Cover of L. C. G. Rogers: Optimal Investment

L. C. G. Rogers Optimal Investment

Price for Eshop: 1689 Kč (€ 67.6)

VAT 0% included

New

E-book delivered electronically online

E-Book information

Springer Berlin Heidelberg

2013

PDF
How do I buy e-book?

978-3-642-35202-7

3-642-35202-2

Annotation

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.

Ask question

You can ask us about this book and we'll send an answer to your e-mail.