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.
Inhaltsverzeichnis
Preface.- The Merton Problem.- Variations.- Numerical Solution.- How Well Does It Work.- Index.- References.
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Sprache Englisch ● Format PDF ● Seiten 156 ● ISBN 9783642352027 ● Dateigröße 4.8 MB ● Verlag Springer Berlin ● Ort Heidelberg ● Land DE ● Erscheinungsjahr 2013 ● herunterladbar 24 Monate ● Währung EUR ● ID 2650916 ● Kopierschutz Soziales DRM