rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Optimal Investment
  name:
    name part: Rogers, L. C. G.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2013
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: X, 156 p. 44 illus., 3 illus. in color. online resource.
  abstract: 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.
  table of contents: Preface -- The Merton Problem -- Variations -- Numerical Solution -- How Well Does It Work -- Index -- References.
  note: by L. C. G. Rogers.
  subject:
    topic: Mathematics
  subject:
    topic: Finance
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Numerical analysis
  subject:
    topic: Calculus of variations
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Quantitative Finance
  subject:
    topic: Finance, general
  subject:
    topic: Numerical Analysis
  subject:
    topic: Calculus of Variations and Optimal Control; Optimization
  subject:
    topic: Probability Theory and Stochastic Processes
  classification: HB135-147
  classification: 519
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: SpringerBriefs in Quantitative Finance
  identifier: 9783642352027
  identifier: http://dx.doi.org/10.1007/978-3-642-35202-7
  record info:
    record creation date: 130109
    record change date: 20151204145419.0
    record identifier: 978-3-642-35202-7