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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: | |
| Autor Corporativo: | |
| 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 |
MARC
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| 024 | 7 | |a 10.1007/978-3-642-35202-7 |2 doi | |
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| 100 | 1 | |a Rogers, L. C. G. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Optimal Investment |h [electronic resource] / |c by L. C. G. Rogers. |
| 250 | |a 1st ed. 2013. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2013. | |
| 300 | |a X, 156 p. 44 illus., 3 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 505 | 0 | |a Preface -- The Merton Problem -- Variations -- Numerical Solution -- How Well Does It Work -- Index -- References. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Numerical analysis. | |
| 650 | 0 | |a Mathematical optimization. | |
| 650 | 0 | |a Calculus of variations. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 1 | 4 | |a Mathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | |a Financial Economics. |
| 650 | 2 | 4 | |a Numerical Analysis. |
| 650 | 2 | 4 | |a Calculus of Variations and Optimization. |
| 650 | 2 | 4 | |a Probability Theory. |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783642352034 |
| 776 | 0 | 8 | |i Printed edition: |z 9783642352010 |
| 830 | 0 | |a SpringerBriefs in Quantitative Finance, |x 2192-7014 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-642-35202-7 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
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| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||