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.
Spis treści
Preface.- The Merton Problem.- Variations.- Numerical Solution.- How Well Does It Work.- Index.- References.
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Język Angielski ● Format PDF ● Strony 156 ● ISBN 9783642352027 ● Rozmiar pliku 4.8 MB ● Wydawca Springer Berlin ● Miasto Heidelberg ● Kraj DE ● Opublikowany 2013 ● Do pobrania 24 miesięcy ● Waluta EUR ● ID 2650916 ● Ochrona przed kopiowaniem Społeczny DRM