About this book
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.
- DOI https://doi.org/10.1007/978-3-642-35202-7
- Copyright Information Springer-Verlag Berlin Heidelberg 2013
- Publisher Name Springer, Berlin, Heidelberg
- eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
- Print ISBN 978-3-642-35201-0
- Online ISBN 978-3-642-35202-7
- Series Print ISSN 2192-7006
- Series Online ISSN 2192-7014
- Buy this book on publisher's site
- Industry Sectors
- Finance, Business & Banking