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Beschreibung
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.
Details
| Verlag | Springer Berlin |
| Ersterscheinung | 09. Januar 2013 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 2642 Gramm |
| Format | Softcover |
| ISBN-13 | 9783642352010 |
| Auflage | 2013 |
| Seiten | 156 |
Schlagwörter
Angewandte Mathematik, Calculus of Variations and Optimal Control; Optimization, Calculus of Variations and Optimization, Finance - general, Financial Economics, Finanzenwesen und Finanzindustrie, Mathematics in Business - Economics and Finance, Numerical Analysis, Numerische Mathematik, Optimierung, Probability Theory, Probability Theory and Stochastic Processes, Quantitative Finance, Stochastik, Wahrscheinlichkeitsrechnung und Statistik, Wirtschaftswissenschaft - Finanzen - Betriebswirtschaft und Management
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