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.
Daftar Isi
Preface.- The Merton Problem.- Variations.- Numerical Solution.- How Well Does It Work.- Index.- References.
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Bahasa Inggris ● Format PDF ● Halaman 156 ● ISBN 9783642352027 ● Ukuran file 4.8 MB ● Penerbit Springer Berlin ● Kota Heidelberg ● Negara DE ● Diterbitkan 2013 ● Diunduh 24 bulan ● Mata uang EUR ● ID 2650916 ● Perlindungan salinan DRM sosial