Optimal investment
著者
書誌事項
Optimal investment
（SpringerBriefs in quantitative finance）
Springer, c2013
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注記
Includes bibliographical references (p. 151-152) and index
内容説明・目次
内容説明
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.
目次
Preface.- The Merton Problem.- Variations.- Numerical Solution.- How Well Does It Work.- Index.- References.
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