Optimal investment

著者

• Rogers, L. C. G.

書誌事項

Optimal investment

L.C.G. Rogers

（SpringerBriefs in quantitative finance）

Springer, c2013

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.

「Nielsen BookData」 より

• NII書誌ID(NCID): BB12197785
• ISBN:
  • 9783642352010
• LCCN: 2012953459
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Berlin
• ページ数/冊数: x, 156 p.
• 大きさ: 24 cm
• 分類:
  • SG : 330
• 件名:
  • FREE : Investment analysis -- Mathematical models
• 親書誌ID:
  • BB12197694