hedging
por: Bouchard, Bruno, et al.
Publicado: (2016) -
Optimization with PDE Constraints
por: Hinze, Michael, et al.
Publicado: (2009)