Optimal Investment

Optimal Investment

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...

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Bibliographic Details
Main Author: Rogers, L. C. G. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Series:SpringerBriefs in Quantitative Finance,
Subjects:
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.
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