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.
Table des matières
Preface.- The Merton Problem.- Variations.- Numerical Solution.- How Well Does It Work.- Index.- References.
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Langue Anglais ● Format PDF ● Pages 156 ● ISBN 9783642352027 ● Taille du fichier 4.8 MB ● Maison d’édition Springer Berlin ● Lieu Heidelberg ● Pays DE ● Publié 2013 ● Téléchargeable 24 mois ● Devise EUR ● ID 2650916 ● Protection contre la copie DRM sociale