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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Bibliographic Details
Main Author: Rogers, L. C. G. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2013.
Series:SpringerBriefs in Quantitative Finance
Subjects:
Online Access:Click here to view the full text content
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