[其他] Optimal Investment [推广有奖]

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Barda-2025 发表于 2024-12-18 12:54:32 |AI写论文

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Textbook:Optimal Investment
Author(s): L. C. G. Rogers

Course Description:
Tthis course 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 coursbook also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.