Delivery included to the United States

Optimal Investment

Optimal Investment - SpringerBriefs in Quantitative Finance

2013

Paperback (09 Jan 2013)

Save $4.37

  • RRP $75.18
  • $70.81
Add to basket

Includes delivery to the United States

10+ copies available online - Usually dispatched within 7 days

Publisher's Synopsis

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.

Book information

ISBN: 9783642352010
Publisher: Springer Berlin Heidelberg
Imprint: Springer
Pub date:
Edition: 2013
DEWEY: 332.678
DEWEY edition: 23
Language: English
Number of pages: 156
Weight: 274g
Height: 236mm
Width: 159mm
Spine width: 11mm