Optimal Investment (e-bog) af Rogers, L. C. G.
Rogers, L. C. G. (forfatter)

Optimal Investment e-bog

509,93 DKK (inkl. moms 637,41 DKK)
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.
E-bog 509,93 DKK
Forfattere Rogers, L. C. G. (forfatter)
Forlag Springer
Udgivet 10 januar 2013
Genrer Economics, Finance, Business and Management
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9783642352027
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.