Optimal Investment (SpringerBriefs in Quantitative Finance)
Publisher: Springer
Published: Jan 10, 2013
Number of pages: 167
ISBN-13: 9783642352027
Description: <p><br>Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. <br>Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques <br>that the book also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.</p>