Spar
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.
Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques
that the book also covers.
- Forfatter
- L. C. G. Rogers
- Opplag
- 2013 ed.
- ISBN
- 9783642352010
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 9.1.2013
- Antall sider
- 156
