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
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.