作者:Optimal Investment
出版社:Springer
出版时间:2013年
语言:English
图书描述: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.
目录:
Content:
Front Matter....Pages i-x
The Merton Problem....Pages 1-28
Variations....Pages 29-113
Numerical Solution....Pages 115-135
How Well Does It Work?....Pages 137-150
Back Matter....Pages 151-156
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