Optimal Investment

Nonfiction, Science & Nature, Mathematics, Applied, Business & Finance, Finance & Investing, Finance
Cover of the book Optimal Investment by L. C. G. Rogers, Springer Berlin Heidelberg
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Author: L. C. G. Rogers ISBN: 9783642352027
Publisher: Springer Berlin Heidelberg Publication: January 10, 2013
Imprint: Springer Language: English
Author: L. C. G. Rogers
ISBN: 9783642352027
Publisher: Springer Berlin Heidelberg
Publication: January 10, 2013
Imprint: Springer
Language: English
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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