SpringerBriefs in Quantitative Finance

Rogers, L. C. G.

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.

Details

Published by: Springer

Publication Date: 2013-01-09

Format: Paperback

ISBN-13: 9783642352010

DOI: 10.1007/978-3-642-35202-7

Dimensions: 235cm x155cm

Pages: 156