ENGLISH

Optimal Investment

By L. C. G. Rogers (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2013
ISBN
978-3-642-35201-0, 978-3-642-35202-7
DOI
10.1007/978-3-642-35202-7
Language
english
Format
PDF
Filesize
4 MB (4321295 bytes)
Series
SpringerBriefs in Quantitative Finance
Edition
1
Pages
156\162
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Quantitative Finance; Finance/Investment/Banking;

Description

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.

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