Optimal Investment

• Κύριος συγγραφέας: Rogers, L. C. G. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Σειρά: SpringerBriefs in Quantitative Finance,
• Θέματα: Mathematics.; Finance.; Economics, Mathematical.; Numerical analysis.; Calculus of variations.; Probabilities.; Quantitative Finance.; Finance, general.; Numerical Analysis.; Calculus of Variations and Optimal Control; Optimization.; Probability Theory and Stochastic Processes.

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...

Πίνακας περιεχομένων:

• Preface
• The Merton Problem
• Variations
• Numerical Solution
• How Well Does It Work
• Index
• References.