eBook Optimal Investment, 1st Edition

  • Published By:
  • ISBN-10: 3642352022
  • ISBN-13: 9783642352027
  • DDC: 332.6
  • Grade Level Range: College Freshman - College Senior
  • 156 Pages | eBook
  • Original Copyright 2013 | Published/Released May 2014
  • This publication's content originally published in print form: 2013
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About

Overview

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.

Table of Contents

Front Cover.
Editorialboard.
Title Page.
Copyright Page.
Dedication.
Preface.
Contents.
1: The Merton Problem.
2: Variations.
3: Numerical Solution.
4: How Well Does It Work?.
References.
Index.