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.
Innehållsförteckning
Preface.- The Merton Problem.- Variations.- Numerical Solution.- How Well Does It Work.- Index.- References.
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Språk Engelska ● Formatera PDF ● Sidor 156 ● ISBN 9783642352027 ● Filstorlek 4.8 MB ● Utgivare Springer Berlin ● Stad Heidelberg ● Land DE ● Publicerad 2013 ● Nedladdningsbara 24 månader ● Valuta EUR ● ID 2650916 ● Kopieringsskydd Social DRM