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Optimal Investment. 最適な投資
・ISBN 978-3-642-35201-0 soft EUR 69.99
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お気に入り
★★★
| 著者・編者 | Rogers, L. C. G., |
|---|---|
| シリーズ | SpringerBriefs in Quantitative Finance |
| 出版社 | (Springer, GW) |
| 出版年月 | 2013 |
| ページ数 | xii, 156 S. |
| 言語 | ENG |
| ニュース番号 | ＜603-529＞ |
解説
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.
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.