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.
Tabela de Conteúdo
Preface.- The Merton Problem.- Variations.- Numerical Solution.- How Well Does It Work.- Index.- References.
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Língua Inglês ● Formato PDF ● Páginas 156 ● ISBN 9783642352027 ● Tamanho do arquivo 4.8 MB ● Editora Springer Berlin ● Cidade Heidelberg ● País DE ● Publicado 2013 ● Carregável 24 meses ● Moeda EUR ● ID 2650916 ● Proteção contra cópia DRM social