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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Rogers, L. C. G. (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Édition:1st ed. 2013.
Collection:SpringerBriefs in Quantitative Finance,
Sujets:
Accès en ligne:Texto Completo