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Optimal Investment
L. C. G. Rogers
€ 89.47
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Description for Optimal Investment
Paperback. Series: SpringerBriefs in Quantitative Finance. Num Pages: 166 pages, 41 black & white illustrations, 3 colour illustrations, biography. BIC Classification: KFF; PBKQ; PBKS. Category: (P) Professional & Vocational. Dimension: 236 x 159 x 11. Weight in Grams: 274.
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.
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.
Product Details
Format
Paperback
Publication date
2013
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
160
Condition
New
Series
SpringerBriefs in Quantitative Finance
Number of Pages
156
Place of Publication
Berlin, Germany
ISBN
9783642352010
SKU
V9783642352010
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Optimal Investment
From the book reviews: “This short book would be an excellent supplementary text for a course in quantitative finance or useful to researchers or practitioners looking for an overview of one of the foundations of modern quantitative finance.” (IEEE Control Systems Magazine, October, 2013) “This book first focuses on the classical Merton problems and presents a range of ... Read more