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130109s2013 gw | s |||| 0|eng d |
| 020 |
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|a 9783642352027
|9 978-3-642-35202-7
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|a 10.1007/978-3-642-35202-7
|2 doi
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|a HB135-147
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|2 bisacsh
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|a 519
|2 23
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|a Rogers, L. C. G.
|e author.
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| 245 |
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|a Optimal Investment
|c by L. C. G. Rogers.
|h [electronic resource] /
|
| 264 |
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1 |
|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2013.
|
| 300 |
# |
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|a X, 156 p. 44 illus., 3 illus. in color.
|b online resource.
|
| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 347 |
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|a text file
|b PDF
|2 rda
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| 490 |
1 |
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|a SpringerBriefs in Quantitative Finance,
|x 2192-7006
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| 505 |
0 |
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|a Preface -- The Merton Problem -- Variations -- Numerical Solution -- How Well Does It Work -- Index -- References.
|
| 520 |
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|a 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.
|
| 650 |
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0 |
|a Mathematics.
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| 650 |
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|a Finance.
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| 650 |
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0 |
|a Numerical analysis.
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| 650 |
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0 |
|a Mathematical optimization.
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| 650 |
1 |
4 |
|a Mathematics.
|
| 650 |
2 |
4 |
|a Quantitative Finance.
|
| 650 |
2 |
4 |
|a Finance/Investment/Banking.
|
| 650 |
2 |
4 |
|a Numerical Analysis.
|
| 650 |
2 |
4 |
|a Calculus of Variations and Optimal Control; Optimization.
|
| 710 |
2 |
# |
|a SpringerLink (Online service)
|
| 773 |
0 |
# |
|t Springer eBooks
|
| 776 |
0 |
8 |
|i Printed edition:
|z 9783642352010
|
| 830 |
# |
0 |
|a SpringerBriefs in Quantitative Finance,
|x 2192-7006
|
| 856 |
4 |
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|u https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-35202-7
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| 912 |
# |
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|a ZDB-2-SMA
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| 950 |
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|a Mathematics and Statistics (Springer-11649)
|