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.
€74.89
Table of Content
Preface.- The Merton Problem.- Variations.- Numerical Solution.- How Well Does It Work.- Index.- References.
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Language English ● Format PDF ● Pages 156 ● ISBN 9783642352027 ● File size 4.8 MB ● Publisher Springer Berlin ● City Heidelberg ● Country DE ● Published 2013 ● Downloadable 24 months ● Currency EUR ● ID 2650916 ● Copy protection Social DRM
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