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Optimal Investment - L. C. G. Rogers - Bog

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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642352010
  • Indbinding:
  • Paperback
  • Sideantal:
  • 156
  • Udgivet:
  • 9. januar 2013
  • Udgave:
  • 2013
  • Størrelse:
  • 236x159x11 mm.
  • Vægt:
  • 274 g.
  • 8-11 hverdage.
  • 16. januar 2025
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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Optimal Investment

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.

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