01965nam 2200517Ia 450 991074119790332120200520144314.01-299-19789-23-642-35202-210.1007/978-3-642-35202-7(OCoLC)824936095(MiFhGG)GVRL6XGV(CKB)3400000000102884(MiAaPQ)EBC1082884(EXLCZ)99340000000010288420130123d2013 uy 0engurun|---uuuuatxtccrOptimal investment /L. C. G. Rogers1st ed. 2013.Berlin ;Heidelberg Springerc20131 online resource (x, 156 pages) illustrations (some color)SpringerBriefs in quantitative finance"ISSN: 2192-7006.""ISSN: 2192-7014 (electronic)."3-642-35201-4 Includes bibliographical references and index.Preface -- The Merton Problem -- Variations -- Numerical Solution -- How Well Does It Work -- Index -- References.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.SpringerBriefs in quantitative finance.Investment analysisMathematical modelsMerton ModelInvestment analysisMathematical models.Merton Model.300Rogers L. C. G58631MiAaPQMiAaPQMiAaPQBOOK9910741197903321Optimal Investment3553019UNINA