Optimal Investment
Description
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.
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.
Keywords
MathematicsBusiness & EconomicsFinanceNumber SystemsCalculusProbability & StatisticsAccountingNumerical AnalysisFunctional Analysis
2013Book
Author(s)L. C. G. Rogers
PublisherSpringer Berlin Heidelberg
ISBN9783642352010
LanguageEnglish
