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. The final chapter assesses the...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
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| Edition: | 1st ed. 2013. |
| Series: | SpringerBriefs in Quantitative Finance,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-642-35202-7 |
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